Pages that link to "Item:Q4898338"

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

Displaying 50 items.

• A hidden Markov regime-switching smooth transition model (Q2691768) (← links)
• Nonlinear and asymmetric pricing behaviour in the Spanish gasoline market (Q2691774) (← links)
• P-star model for India: a nonlinear approach (Q2691776) (← links)
• Modeling changes in US monetary policy with a time-varying nonlinear Taylor rule (Q2691784) (← links)
• Financial fragmentation and the monetary transmission mechanism in the euro area: a smooth transition VAR approach (Q2691787) (← links)
• Can a Taylor rule better explain the Fed's monetary policy through the 1920s and 1930s? A nonlinear cliometric analysis (Q2691789) (← links)
• Nonlinear interest rate-setting behaviour of German commercial banks (Q2697083) (← links)
• Exchange rates in India: current account monetarism in a nonlinear context (Q2697107) (← links)
• Bayesian inference for unit root in smooth transition autoregressive models and its application to OECD countries (Q2700527) (← links)
• Long-memory modeling and forecasting: evidence from the U.S. historical series of inflation (Q2700573) (← links)
• Tests for linearity in star models: SupWald and LM-type tests (Q2817313) (← links)
• The power of unit root tests against nonlinear local alternatives (Q2852480) (← links)
• A comparison of statistical tests for the adequacy of a neural network regression model (Q2873017) (← links)
• Strong orthogonal decompositions and non-linear impulse response functions for infinite-variance processes (Q3417684) (← links)
• Critical values for linearity tests in time-varying smooth transition autoregressive models when data are highly persistent (Q3548529) (← links)
• (Q4320725) (← links)
• Nonlinear Time Series Models and Model Selection (Q4561859) (← links)
• A Simple Specification Procedure for the Transition Function in Persistent Nonlinear Time Series Models (Q4561862) (← links)
• Forecasting Stock Returns: Does Switching Between Models Help? (Q4561864) (← links)
• AN IMPROVED GENERALIZED SPECTRAL TEST FOR CONDITIONAL MEAN MODELS IN TIME SERIES WITH CONDITIONAL HETEROSKEDASTICITY OF UNKNOWN FORM (Q4562558) (← links)
• (Q4928111) (← links)
• Time-varying multi-regime models fitting by genetic algorithms (Q4979105) (← links)
• Parameter estimation for an exponential autoregressive time series model by the Newton search and multi-innovation theory (Q5028671) (← links)
• Entropy inference in smooth transition kink regression (Q5055215) (← links)
• Consistent GMM Residuals-Based Tests of Functional Form (Q5080550) (← links)
• On hysteretic vector autoregressive model with applications (Q5107318) (← links)
• A Portmanteau Test for Smooth Transition Autoregressive Models (Q5135319) (← links)
• Adding flexibility to Markov Switching models (Q5142162) (← links)
• Non-linear unit root testing with arctangent trend: Simulation and applications in finance (Q5193244) (← links)
• Bootstrap order selection for SETAR models (Q5220715) (← links)
• A local unit root test in mean for financial time series (Q5222373) (← links)
• On some parameter estimation algorithms for the nonlinear exponential autoregressive model (Q5240985) (← links)
• (Q5385016) (← links)
• The Behavior of Short-Term Interest Rates: International Evidence of Non-Linear Adjustment (Q5452761) (← links)
• Robust inference for predictability in smooth transition predictive regressions (Q5860894) (← links)
• Nonlinear autoregressive models with optimality properties (Q5860996) (← links)
• Homogeneous vs. heterogeneous transition functions in panel smooth transition regressions (Q5861044) (← links)
• Semiparametric transition models (Q5865519) (← links)
• Comprehensively testing linearity hypothesis using the smooth transition autoregressive model (Q5867579) (← links)
• Stochastically weighted average conditional moment tests of functional form (Q5881678) (← links)
• A generalization of some classical time series tools (Q5941423) (← links)
• The behavior of US public debt: A nonlinear perspective (Q5958377) (← links)
• U. S. and Canadian industrial production indices as coupled oscillators (Q5958787) (← links)
• Instability in regime switching models (Q6039107) (← links)
• The demand for money and the real exchange rate misalignments in emerging European countries: A nonlinear approach (Q6052559) (← links)
• Two‐stage recursive identification algorithms for a class of nonlinear time series models with colored noise (Q6061284) (← links)
• A smoothed \(p\)-value test when there is a nuisance parameter under the alternative (Q6076573) (← links)
• Three‐stage multi‐innovation parameter estimation for an exponential autoregressive time‐series model with moving average noise by using the data filtering technique (Q6083768) (← links)
• Beta observation-driven models with exogenous regressors: a joint analysis of realized correlation and leverage effects (Q6090566) (← links)
• Smooth transition simultaneous equation models (Q6106612) (← links)