Pages that link to "Item:Q4898338"

The following pages link to Specification, Estimation, and Evaluation of Smooth Transition Autoregressive Models (Q4898338):

Displaying 50 items.

• An analysis of the effect of investor sentiment in a heterogeneous switching transition model for G7 stock markets (Q1657390) (← links)
• A calibration procedure for analyzing stock price dynamics in an agent-based framework (Q1657455) (← links)
• A unit root test against globally stationary ESTAR models when local condition is non-stationary (Q1668515) (← links)
• Asymptotic theory for regressions with smoothly changing parameters (Q1695562) (← links)
• A generalized ARFIMA model with smooth transition fractional integration parameter (Q1695690) (← links)
• Bayesian nonparametric vector autoregressive models (Q1706488) (← links)
• Threshold autoregressive models for interval-valued time series data (Q1792454) (← links)
• A nonlinear long memory model, with an application to US unemployment. (Q1858967) (← links)
• Evaluating GARCH models. (Q1858977) (← links)
• Testing for a unit root in the nonlinear STAR framework (Q1868973) (← links)
• Testing for neglected nonlinearity in regression models based on the theory of random fields (Q1871563) (← links)
• On tests for linearity against STAR models with deterministic trends (Q1925898) (← links)
• Discriminating between competing STAR models (Q1927298) (← links)
• Are Asian real exchange rates stationary? (Q1927504) (← 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)
• A trend-switching financial time series model with level-duration dependence (Q1954678) (← links)
• Strategy switching in the Japanese stock market (Q1994138) (← links)
• Heterogeneous expectations in the gold market: specification and estimation (Q1994393) (← links)
• A model-free consistent test for structural change in regression possibly with endogeneity (Q2000860) (← links)
• Linearity tests and stochastic trend under the STAR framework (Q2029206) (← links)
• Bayesian inference of smooth transition autoregressive (STAR)\((k)\)-GARCH\((l, m)\) models (Q2029214) (← links)
• Boosting high dimensional predictive regressions with time varying parameters (Q2043255) (← links)
• The behavior of divorce rates: a smooth transition regression approach (Q2046047) (← links)
• Modelling nonlinearities in commodity prices using smooth transition regression models with exogenous transition variables (Q2066871) (← links)
• A Bayesian piecewise linear model for the detection of breakpoints in housing prices (Q2070663) (← links)
• Transmission of the Greek crisis on the sovereign debt markets in the euro area (Q2151664) (← links)
• Examining interconnectedness between media attention and cryptocurrency markets: a transfer entropy story (Q2158341) (← links)
• Generalized exponential autoregressive models for nonlinear time series: stationarity, estimation and applications (Q2195454) (← links)
• Asymptotic properties of conditional least-squares estimators for array time series (Q2243553) (← links)
• On categorical time series models with covariates (Q2274307) (← links)
• Modeling time-varying beta in a sustainable stock market with a three-regime threshold GARCH model (Q2288908) (← links)
• Smooth buffered autoregressive time series models (Q2301087) (← links)
• Parsimonious periodic autoregressive models for time series with evolving trend and seasonality (Q2302470) (← links)
• Modeling a nonlinear process using the exponential autoregressive time series model (Q2308132) (← links)
• Unit root tests for ESTAR models (Q2320866) (← links)
• Tariff reduction and income inequality: some empirical evidence (Q2416257) (← links)
• Fitting the exponential autoregressive model through recursive search (Q2423988) (← links)
• Forecasting performance of exponential smooth transition autoregressive exchange rate models (Q2432091) (← links)
• A simple test for linearity against exponential smooth transition models with endogenous variables (Q2440457) (← links)
• Smooth transition autoregressive models and fuzzy rule-based systems: Functional equivalence and consequences (Q2459526) (← links)
• Testing linearity in a cointegrating STR model for the money demand function: International evidence from G-7 countries (Q2479432) (← links)
• Simultaneously modeling the volatility of the growth rate of real GDP and determining business cycle turning points: Evidence from the U.S., Canada and the UK (Q2490474) (← links)
• Multi-regime models for nonlinear nonstationary time series (Q2512790) (← links)
• The role of housing market in the effectiveness of monetary policy over the Covid-19 era (Q2659988) (← links)
• Do monetary policy shocks generate TAR or STAR dynamics in output? (Q2687868) (← links)
• Information criteria for nonlinear time series models (Q2691663) (← links)
• Time-varying persistence of inflation: evidence from a wavelet-based approach (Q2691719) (← links)
• The spurious effect of ARCH errors on linearity tests: a theoretical note and an alternative maximum likelihood approach (Q2691749) (← links)
• Exchange rate misalignment and economic growth: evidence from nonlinear panel cointegration and Granger causality tests (Q2691756) (← links)