Pages that link to "Item:Q75802"

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

Displaying 50 items.

• A tractable model for indices approximating the growth optimal portfolio (Q5404067) (← links)
• Herd behavior, bubbles and social interactions in financial markets (Q5404068) (← links)
• Modelling nonlinearities in equity returns: the mean impact curve analysis (Q5404070) (← links)
• On Robust Trend Function Hypothesis Testing (Q5452726) (← links)
• Heterogeneous Consumption Goods, Sectoral Change, and Economic Growth (Q5452727) (← links)
• Support for Governments and Leaders: Fractional Cointegration Analysis of Poll Evidence from the UK, 1960-2004 (Q5452728) (← links)
• Non-linear Real Exchange Rate Effects in the UK Labour Market (Q5452730) (← links)
• Model Selection Uncertainty and Detection of Threshold Effects (Q5452731) (← links)
• Indexing Speculative Pressure on an Exchange Rate Regime: A Case Study of Macedonia (Q5452733) (← links)
• Instrumental-Variables Estimation in Markov Switching Models with Endogenous Explanatory Variables: An Application to the Term Structure of Interest Rates (Q5452734) (← links)
• Unemployment and Inflation Regimes (Q5452735) (← links)
• Output and Inflation Responses to Credit Shocks: Are There Threshold Effects in the Euro Area? (Q5452736) (← links)
• Estimation of Value-at-Risk and Expected Shortfall based on Nonlinear Models of Return Dynamics and Extreme Value Theory (Q5452737) (← links)
• On the Power of Absolute Convergence Tests (Q5452738) (← links)
• Directional Congestion and Regime Switching in a Long Memory Model for Electricity Prices (Q5452739) (← links)
• Point and Interval Forecasting of Spot Electricity Prices: Linear vs. Non-Linear Time Series Models (Q5452741) (← links)
• The Nature of Power Spikes: A Regime-Switch Approach (Q5452743) (← links)
• Risk Management and the Role of Spot Price Predictions in the Australian Retail Electricity Market (Q5452745) (← links)
• Randomly Modulated Periodic Signals in Alberta's Electricity Market (Q5452746) (← links)
• Analysis and Modelling of Electricity Futures Prices (Q5452747) (← links)
• Risk Premia in Electricity Forward Prices (Q5452749) (← links)
• Analytical Approximation for the Price Dynamics of Spark Spread Options (Q5452750) (← links)
• Estimating Trends in Weather Series: Consequences for Pricing Derivatives (Q5452752) (← links)
• Measuring and Testing Natural Gas and Electricity Markets Volatility: Evidence from Alberta's Deregulated Markets (Q5452753) (← links)
• Interest Rate Setting and Inflation Targeting: Evidence of a Nonlinear Taylor Rule for the United Kingdom (Q5452755) (← links)
• Measuring the Interaction of Wage and Price Phillips Curves for the U.S. Economy (Q5452756) (← links)
• A Switching ARCH Model for the German DAX Index (Q5452757) (← links)
• Nonlinear Expectation Formation, Endogenous Business Cycles and Stylized Facts (Q5452758) (← links)
• Issues of Aggregation Over Time of Conditional Heteroscedastic Volatility Models: What Kind of Diffusion Do We Recover? (Q5452760) (← links)
• The Behavior of Short-Term Interest Rates: International Evidence of Non-Linear Adjustment (Q5452761) (← links)
• Bayesian Analysis of Structural Effects in an Ordered Equation System (Q5452762) (← links)
• Spurious Inference in the GARCH (1,1) Model When It Is Weakly Identified (Q5452763) (← links)
• Gains from Synchronization (Q5452764) (← links)
• Time Series Models for Forecasting: Testing or Combining? (Q5452765) (← links)
• Short-Run Patience and Wealth Inequality (Q5452766) (← links)
• A Smooth Transition Autoregressive Conditional Duration Model (Q5452767) (← links)
• Fractionally Integrated Long Horizon Regressions (Q5452768) (← links)
• A New Application of Exact Nonparametric Methods to Long-Horizon Predictability Tests (Q5452769) (← links)
• A Dynamic Semiparametric Proportional Hazard Model (Q5452771) (← links)
• Equilibrium Efficiency in the Ramsey Model with Habit Formation (Q5452772) (← links)
• Volatility Components and Long Memory-Effects Revisited (Q5452773) (← links)
• The Dynamic Behaviour of an Endogenous Growth Model with Public Capital and Pollution (Q5452774) (← links)
• A Class Test for Fractional Integration (Q5452775) (← links)
• Change-Points in U.S. Business Cycle Durations (Q5452776) (← links)
• Spurious Inference in the GARCH (1,1) Model When It Is Weakly Identified (Q5452777) (← links)
• Detecting Multiple Changes in Persistence (Q5452778) (← links)
• Complex Dynamics in the Neoclassical Growth Model with Differential Savings and Non-Constant Labor Force Growth (Q5452779) (← links)
• A Threshold Model of Real U.S. GDP and the Problem of Constructing Confidence Intervals in TAR Models (Q5452780) (← links)
• Which Are the World's Wobblier Currencies? Reference Exchange Rates and Their Variation (Q5452781) (← links)
• Wavelet Variance Analysis of Output in G-7 Countries (Q5452782) (← links)