Pages that link to "Item:Q75802"
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The following pages link to Studies in Nonlinear Dynamics & Econometrics (Q75802):
Displaying 50 items.
- Testing cointegration in quantile regressions with an application to the term structure of interest rates (Q2691647) (← links)
- Multi-criteria classification for pricing European options (Q2691648) (← links)
- Structural VARs, deterministic and stochastic trends: how much detrending matters for shock identification (Q2691650) (← links)
- Common time variation of parameters in reduced-form macroeconomic models (Q2691652) (← links)
- Equilibrium pricing of currency options under a discontinuous model in a two-country economy (Q2691653) (← links)
- Revisiting the statistical specification of near-multicollinearity in the logistic regression model (Q2691655) (← links)
- Price discovery in the markets for credit risk: a Markov switching approach (Q2691657) (← links)
- Estimating stochastic volatility models using realized measures (Q2691659) (← links)
- Public debt and macroeconomic activity: a predictive analysis for advanced economies (Q2691661) (← links)
- Information criteria for nonlinear time series models (Q2691663) (← links)
- Structural changes in inflation dynamics: multiple breaks at different dates for different parameters (Q2691664) (← links)
- House prices and monetary policy (Q2691665) (← links)
- Grain prices, oil prices, and multiple smooth breaks in a VAR (Q2691667) (← links)
- A non-linear forecast combination procedure for binary outcomes (Q2691668) (← links)
- Productivity and unemployment: a scale-by-scale panel data analysis for the G7 countries (Q2691669) (← links)
- Introduction to \textit{Studies in Nonlinear Dynamics \& Econometrics}. Issue in honor of James B. Ramsey (Q2691670) (← links)
- Testing constancy of unconditional variance in volatility models by misspecification and specification tests (Q2691672) (← links)
- On the estimation of short memory components in long memory time series models (Q2691673) (← links)
- Testing for and estimating structural breaks and other nonlinearities in a dynamic monetary sector (Q2691674) (← links)
- Oil-price density forecasts of US GDP (Q2691675) (← links)
- Robust estimation of nonstationary, fractionally integrated, autoregressive, stochastic volatility (Q2691676) (← links)
- Steady-state priors and Bayesian variable selection in VAR forecasting (Q2691678) (← links)
- Dating US business cycles with macro factors (Q2691679) (← links)
- Effects of filtering data on testing asymmetry in threshold autoregressive models (Q2691680) (← links)
- The place of gold in the cross-market dependencies (Q2691683) (← links)
- Li-Yorke chaos in models with backward dynamics (Q2691684) (← links)
- Hopf bifurcation in an overlapping generations resource economy with endogenous population growth rate (Q2691687) (← links)
- On the estimation of regime-switching Lévy models (Q2691688) (← links)
- RALS-LM unit root test with trend breaks and non-normal errors: application to the Prebisch-Singer hypothesis (Q2691689) (← links)
- Modeling threshold effects in stock price co-movements: a vector nonlinear cointegration approach (Q2691690) (← links)
- Specification analysis in regime-switching continuous-time diffusion models for market volatility (Q2691691) (← links)
- A semiparametric nonlinear quantile regression model for financial returns (Q2691693) (← links)
- A model of the euro-area yield curve with discrete policy rates (Q2691694) (← links)
- Introduction: Recent developments of switching models for financial data (Q2691695) (← links)
- Macroeconomic (in)stability and endogenous market structure with productive government expenditure (Q2691696) (← links)
- Time elements and oscillatory fluctuations in the Keynesian macroeconomic system (Q2691697) (← links)
- Forecast accuracy of a BVAR under alternative specifications of the zero lower bound (Q2691699) (← links)
- A Markov-switching regression model with non-Gaussian innovations: estimation and testing (Q2691700) (← links)
- Semi-global solutions to DSGE models: perturbation around a deterministic path (Q2691702) (← links)
- Changes in persistence, spurious regressions and the Fisher hypothesis (Q2691704) (← links)
- VEC-MSF models in Bayesian analysis of short- and long-run relationships (Q2691706) (← links)
- Money supply and inflation dynamics in the Asia-Pacific economies: a time-frequency approach (Q2691708) (← links)
- Detecting capital market convergence clubs (Q2691710) (← links)
- Estimation of long memory in volatility using wavelets (Q2691712) (← links)
- Detecting time variation in the price puzzle: a less informative prior choice for time varying parameter VAR models (Q2691713) (← links)
- Nonstationary autoregressive conditional duration models (Q2691715) (← links)
- The reaction of stock market returns to unemployment (Q2691716) (← links)
- Asymmetric exchange rate exposure of stock returns: empirical evidence from Chinese industries (Q2691717) (← links)
- Using the hybrid Phillips curve with memory to forecast US inflation (Q2691718) (← links)
- Time-varying persistence of inflation: evidence from a wavelet-based approach (Q2691719) (← links)
