Pages that link to "Item:Q6166852"
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The following pages link to A comparison of the forecast performance of Markov‐switching and threshold autoregressive models of US GNP (Q6166852):
Displayed 13 items.
- Contemporaneous threshold autoregressive models: estimation, testing and forecasting (Q289169) (← links)
- Forecasting with univariate TAR models (Q713837) (← links)
- Real-time factor model forecasting and the effects of instability (Q1659156) (← links)
- Forecasting Markov-switching dynamic, conditionally heteroscedastic processes (Q1770072) (← links)
- Can nonlinear time series models generate US business cycle asymmetric shape? (Q1852903) (← links)
- A nonlinear long memory model, with an application to US unemployment. (Q1858967) (← links)
- Information criteria for nonlinear time series models (Q2691663) (← links)
- The convergence of optimization based GARCH estimators: theory and application (Q3298636) (← links)
- Testing for a Markov-Switching Mean in Serially Correlated Data (Q4561858) (← links)
- Nonlinear Time Series Models and Model Selection (Q4561859) (← links)
- Semiparametric transition models (Q5865519) (← links)
- Long memory and regime switching (Q5952029) (← links)
- Partially hidden Markov chain multivariate linear autoregressive model: inference and forecasting -- application to machine health prognostics (Q6097139) (← links)