Pages that link to "Item:Q4561852"

The following pages link to Recent Advances in Estimating Nonlinear Models (Q4561852):

Displaying 12 items.

• Stock Return and Inflation: An Analysis Based on the State-Space Framework (Q4561853) (← links)
• Diffusion Index Model Specification and Estimation Using Mixed Frequency Datasets (Q4561854) (← links)
• Testing for Neglected Nonlinearity Using Regularized Artificial Neural Networks (Q4561855) (← links)
• On the Use of the Flexible Fourier Form in Unit Root Tests, Endogenous Breaks, and Parameter Instability (Q4561856) (← links)
• Testing for a Markov-Switching Mean in Serially Correlated Data (Q4561858) (← links)
• Nonlinear Time Series Models and Model Selection (Q4561859) (← links)
• Nonstationarities and Markov Switching Models (Q4561861) (← links)
• A Simple Specification Procedure for the Transition Function in Persistent Nonlinear Time Series Models (Q4561862) (← links)
• Small Area Estimation with Correctly Specified Linking Models (Q4561863) (← links)
• Forecasting Stock Returns: Does Switching Between Models Help? (Q4561864) (← links)
• The Global Joint Distribution of Income and Health (Q4561865) (← links)
• The Non-linear and Linear Impact of Investor Sentiment on Stock Returns: An Empirical Analysis of the US Market (Q4561866) (← links)