The following pages link to (Q4407590):
Displaying 10 items.
- A unified approach to nonlinearity, structural change, and outliers (Q278493) (← links)
- Testing for unit roots in time series models with non-stationary volatility (Q451288) (← links)
- Bayes factors and nonlinearity: Evidence from economic time series (Q1305670) (← links)
- Testing for integration using evolving trend and seasonals models: A Bayesian approach. (Q1586560) (← links)
- Forecasting in nonlinear univariate time series using penalized splines (Q1685198) (← links)
- A nonlinear long memory model, with an application to US unemployment. (Q1858967) (← links)
- The impact of serial correlation on testing for structural change in binary choice model: Monte Carlo evidence (Q2227427) (← links)
- Outliers and persistence in threshold autoregressive processes (Q2691640) (← links)
- Nonstationarities and Markov Switching Models (Q4561861) (← links)
- A nonlinear autoregressive conditional duration model with applications to financial transaction data (Q5944505) (← links)
