Pages that link to "Item:Q1379913"

The following pages link to Testing multiple equation systems for common nonlinear components (Q1379913):

Displaying 17 items.

• Guest editorial: Common features (Q291618) (← links)
• A long-run pure variance common features model for the common volatilities of the Dow Jones (Q291621) (← links)
• Common cyclical features analysis in VAR models with cointegration (Q291630) (← links)
• The effect of data transformation on common cycle, cointegration, and unit root tests: Monte Carlo results and a simple test (Q291635) (← links)
• The missing link: using the NBER recession indicator to construct coincident and leading indices of economic activity (Q291644) (← links)
• Model selection, estimation and forecasting in VAR models with short-run and long-run restrictions (Q737999) (← links)
• Testing for stationarity-ergodicity and for comovements between nonlinear discrete time Markov processes (Q1973429) (← links)
• Global temperatures and greenhouse gases: a common features approach (Q2171998) (← links)
• Global hemispheric temperatures and co-shifting: a vector shifting-mean autoregressive analysis (Q2280611) (← links)
• Testing for co-nonlinearity (Q2687873) (← links)
• (Q2971502) (← links)
• A complete VARMA modelling methodology based on scalar components (Q3552837) (← links)
• SMOOTH TRANSITION AUTOREGRESSIVE MODELS — A SURVEY OF RECENT DEVELOPMENTS (Q4817926) (← links)
• Modelling comovements of economic time series: a selective survey (Q5148510) (← links)
• Homogeneous vs. heterogeneous transition functions in panel smooth transition regressions (Q5861044) (← links)
• U. S. and Canadian industrial production indices as coupled oscillators (Q5958787) (← links)
• Bayesian estimation and model selection of a multivariate smooth transition autoregressive model (Q6626167) (← links)