Pages that link to "Item:Q2366755"
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The following pages link to Consistency and limiting distribution of the least squares estimator of a threshold autoregressive model (Q2366755):
Displaying 50 items.
- Threshold effects in non-dynamic panels: Estimation, testing, and inference (Q150493) (← links)
- Subsampling inference in threshold autoregressive models (Q262833) (← links)
- A smoothed least squares estimator for threshold regression models (Q289180) (← links)
- Large shocks vs. small shocks. (Or does size matter? May be so.) (Q291855) (← links)
- Semiparametric estimation of a binary response model with a change-point due to a covariate threshold (Q295410) (← links)
- Bootstrap prediction intervals for linear, nonlinear and nonparametric autoregressions (Q301349) (← links)
- Convolutional autoregressive models for functional time series (Q308370) (← links)
- Dynamic panels with threshold effect and endogeneity (Q337767) (← links)
- Estimation in threshold autoregressive models with correlated innovations (Q380012) (← links)
- On parameter estimation of threshold autoregressive models (Q411543) (← links)
- On identification of the threshold diffusion processes (Q421414) (← links)
- Is concentration a good idea? Evidence from active fund management (Q431915) (← links)
- A nonlinear panel data model of cross-sectional dependence (Q469559) (← links)
- Weak convergence of the sequential empirical processes of residuals in TAR models (Q476641) (← links)
- Estimation and testing linearity for non-linear mixed Poisson autoregressions (Q491400) (← links)
- Adaptive estimation of the threshold point in threshold regression (Q496148) (← links)
- Least squares estimation of large dimensional threshold factor models (Q506056) (← links)
- Robust bent line regression (Q514183) (← links)
- Fitting a two phase threshold multiplicative error model (Q515143) (← links)
- Self-weighted LAD-based inference for heavy-tailed threshold autoregressive models (Q515145) (← links)
- Estimation in threshold autoregressive models with a stationary and a unit root regime (Q528112) (← links)
- On non-stationary threshold autoregressive models (Q638764) (← links)
- On compound Poisson processes arising in change-point type statistical models as limiting likelihood ratios (Q644961) (← links)
- Estimation of a multiple-threshold \(AR(p)\) model (Q713826) (← links)
- Order selection in nonlinear time series models with application to the study of cell memory (Q714378) (← links)
- On the least squares estimation of multiple-regime threshold autoregressive models (Q738149) (← links)
- Likelihood estimation and inference in threshold regression (Q738152) (← links)
- Testing for a linear MA model against threshold MA models (Q817980) (← links)
- Factor-driven two-regime regression (Q820823) (← links)
- A threshold cointegration test with increased power (Q870443) (← links)
- LASSO estimation of threshold autoregressive models (Q888321) (← links)
- Asymptotic inference in multiple-threshold double autoregressive models (Q888334) (← links)
- Quasi-likelihood estimation of a threshold diffusion process (Q888343) (← links)
- On nonlinear TAR processes and threshold estimation (Q893070) (← links)
- Numerical issues in threshold autoregressive modeling of time series (Q951427) (← 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)
- Analyzing short time series data from periodically fluctuating rodent populations by threshold models: A nearest block bootstrap approach (Q1042948) (← links)
- On maximum likelihood estimators for a threshold autoregression (Q1299006) (← links)
- Looking for evidence of speculative stockholding in commodity markets (Q1350648) (← links)
- On a threshold autoregression with conditional heteroscedastic variances (Q1368891) (← links)
- A floor and ceiling model of US output (Q1391759) (← links)
- On geometric ergodicity of the MTAR process (Q1573120) (← links)
- Small sample properties of the conditional least squares estimator in SETAR models (Q1583393) (← links)
- Double generalized threshold models with constraint on the dispersion by the mean (Q1623740) (← links)
- Threshold regression asymptotics: from the compound Poisson process to two-sided Brownian motion (Q1629646) (← links)
- Modeling threshold conditional heteroscedasticity with regime-dependent skewness and kurtosis (Q1658309) (← links)
- A continuous threshold expectile model (Q1658402) (← links)
- Temporal clustering of time series via threshold autoregressive models: application to commodity prices (Q1703537) (← links)
