The following pages link to Qiang Xia (Q2073562):
Displaying 20 items.
- Subset selection of double-threshold moving average models through the application of the Bayesian method (Q2073563) (← links)
- Bayesian analysis of multiple thresholds autoregressive model (Q2358917) (← links)
- Bayesian subset selection for two-threshold variable autoregressive models (Q2691772) (← links)
- Bayesian Analysis of Two-Regime Threshold Autoregressive Moving Average Model with Exogenous Inputs (Q2884907) (← links)
- (Q2885992) (← links)
- Consistently determining the number of factors in multivariate volatility modelling (Q2950203) (← links)
- Testing a linear ARMA model against threshold-ARMA models: A Bayesian approach (Q2974930) (← links)
- A Bayesian nonlinearity test for threshold moving average models (Q3103187) (← links)
- A Model‐Adaptive Test for Parametric Single‐Index Time Series Models (Q4596434) (← links)
- Identification of Threshold Autoregressive Moving Average Models (Q4976483) (← links)
- Model checking for parametric single-index quantile autoregression (Q5064099) (← links)
- Some finite sample results for a system of seemingly unrelated regression equations (Q5079923) (← links)
- Testing the rate ratio under inverse sampling based on gradient statistic (Q5130257) (← links)
- Nonlinearity testing and modeling for threshold moving average models (Q5130374) (← links)
- A Portmanteau Test for Smooth Transition Autoregressive Models (Q5135319) (← links)
- A Bayesian Analysis of Autoregressive Models with Exogenous Variables and Power-Transformed and Threshold GARCH Errors (Q5265882) (← links)
- (Q5398495) (← links)
- On determination of the number of factors in an approximate factor model (Q6138244) (← links)
- Bayesian inference for order determination of double threshold variables autoregressive models (Q6553223) (← links)
- Adaptive Testing for Alphas in High-Dimensional Factor Pricing Models (Q6626232) (← links)
