Pages that link to "Item:Q2772839"
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The following pages link to Are apparent findings of nonlinearity due to structural instability in economic time series? (Q2772839):
Displaying 12 items.
- A unified approach to nonlinearity, structural change, and outliers (Q278493) (← links)
- A flexible approach to parametric inference in nonlinear and time varying time series models (Q736695) (← links)
- Inference and prediction in a multiple-structural-break model (Q737962) (← links)
- Modelling the US, UK and Japanese unemployment rates: fractional integration and structural breaks (Q1023866) (← links)
- Testing for integration using evolving trend and seasonals models: A Bayesian approach. (Q1586560) (← links)
- Misspecified structural change, threshold, and Markov-switching models. (Q1858953) (← links)
- Multi-regime models for nonlinear nonstationary time series (Q2512790) (← links)
- Outliers and persistence in threshold autoregressive processes (Q2691640) (← links)
- Forecasting in dynamic factor models using Bayesian model averaging (Q3023038) (← links)
- Nonlinear Time Series Models and Model Selection (Q4561859) (← links)
- The Behavior of Short-Term Interest Rates: International Evidence of Non-Linear Adjustment (Q5452761) (← links)
- Modeling U.S. Inflation Dynamics: A Bayesian Nonparametric Approach (Q5863552) (← links)