scientific article; zbMATH DE number 1168350
From MaRDI portal
Publication:4397010
Recommendations
Cited in
(only showing first 100 items - show all)- Non-linear models: where do we go next - time varying parameter models?
- Unit roots and double smooth transitions
- Nonparametric cointegrating regression with NNH errors
- Short-memory and the PPP hypothesis
- Testing for sign and amplitude asymmetries using threshold autoregressions
- Testing linearity in cointegrating smooth transition regressions
- A radial basis function artificial neural network test for neglected nonlinearity
- Summability of stochastic processes -- a generalization of integration for non-linear processes
- Invertibility of non-linear time series models
- Testing for hysteresis against nonlinear alternatives
- Stability and non-linear dynamics in the broad demand for money in Spain.
- Revisiting tests for neglected nonlinearity using artificial neural networks
- CONVERGENCE TO STOCHASTIC POWER INTEGRALS FOR DEPENDENT HETEROGENEOUS PROCESSES
- A non-linear error correction mechanism based on the bilinear model
- Co-movements and asymmetric volatility in the Portuguese and U.S. Stock markets
- Stability results for nonlinear error correction models
- Renewal regime switching and stable limit laws
- A semiparametric cointegrating regression: investigating the effects of age distributions on consumption and saving
- Discontinuities in indirect estimation: an application to EAR models
- Comprehensively testing linearity hypothesis using the smooth transition autoregressive model
- Elements of randomized forecasting and its application to daily electrical load prediction in a regional power system
- SMOOTH TRANSITION AUTOREGRESSIVE MODELS — A SURVEY OF RECENT DEVELOPMENTS
- Modelling Nonlinear Relationships between Extended-Memory Variables
- International fiscal-financial spillovers: the effect of fiscal shocks on cross-border bank lending
- Heterogeneous expectations in the gold market: specification and estimation
- Establishing conditions for the functional central limit theorem in nonlinear and semiparametric time series processes.
- Testing for a unit root in a stationary ESTAR process
- Testing of Constant Parameters for Semi‐Parametric Functional Coefficient Models with Integrated Covariates
- Pandemics and trade in the 21st century: evidence from five pre-COVID pandemics
- Transformed polynomials for nonlinear autoregressive models of the conditional mean
- A non-parametric approach to non-linear causality testing
- Measures of Deterministic Prediction Bias in Nonlinear Models
- Stationarity and ergodicity of univariate generalized autoregressive score processes
- Estimation of nonlinear error correction models
- Introduction to m-m processes
- Bootstrapping the Box-Pierce Q test: a robust test of uncorrelatedness
- The effects of institutional and technological change and business cycle fluctuations on seasonal patterns in quarterly industrial production series
- Modeling Hong Kong's stock index with the Student \(t\)-mixture autoregressive model
- Spline estimation of partially linear regression models for time series with correlated errors
- On data transformations and evidence of nonlinearity.
- scientific article; zbMATH DE number 718746 (Why is no real title available?)
- Fuzzy modelling and estimation of economic relationships
- A Review of Nonparametric Time Series Analysis
- NONPARAMETRIC ESTIMATION OF VARYING COEFFICIENT DYNAMIC PANEL DATA MODELS
- Generalised density forecast combinations
- Seasonal nonlinear long memory model for the US inflation rates
- Multivariate polynomial regression for identification of chaotic time series
- Heterogeneity in the effects of uncertainty shocks on labor market dynamics and extensive vs. intensive margins of adjustment
- Seasonality and non-linear price effects in scanner-data-based market-response models
- Nonlinear autoregressive models with optimality properties
- A hidden Markov regime-switching smooth transition model
- Chaos and nonlinear dynamics in financial and nonfinancial time series: Evidence from Finland
- On detecting the optimal structure of a neural network under strong statistical features in errors
- Forecasts of US short-term interest rates: a flexible forecast combination approach
- A nonlinear long memory model, with an application to US unemployment.
- Testing fractional unit roots with non-linear smooth break approximations using Fourier functions
- Testing the adequacy of smooth transition autoregressive models
- Nonlinear stochastic inflation modelling using SEASETARs.
- Using discrete-time techniques to test continuous-time models for nonlinearity in drift
- Evolutionary-based return forecasting with nonlinear STAR models: evidence from the Eurozone peripheral stock markets
- Nonlinear effects in economic dynamic models
- Boosting GARCH and neural networks for the prediction of heteroskedastic time series
- Structural tax reforms and public spending efficiency
- The economic effects of COVID-19 containment measures
- Mixture Gaussian time series modeling of long-term market returns
- Forecasting stock returns: does switching between models help?
- A Parametric Approach to Flexible Nonlinear Inference
- Forecasting power-transformed time series data
- Short-run electricity load forecasting with combinations of stationary wavelet transforms
- Impulse response analysis in nonlinear multivariate models
- A note on some properties of the ESTAR model
- Forecasting of symmetric \(\alpha\)-stable autoregressive models by time series approach supported by artificial neural networks
- scientific article; zbMATH DE number 422179 (Why is no real title available?)
- Specification search in nonlinear time-series models using the genetic algorithm.
- Nonlinear dynamics and European GNP data
- Nonlinearity, nonstationarity, and spurious forecasts
- A time series model for an exchange rate in a target zone with applications
- Testing a linear dynamic panel data model against nonlinear alternatives
- Nonlinear models for strongly dependent processes with financial applications
- An alternative approach to estimating demand: neural network regression with conditional volatility for high frequency air passenger arrivals
- A model-free characterization of causality
- Markov switch smooth transition HYGARCH model: stability and estimation
- Vector equilibrium correction models with non‐linear discontinuous adjustments
- Additive Outliers in Open-Loop Threshold Autoregressive Models: A Simulation Study
- Regime-switching models of time series with cubic spline transition function in geodetic appli\-cation.
- On hysteretic vector autoregressive model with applications
- Comparison of ARIMA, neural networks and hybrid models in time series: tourist arrival forecasting
- Weighted nonlinear regression with nonstationary time series
- Forecasting multidimensional autoregressive time series model with symmetric \(\alpha\)-stable noise using artificial neural networks
- ARE TECHNOLOGY SHOCKS NONLINEAR?
- Assessing DSGE model nonlinearities
- A local unit root test in mean for financial time series
- Nonparametric vector autoregression
- Non-parametric estimation of data dimensionality prior to data compression: the case of the human development index
- Tariff reduction and income inequality: some empirical evidence
- Nonlinear mean reversion in real exchange rates.
- Nonlinear regressions with nonstationary time series
- Estimation and inference for exponential smooth transition nonlinear volatility models
- Proportional functional coefficient time series models
- A multivariate descriptor method for change-point detection in nonlinear time series
This page was built for publication:
Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q4397010)
