Pages that link to "Item:Q1583393"
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The following pages link to Small sample properties of the conditional least squares estimator in SETAR models (Q1583393):
Displaying 10 items.
- Improved bootstrap prediction intervals for SETAR models (Q259663) (← links)
- Nonlinear models for strongly dependent processes with financial applications (Q299256) (← links)
- Least squares estimation of large dimensional threshold factor models (Q506056) (← links)
- Testing for sign and amplitude asymmetries using threshold autoregressions (Q956521) (← links)
- Modeling structural breaks in economic relationships using large shocks (Q975916) (← links)
- A note on the consistency of a robust estimator for threshold autoregressive processes (Q1009720) (← links)
- Systematic small sample bias in two regime SETAR model estimation (Q1934726) (← links)
- A variable addition test for exogeneity in structural threshold models (Q2440139) (← links)
- TESTING FOR EXOGENEITY IN THRESHOLD MODELS (Q5187627) (← links)
- Some Nonlinear Threshold Autoregressive Time Series Models for Actuarial Use (Q5715996) (← links)
