Semiparametric transition models
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Cites work
- A comparison of the forecast performance of Markov‐switching and threshold autoregressive models of US GNP
- A note on the geometric ergodicity of a nonlinear AR-ARCH model
- Adaptive jump-preserving estimates in varying-coefficient models
- Asymptotic Confidence Regions for Kernel Smoothing of a Varying-Coefficient Model with Longitudinal Data
- Efficient estimation of a semiparametric partially linear varying coefficient model
- Functional-Coefficient Autoregressive Models
- Functional-Coefficient Regression Models for Nonlinear Time Series
- Generalized likelihood ratio statistics and Wilks phenomenon
- scientific article; zbMATH DE number 472973 (Why is no real title available?)
- MODELING ASYMMETRIES AND MOVING EQUILIBRIA IN UNEMPLOYMENT RATES
- Modeling Multiple Regimes in the Business Cycle
- Moment-based estimation of smooth transition regression models with endogenous variables
- Nonparametric smoothing estimates of time-varying coefficient models with longitudinal data
- ON ESTIMATING THRESHOLDS IN AUTOREGRESSIVE MODELS
- Profile likelihood inferences on semiparametric varying-coefficient partially linear models
- Sample Splitting and Threshold Estimation
- SMOOTH TRANSITION AUTOREGRESSIVE MODELS — A SURVEY OF RECENT DEVELOPMENTS
- Smoothing Parameter Selection in Nonparametric Regression Using an Improved Akaike Information Criterion
- Specification, estimation, and evaluation of smooth transition autoregressive models
- Statistical estimation in varying coefficient models
- Statistical methods with varying coefficient models
- Testing for smooth structural changes in time series models via nonparametric regression
- Threshold models in non-linear time series analysis
- Threshold regression with endogeneity
- Thresholds and smooth transitions in vector autoregressive models
- Unit roots and smooth transitions
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