Pages that link to "Item:Q75802"

The following pages link to Studies in Nonlinear Dynamics & Econometrics (Q75802):

Displaying 50 items.

• Efficient estimation of financial risk by regressing the quantiles of parametric distributions: an application to CARR models (Q2697030) (← links)
• Regression discontinuity designs with unknown state-dependent discontinuity points: estimation and testing (Q2697031) (← links)
• Foster-Hart optimization for currency portfolios (Q2697032) (← links)
• Are stock returns an inflation hedge for the UK? Evidence from a wavelet analysis using over three centuries of data (Q2697033) (← links)
• Flexible HAR model for realized volatility (Q2697034) (← links)
• What cycles? Data detrending in DSGE models (Q2697036) (← links)
• Gamification of global climate change: an experimental analysis (Q2697039) (← links)
• An efficient sequential learning algorithm in regime-switching environments (Q2697041) (← links)
• Pollution, carrying capacity and the Allee effect (Q2697042) (← links)
• Hopf bifurcation and the existence and stability of closed orbits in three-sector models of optimal endogenous growth (Q2697043) (← links)
• A new route to the rapid growth of the service sector: rise of the standard of living (Q2697045) (← links)
• Two-sided altruism as a motive for intergenerational transfer (Q2697047) (← links)
• Bubble on real estate: the role of altruism and fiscal policy (Q2697048) (← links)
• Competitive equilibrium cycles for small discounting in discrete-time two-sector optimal growth models (Q2697049) (← links)
• Two-sided altruism and time inconsistency (Q2697050) (← links)
• Optimal growth in the Robinson-Shinkai-Leontief model: the case of capital-intensive consumption goods (Q2697051) (← links)
• Business cycles and indeterminacy in economic models: a special issue in honor of Professor Kazuo Nishimura (Q2697052) (← links)
• An elementary business cycle mechanism: learning from Harrod and Kaldor (Q2697053) (← links)
• Threshold models with time-varying threshold values and their application in estimating regime-sensitive Taylor rules (Q2697054) (← links)
• An intuitive skewness-based symmetry test applicable to stationary time series data (Q2697055) (← links)
• Smart or stupid depends on who is your counterpart: a cobweb model with heterogeneous expectations (Q2697057) (← links)
• Variance reduction estimation for return models with jumps using gamma asymmetric kernels (Q2697059) (← links)
• An explicit formula for the smoother weights of the Hodrick-Prescott filter (Q2697061) (← links)
• Markov regime-switching autoregressive model with tempered stable distribution: simulation evidence (Q2697063) (← links)
• Bond risk premia and the return forecasting factor (Q2697065) (← links)
• On the performance of information criteria for model identification of count time series (Q2697066) (← links)
• Trimmed Whittle estimation of the SVAR vs. filtering low-frequency fluctuations: applications to technology shocks (Q2697067) (← links)
• Testing for cointegration with threshold adjustment in the presence of structural breaks (Q2697069) (← links)
• A model for ordinal responses with heterogeneous status quo outcomes (Q2697070) (← links)
• ``Animal spirits'' and bank's lending behaviour, a disequilibrium approach (Q2697072) (← links)
• Forecasting the unemployment rate over districts with the use of distinct methods (Q2697073) (← links)
• Constrained interest rates and changing dynamics at the zero lower bound (Q2697075) (← links)
• Temporal aggregation of random walk processes and implications for economic analysis (Q2697076) (← links)
• Fiscal policy uncertainty and US output (Q2697077) (← links)
• Risk shocks with time-varying higher moments (Q2697079) (← links)
• A threshold mixed count time series model: estimation and application (Q2697080) (← links)
• Nonlinear interest rate-setting behaviour of German commercial banks (Q2697083) (← links)
• A wavelet-based variance ratio unit root test for a system of equations (Q2697085) (← links)
• The role of uncertainty on agricultural futures markets momentum trading and volatility (Q2697086) (← links)
• Conventional and unconventional monetary policy reaction to uncertainty in advanced economies: evidence from quantile regressions (Q2697087) (← links)
• Income inequality and economic growth: heterogeneity and nonlinearity (Q2697090) (← links)
• Combining sign and parametric restrictions in SVARs by utilising givens rotations (Q2697091) (← links)
• Uncertainty and forecasts of U.S. recessions (Q2697092) (← links)
• Dissecting skewness under affine jump-diffusions (Q2697094) (← links)
• Unconventional monetary policy reaction functions: evidence from the US (Q2697097) (← links)
• The term structure of eurozone peripheral bond yields: an asymmetric regime-switching equilibrium correction approach (Q2697098) (← links)
• Bayesian analysis of periodic asymmetric power GARCH models (Q2697099) (← links)
• The nonlinear effects of uncertainty shocks (Q2697101) (← links)
• The role of the threshold effect for the dynamics of futures and spot prices of energy commodities (Q2697103) (← links)
• Capital mobility in commodity-exporting economies (Q2697106) (← links)