Pages that link to "Item:Q1126494"
From MaRDI portal
The following pages link to Testing the adequacy of smooth transition autoregressive models (Q1126494):
Displayed 22 items.
- Inflation persistence under semi-fixed exchange rate regimes: the European evidence 1974--1998 (Q850609) (← links)
- Seasonal nonlinear long memory model for the US inflation rates (Q928152) (← links)
- Detecting business cycle asymmetries using artificial neural networks and time series models (Q1020512) (← links)
- Tree-structured smooth transition regression models (Q1023576) (← links)
- Testing multiple equation systems for common nonlinear components (Q1379913) (← links)
- Real exchange rate behavior in the Middle East: A re-examination (Q1606425) (← links)
- Stability and non-linear dynamics in the broad demand for money in Spain. (Q1853728) (← links)
- A nonlinear long memory model, with an application to US unemployment. (Q1858967) (← links)
- Evaluating GARCH models. (Q1858977) (← links)
- On the speed of adjustment in ESTAR models when allowance is made for bias in estimation (Q1929047) (← links)
- Forecasting performance of exponential smooth transition autoregressive exchange rate models (Q2432091) (← links)
- Smooth transition autoregressive models and fuzzy rule-based systems: Functional equivalence and consequences (Q2459526) (← links)
- Testing for co-integration and nonlinear adjustment in a smooth transition error correction model (Q2851990) (← links)
- A comparison of statistical tests for the adequacy of a neural network regression model (Q2873017) (← links)
- Testing for a unit root in a stationary ESTAR process (Q3168911) (← links)
- A sequential procedure for determining the number of regimes in a threshold autoregressive model (Q3422395) (← links)
- TESTING FOR REMAINING AUTOCORRELATION OF THE RESIDUALS IN THE FRAMEWORK OF FUZZY RULE-BASED TIME SERIES MODELLING (Q3587557) (← links)
- (Q4320725) (← links)
- Diagnostic Checking in a Flexible Nonlinear Time Series Model (Q4455661) (← links)
- SMOOTH TRANSITION AUTOREGRESSIVE MODELS — A SURVEY OF RECENT DEVELOPMENTS (Q4817926) (← links)
- The Behavior of Short-Term Interest Rates: International Evidence of Non-Linear Adjustment (Q5452761) (← links)
- The behavior of US public debt: A nonlinear perspective (Q5958377) (← links)
