Pages that link to "Item:Q3295730"
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The following pages link to Thresholds and Smooth Transitions in Vector Autoregressive Models (Q3295730):
Displaying 10 items.
- Structural vector autoregressions with smooth transition in variances (Q77370) (← links)
- Bayesian nonparametric vector autoregressive models (Q1706488) (← links)
- Regime dependent interconnectedness among fuzzy clusters of financial time series (Q2036158) (← links)
- Smooth buffered autoregressive time series models (Q2301087) (← links)
- Forecast accuracy of a BVAR under alternative specifications of the zero lower bound (Q2691699) (← links)
- Financial fragmentation and the monetary transmission mechanism in the euro area: a smooth transition VAR approach (Q2691787) (← links)
- Stationarity and ergodicity of vector STAR models (Q5861004) (← links)
- Semiparametric transition models (Q5865519) (← links)
- Comprehensively testing linearity hypothesis using the smooth transition autoregressive model (Q5867579) (← links)
- Bayesian estimation and model selection of a multivariate smooth transition autoregressive model (Q6626167) (← links)
