Pages that link to "Item:Q75802"

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

Displaying 50 items.

• Construction of leading economic index for recession prediction using vine copulas (Q2700564) (← links)
• Financial integration in emerging economies: an application of threshold cointegration (Q2700566) (← links)
• When is discretionary fiscal policy effective? (Q2700567) (← links)
• Recovering cointegration via wavelets in the presence of non-linear patterns (Q2700571) (← links)
• Buffered vector error-correction models: an application to the U.S. Treasury bond rates (Q2700572) (← links)
• Long-memory modeling and forecasting: evidence from the U.S. historical series of inflation (Q2700573) (← links)
• Modeling time-varying parameters using artificial neural networks: a GARCH illustration (Q2700575) (← links)
• Variable elasticity of substitution and economic growth in the neoclassical model (Q2700576) (← links)
• Fiscal austerity in emerging market economies (Q2700579) (← links)
• Selecting between causal and noncausal models with quantile autoregressions (Q2700580) (← links)
• Skew-Normal Mixture and Markov-Switching GARCH Processes (Q3064340) (← links)
• Covariate Measurement Error: Bias Reduction under Response-Based Sampling (Q3064341) (← links)
• Detection of Stationarity in Nonlinear Processes: A Comparison between Structural Breaks and Three-Regime TAR Models (Q3064342) (← links)
• Bayesian Estimation and Model Selection in the Generalized Stochastic Unit Root Model (Q3064343) (← links)
• A Nonlinear Algorithm for Seasonal Adjustment in Multiplicative Component Decompositions (Q3064344) (← links)
• Contemporaneous-Threshold Smooth Transition GARCH Models (Q3081589) (← links)
• Real-Time Optimal Monetary Policy with Undistinguishable Model Parameters and Shock Processes Uncertainty (Q3081590) (← links)
• Alternative Estimators of Long-Range Dependence (Q3081592) (← links)
• Nonparametric Testing for Linearity in Cointegrated Error-Correction Models (Q3081593) (← links)
• On Cycles and Chaos in Economics (Q3368183) (← links)
• Optimal Cycles and Chaos: A Survey (Q3368185) (← links)
• Forecasting Using First-Available Versus Fully Revised Economic Time-Series Data (Q3368186) (← links)
• A Check on the Robustness of Hamilton's Markov Switching Model Approach to the Economic Analysis of the Business Cycle (Q3368188) (← links)
• If Nonlinear Models Cannot Forecast, What Use Are They? (Q3368190) (← links)
• A Random Walk or Color Chaos on the Stock Market? Time-Frequency Analysis of S&P Indexes (Q3368191) (← links)
• Saddle Path Stability, Fluctuations, and Indeterminacy in Economic Growth (Q3368192) (← links)
• A Kernel Test for Neglected Nonlinearity (Q3368194) (← links)
• Detecting Asymmetries in Observed Linear Time Series and Unobserved Disturbances (Q3368195) (← links)
• The Identification of Spurious Lyapunov Exponents in Jacobian Algorithms (Q3368196) (← links)
• Tests for Nonlinearity in EMS Exchange Rates (Q3368198) (← links)
• SIMANN: A Global Optimization Algorithm using Simulated Annealing (Q3368199) (← links)
• Endogenous Cycles in Competitive Models: An Overview (Q3368200) (← links)
• A Nonlinear Analysis of Forward Premium and Volatility (Q3368201) (← links)
• FORTRAN Programs for Running the TR Test: A Guide and Examples (Q3368202) (← links)
• Inference in TAR Models (Q3368203) (← links)
• Technical Trading Rules and the Size of the Risk Premium in Security Returns (Q3368205) (← links)
• Finite Sample Properties of the Efficient Method of Moments (Q3368206) (← links)
• A Fast Algorithm for the BDS Statistic (Q3368207) (← links)
• Nonlinearity and Endogeneity in Macro-Asset Pricing (Q3368208) (← links)
• EmmPack 1.01: C/C++ Code for Use with Ox for Estimation of Univariate Stochastic Volatility Models with the Efficient Method of Moments (Q3368210) (← links)
• Testing the Expectations Theory of the Term Structure of Interest Rates Using Model-Selection Methods (Q3368212) (← links)
• Forecasting Exchange Rates Using Neural Networks for Technical Trading Rules (Q3368214) (← links)
• Early News is Good News: The Effects of Market Opening on Market Volatility (Q3368215) (← links)
• GARCH for Irregularly Spaced Financial Data: The ACD-GARCH Model (Q3368216) (← links)
• The Current Depth-of-Recession and Unemployment-Rate Forecasts (Q3368218) (← links)
• Predictive Evaluation of Econometric Forecasting Models in Commodity Futures Markets (Q3368219) (← links)
• Avoiding the Pitfalls: Can Regime-Switching Tests Reliably Detect Bubbles? (Q3368220) (← links)
• The Decomposition of Economic Relationships by Time Scale Using Wavelets: Expenditure and Income (Q3368222) (← links)
• A Markov-Chain Sampling Algorithm for GARCH Models (Q3368228) (← links)
• Information-Theoretic Analysis of Serial Dependence and Cointegration (Q3368230) (← links)