Pages that link to "Item:Q4272766"

The following pages link to BAYESIAN THRESHOLD AUTOREGRESSIVE MODELS FOR NONLINEAR TIME SERIES (Q4272766):

Displaying 26 items.

• Smoothly mixing regressions (Q277172) (← links)
• On parameter estimation of threshold autoregressive models (Q411543) (← links)
• Inference and prediction in a multiple-structural-break model (Q737962) (← links)
• Likelihood estimation and inference in threshold regression (Q738152) (← links)
• Bayesian prediction in threshold autoregressive models with exponential white noise (Q882922) (← links)
• Regularized Bayesian estimation of generalized threshold regression models (Q899014) (← links)
• Nonlinear interest rate dynamics and implications for the terms structure (Q1126499) (← links)
• Debt regimes and the effectiveness of monetary policy (Q1657642) (← links)
• A Bayesian nonparametric Markovian model for non-stationary time series (Q1703836) (← links)
• A Bayesian analysis of generalized threshold autoregressive models (Q1807914) (← links)
• On inference for threshold autoregressive models. (Q1872852) (← links)
• Parameter uncertainty and impulse response analysis (Q1915467) (← links)
• A Bayesian conditional autoregressive geometric process model for range data (Q1927087) (← links)
• Threshold variable selection by wavelets in open-loop threshold autoregressive models (Q1962219) (← links)
• Bayesian estimation for threshold autoregressive model with multiple structural breaks (Q2221227) (← links)
• Bayesian estimation and model selection of threshold spatial Durbin model (Q2300366) (← links)
• Bayesian analysis of multiple thresholds autoregressive model (Q2358917) (← links)
• Bayesian subset selection for two-threshold variable autoregressive models (Q2691772) (← links)
• Threshold models with time-varying threshold values and their application in estimating regime-sensitive Taylor rules (Q2697054) (← links)
• Bayesian Analysis of Two-Regime Threshold Autoregressive Moving Average Model with Exogenous Inputs (Q2884907) (← 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 Bayesian regime-switching time-series model (Q3103191) (← links)
• Bayesian Automatic Parameter Estimation of Threshold Autoregressive (TAR) Models using Markov Chain Monte Carlo (MCMC) (Q3298672) (← links)
• Time-varying multi-regime models fitting by genetic algorithms (Q4979105) (← links)
• (Q5011470) (← links)