Pages that link to "Item:Q4531043"

The following pages link to Threshold Autoregression with a Unit Root (Q4531043):

Displaying 50 items.

• Testing the Null Hypothesis of Nonstationary Long Memory Against the Alternative Hypothesis of a Nonlinear Ergodic Model (Q3019209) (← links)
• Asymptotic confidence intervals for impulse responses of near‐integrated processes (Q3023035) (← links)
• Forecasting time-varying covariance with a robust Bayesian threshold model (Q3088162) (← links)
• ADL tests for threshold cointegration (Q3103180) (← links)
• Linearity tests and stationarity (Q3156186) (← links)
• Testing for a unit root in a stationary ESTAR process (Q3168911) (← links)
• Tests for a Unit Root Using Three-Regime TAR Models: Power Comparison and Some Applications (Q3183725) (← links)
• LIMITED TIME SERIES WITH A UNIT ROOT (Q3375345) (← links)
• On the Performance of Popular Unit-Root Tests Against Various Nonlinear Dynamic Models: A Simulation Study (Q3378027) (← links)
• A sequential procedure for determining the number of regimes in a threshold autoregressive model (Q3422395) (← links)
• ROBUST ESTIMATION AND INFERENCE FOR THRESHOLD MODELS WITH INTEGRATED REGRESSORS (Q3450347) (← links)
• CREDIT RATIONING, RISK AVERSION, AND INDUSTRIAL EVOLUTION IN DEVELOPING COUNTRIES (Q3459203) (← links)
• Testing for a Unit Root in Noncausal Autoregressive Models (Q3466888) (← links)
• Multivariate Time-Series Analysis With Categorical and Continuous Variables in an Lstr Model (Q3505335) (← links)
• An elementary approach to dynamics and bifurcations of skew tent maps (Q3518587) (← links)
• UNIT ROOT TEST IN A THRESHOLD AUTOREGRESSION: ASYMPTOTIC THEORY AND RESIDUAL-BASED BLOCK BOOTSTRAP (Q3551013) (← links)
• Bayesian analysis of panel data using an MTAR model (Q3592037) (← links)
• How useful are tests for unit‐root in distinguishing unit‐root processes from stationary but non‐linear processes? (Q3594914) (← links)
• Bounds for inference with nuisance parameters present only under the alternative (Q4416025) (← links)
• Pairs trading with partial cointegration (Q4554413) (← links)
• A Simple Specification Procedure for the Transition Function in Persistent Nonlinear Time Series Models (Q4561862) (← links)
• Partial unit root and surplus-lag Granger causality testing: A Monte Carlo simulation study (Q4606471) (← links)
• Pairs trading with partial cointegration (Q4957234) (← links)
• Threshold quantile autoregressive models (Q4979106) (← links)
• TESTING AND INFERENCE IN NONLINEAR COINTEGRATING VECTOR ERROR CORRECTION MODELS (Q4979497) (← links)
• (Q4986375) (← links)
• Threshold model with a time‐varying threshold based on Fourier approximation (Q5001025) (← links)
• Theory and Applications of TAR Model with Two Threshold Variables (Q5080144) (← links)
• Normality of Posterior Distribution Under Misspecification and Nonsmoothness, and Bayes Factor for Davies' Problem (Q5080448) (← links)
• ENDOGENEITY IN SEMIPARAMETRIC THRESHOLD REGRESSION (Q5081791) (← links)
• Simulation and application of subsampling for threshold autoregressive moving-average models (Q5082961) (← links)
• Unit Root Testing on Buffered Autoregressive Model (Q5109929) (← links)
• TESTING FOR COINTEGRATION IN NONLINEAR SMOOTH TRANSITION ERROR CORRECTION MODELS (Q5438204) (← links)
• Unit root tests in three‐regime SETAR models (Q5488515) (← links)
• Functional‐coefficient models under unit root behaviour (Q5703226) (← links)
• Some Nonlinear Threshold Autoregressive Time Series Models for Actuarial Use (Q5715996) (← links)
• Robust inference for predictability in smooth transition predictive regressions (Q5860894) (← links)
• Testing for strict stationarity in a random coefficient autoregressive model (Q5861030) (← links)
• Functional-coefficient cointegration models in the presence of deterministic trends (Q5862483) (← links)
• An invariant sign test for random walks based on recursive median adjustment (Q5942682) (← links)
• A note on stationarity of the MTAR process on the boundary of the stationarity region (Q5958402) (← links)
• Recursive mean adjustment and tests for nonstationarities (Q5958451) (← links)
• Revisiting the Canadian Lynx Time Series Analysis Through TARMA Models (Q6100941) (← links)
• Segment regression model average with multiple threshold variables and multiple structural breaks (Q6490393) (← links)
• Testing for homogeneous thresholds in threshold regression models (Q6536816) (← links)
• Asymptotic normality of error density estimator in stationary and explosive autoregressive models (Q6542586) (← links)
• Testing for Structural Change of Predictive Regression Model to Threshold Predictive Regression Model (Q6586903) (← links)
• Testing for threshold regulation in presence of measurement error (Q6593369) (← links)
• Inferring the Predictability Induced by a Persistent Regressor in a Predictive Threshold Model (Q6616607) (← links)
• Sharp Threshold Detection Based on Sup-Norm Error Rates in High-Dimensional Models (Q6616611) (← links)