Pages that link to "Item:Q3729867"
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The following pages link to ON ESTIMATING THRESHOLDS IN AUTOREGRESSIVE MODELS (Q3729867):
Displaying 50 items.
- Contemporaneous threshold autoregressive models: estimation, testing and forecasting (Q289169) (← links)
- A multiple regime smooth transition heterogeneous autoregressive model for long memory and asymmetries (Q299262) (← links)
- Finite sample properties of the QMLE for the log-ACD model: application to Australian stocks (Q299272) (← links)
- An alternative approach to estimating demand: neural network regression with conditional volatility for high frequency air passenger arrivals (Q299488) (← links)
- Bayesian inference for Heston-STAR models (Q518236) (← links)
- Estimation and inference in unstable nonlinear least squares models (Q528129) (← links)
- Moment-based estimation of smooth transition regression models with endogenous variables (Q738051) (← links)
- Functional index coefficient models with variable selection (Q888320) (← links)
- Quasi-likelihood estimation of a threshold diffusion process (Q888343) (← links)
- Threshold models in time series analysis -- some reflections (Q888344) (← links)
- Diagnostic checking of multivariate nonlinear time series models with martingale difference errors (Q928971) (← links)
- Fitting piecewise linear threshold autoregressive models by means of genetic algorithms (Q957007) (← links)
- Absorption of shocks in nonlinear autoregressive models (Q1020077) (← links)
- Tree-structured smooth transition regression models (Q1023576) (← links)
- Analyzing short time series data from periodically fluctuating rodent populations by threshold models: A nearest block bootstrap approach (Q1042948) (← links)
- Estimation and inference for exponential smooth transition nonlinear volatility models (Q1044066) (← links)
- Qualitative threshold ARCH models (Q1185111) (← links)
- Nonparametric vector autoregression (Q1299541) (← links)
- Testing multiple equation systems for common nonlinear components (Q1379913) (← links)
- Stability of nonlinear AR(1) time series with delay (Q1613619) (← links)
- Evolutionary-based return forecasting with nonlinear STAR models: evidence from the Eurozone peripheral stock markets (Q1615795) (← links)
- The univariate MT-STAR model and a new linearity and unit root test procedure (Q1623501) (← links)
- Reverse adaptive krill herd locally weighted support vector regression for forecasting and trading exchange traded funds (Q1694930) (← links)
- Asymptotic theory for regressions with smoothly changing parameters (Q1695562) (← links)
- European exchange trading funds trading with locally weighted support vector regression (Q1698924) (← links)
- Copula parameter change test for nonlinear AR models with nonlinear GARCH errors (Q1731361) (← links)
- Chaotic dynamics of a piecewise linear model of credit cycles (Q1736952) (← links)
- Stability and the Lyapounov exponent of threshold AR-ARCH models (Q1769418) (← links)
- Threshold autoregressive models for interval-valued time series data (Q1792454) (← links)
- Strong convergence of estimators in nonlinear autoregressive models (Q1873108) (← links)
- Discriminating between competing STAR models (Q1927298) (← links)
- Smooth transition quantile capital asset pricing models with heteroscedasticity (Q1930398) (← links)
- An analysis of global warming in the Alpine region based on nonlinear nonstationary time series models (Q1934285) (← links)
- Threshold variable selection by wavelets in open-loop threshold autoregressive models (Q1962219) (← links)
- Time-varying model averaging (Q2024462) (← links)
- Bayesian inference of smooth transition autoregressive (STAR)\((k)\)-GARCH\((l, m)\) models (Q2029214) (← links)
- Corporate social responsibility: how much is enough? A higher dimension perspective of the relationship between financial and social performance (Q2070696) (← links)
- Forecasting government bond spreads with heuristic models: evidence from the eurozone periphery (Q2288926) (← links)
- Efficient estimation in smooth threshold autoregressive(1) models (Q2324066) (← links)
- Forecasting performance of exponential smooth transition autoregressive exchange rate models (Q2432091) (← links)
- Identification of hybrid systems. A tutorial (Q2512104) (← links)
- Estimation and inference of threshold regression models with measurement errors (Q2691748) (← links)
- A hidden Markov regime-switching smooth transition model (Q2691768) (← links)
- Bayesian inference for unit root in smooth transition autoregressive models and its application to OECD countries (Q2700527) (← links)
- (Q2750779) (← links)
- Endogeneity in Threshold Nonlinearity Tests (Q2815345) (← links)
- Tests for Linearity in Star Models: Supwald and Lm-Type Tests (Q2817313) (← links)
- NONPARAMETRIC ESTIMATION OF DYNAMIC PANEL MODELS WITH FIXED EFFECTS (Q2936837) (← links)
- PARAMETER ESTIMATION IN NONLINEAR AR–GARCH MODELS (Q3108567) (← links)
- Threshold quantile autoregressive models (Q4979106) (← links)
