Testing the adequacy of smooth transition autoregressive models
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- A Simple Test for Heteroscedasticity and Random Coefficient Variation
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- Specification, estimation, and evaluation of smooth transition autoregressive models
- Testing for neglected nonlinearity in time series models. A comparison of neural network methods and alternative tests
- Testing linearity against smooth transition autoregressive models
- Testing the constancy of regression parameters against continuous structural change
Cited in
(47)- A sequential procedure for determining the number of regimes in a threshold autoregressive model
- Fractionally integrated time varying GARCH model
- Detecting business cycle asymmetries using artificial neural networks and time series models
- Stability and non-linear dynamics in the broad demand for money in Spain.
- Elements of randomized forecasting and its application to daily electrical load prediction in a regional power system
- SMOOTH TRANSITION AUTOREGRESSIVE MODELS — A SURVEY OF RECENT DEVELOPMENTS
- Testing for a unit root in a stationary ESTAR process
- Specification, estimation, and evaluation of smooth transition autoregressive models
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- Seasonal nonlinear long memory model for the US inflation rates
- Diagnostic Checking in a Flexible Nonlinear Time Series Model
- A nonlinear long memory model, with an application to US unemployment.
- Homogeneous vs. heterogeneous transition functions in panel smooth transition regressions
- Inflation persistence under semi-fixed exchange rate regimes: the European evidence 1974--1998
- A time series model for an exchange rate in a target zone with applications
- Modelling autoregressive processes with a shifting mean
- A multiple regime smooth transition heterogeneous autoregressive model for long memory and asymmetries
- On the speed of adjustment in ESTAR models when allowance is made for bias in estimation
- Evaluating GARCH models.
- Testing for remaining autocorrelation of the residuals in the framework of fuzzy rule-based time series modelling
- Nonlinear expectations in speculative markets -- evidence from the ECB Survey of Professional Forecasters
- Heterogeneity in stock prices: a STAR model with multivariate transition function
- Testing for smooth transition nonlinearity in partially nonstationary vector autoregressions
- The Behavior of Short-Term Interest Rates: International Evidence of Non-Linear Adjustment
- An analysis of the effect of investor sentiment in a heterogeneous switching transition model for G7 stock markets
- The behavior of divorce rates: a smooth transition regression approach
- Testing multiple equation systems for common nonlinear components
- Tree-structured smooth transition regression models
- Tests for linearity in star models: SupWald and LM-type tests
- Real exchange rate behavior in the Middle East: A re-examination
- Testing for co-integration and nonlinear adjustment in a smooth transition error correction model
- Smooth transition autoregressive models and fuzzy rule-based systems: Functional equivalence and consequences
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- Modeling and forecasting interval time series with threshold models
- Modelling nonlinearities in commodity prices using smooth transition regression models with exogenous transition variables
- Specifying smooth transition regression models in the presence of conditional heteroskedasticity of unknown form
- Specification and testing of multiplicative time-varying GARCH models with applications
- Testing linearity against smooth transition autoregressive models
- Testing for UIP-type relationships: nonlinearities, monetary announcements and interest rate expectations
- Robust inference for predictability in smooth transition predictive regressions
- Financial fragmentation and the monetary transmission mechanism in the euro area: a smooth transition VAR approach
- Smooth transition simultaneous equation models
- Forecasting performance of exponential smooth transition autoregressive exchange rate models
- A Portmanteau Test for Smooth Transition Autoregressive Models
- A comparison of statistical tests for the adequacy of a neural network regression model
- The behavior of US public debt: A nonlinear perspective
- Estimation and inference in unstable nonlinear least squares models
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