Pages that link to "Item:Q4541180"

The following pages link to Testing and Modeling Multivariate Threshold Models (Q4541180):

Displaying 28 items.

• Multivariate Hysteretic Autoregressive Models (Q5072148) (← links)
• Bayesian estimation of a multivariate TAR model when the noise process follows a <i>Student-t</i> distribution (Q5079959) (← links)
• Simulation and application of subsampling for threshold autoregressive moving-average models (Q5082961) (← links)
• (Q5101733) (← links)
• (Q5101781) (← links)
• Self‐Weighted Lad‐Based Inference for Heavy‐Tailed Continuous Threshold Autoregressive Models (Q5111785) (← links)
• Multivariate time series prediction using a hybridization of VARMA models and Bayesian networks (Q5138225) (← links)
• Testing for Threshold Effects in Regression Models (Q5256415) (← links)
• Estimating a Banking-Macro Model Using a Multi-regime VAR (Q5258071) (← links)
• (Q5385016) (← links)
• Bahadur representation for the nonparametric<i>M</i>-estimator under α-mixing dependence (Q5400790) (← links)
• (Q5446379) (← links)
• How can we Define the Concept of Long Memory? An Econometric Survey (Q5466754) (← links)
• Unit root tests in three‐regime SETAR models (Q5488515) (← links)
• Additive Outliers in Open-Loop Threshold Autoregressive Models: A Simulation Study (Q5877575) (← links)
• High-Dimensional Vector Autoregressive Time Series Modeling via Tensor Decomposition (Q5881139) (← links)
• Do Latin American Central Bankers Behave Non-Linearly? The Experiences of Brazil, Chile, Colombia and Mexico (Q5881681) (← links)
• Testing for Threshold Effects in the TARMA Framework (Q6092951) (← links)
• Estimation, Inference, and Empirical Analysis for Time-Varying VAR Models (Q6150366) (← links)
• The validity of bootstrap testing for threshold autoregression (Q6190947) (← links)
• Threshold effect in varying coefficient models with unknown heteroskedasticity (Q6567441) (← links)
• Thresholds, news impact surfaces and dynamic asymmetric multivariate GARCH (Q6573446) (← links)
• Information quantity evaluation of multivariate SETAR processes of order one and applications (Q6579388) (← links)
• Active-set based block coordinate descent algorithm in group LASSO for self-exciting threshold autoregressive model (Q6581310) (← links)
• Buffered Autoregressive Models With Conditional Heteroscedasticity: An Application to Exchange Rates (Q6616629) (← links)
• Testing for the Martingale Difference Hypothesis in Multivariate Time Series Models (Q6620920) (← links)
• Bayesian estimation and model selection of a multivariate smooth transition autoregressive model (Q6626167) (← links)
• Threshold spatial autoregressive model (Q6664620) (← links)