Pages that link to "Item:Q4530973"
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The following pages link to Sample Splitting and Threshold Estimation (Q4530973):
Displayed 38 items.
- Threshold effects in non-dynamic panels: Estimation, testing, and inference (Q150493) (← links)
- On parameter estimation of threshold autoregressive models (Q411543) (← links)
- On identification of the threshold diffusion processes (Q421414) (← links)
- Is concentration a good idea? Evidence from active fund management (Q431915) (← links)
- Order selection in nonlinear time series models with application to the study of cell memory (Q714378) (← links)
- Nonlinearities in capital-skill complementarity (Q814981) (← links)
- Testing for a linear MA model against threshold MA models (Q817980) (← links)
- ARMS: an automated resource management system for British telecommunications plc (Q819091) (← links)
- Inferring strategies from observed actions: a nonparametric, binary tree classification approach (Q951416) (← links)
- The incidence and persistence of corruption in economic development (Q959684) (← links)
- Asymptotics for argmin processes: convexity arguments (Q1026368) (← links)
- Income inequality and economic development: Evidence from the threshold regression model (Q1583283) (← links)
- Trade as a threshold variable for multiple regimes (Q1614821) (← links)
- Testing for two-regime threshold cointegration in vector error-correction models. (Q1858973) (← links)
- Estimation and model selection based inference in single and multiple threshold models. (Q1858974) (← links)
- Trade as a threshold variable for multiple regimes: a comment (Q1929130) (← links)
- Openness in services trade and economic growth (Q1929411) (← links)
- How does monetary policy influence capital markets? Using a threshold regression model (Q1945438) (← links)
- What determines the finance-growth nexus? Empirical evidence for threshold models (Q2432063) (← links)
- M-estimators with non-standard rates of convergence and weakly dependent data (Q2491851) (← links)
- Guaranteed testing for epidemic changes of a linear regression model (Q2498761) (← links)
- TESTING STRUCTURAL CHANGE IN PARTIALLY LINEAR MODELS (Q2995421) (← links)
- Forecasting time-varying covariance with a robust Bayesian threshold model (Q3088162) (← links)
- ESTIMATION OF NONLINEAR ERROR CORRECTION MODELS (Q3168869) (← links)
- MONEY GROWTH AND INFLATION IN THE UNITED STATES (Q3182107) (← links)
- Bootstrap<i>M</i>Unit Root Tests (Q3394104) (← links)
- A sequential procedure for determining the number of regimes in a threshold autoregressive model (Q3422395) (← links)
- MAXIMAL UNIFORM CONVERGENCE RATES IN PARAMETRIC ESTIMATION PROBLEMS (Q3557549) (← links)
- BOOTSTRAP UNIT ROOT TESTS FOR TIME SERIES WITH NONSTATIONARY VOLATILITY (Q3632371) (← links)
- Martingale Type Statistics Applied to Change Points Detection (Q3634526) (← links)
- Verification of Turning Points (Q4804995) (← links)
- TESTING FOR EXOGENEITY IN THRESHOLD MODELS (Q5187627) (← links)
- (Q5385016) (← links)
- Guaranteed maximum likelihood splitting tests of a linear regression model (Q5423155) (← links)
- INFLATION AND FINANCIAL DEPTH (Q5483952) (← links)
- INSTRUMENTAL VARIABLE ESTIMATION OF A THRESHOLD MODEL (Q5696350) (← links)
- Some Nonlinear Threshold Autoregressive Time Series Models for Actuarial Use (Q5715996) (← links)
- Nonlinearity between finance and growth (Q5958527) (← links)