Pages that link to "Item:Q75802"

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

Displaying 50 items.

• Extensions of the Forward Search to Time Series (Q3368332) (← links)
• Analyzing Financial Time Series through Robust Estimators (Q3368333) (← links)
• Clusters of Extreme Observations and Extremal Index Estimate in GARCH Processes (Q3368334) (← links)
• Estimating Stochastic Volatility Models: A Comparison of Two Importance Samplers (Q3368336) (← links)
• MCMC Bayesian Estimation of a Skew-GED Stochastic Volatility Model (Q3368337) (← links)
• GARCH-type Models with Generalized Secant Hyperbolic Innovations (Q3368338) (← links)
• Mixture Processes for Financial Intradaily Durations (Q3368339) (← links)
• Constructing Non-linear Gaussian Time Series by Means of a Simplified State Space Representation (Q3368340) (← links)
• Statistical Tests for Lyapunov Exponents of Deterministic Systems (Q3368341) (← links)
• Assessing Chaos in Time Series: Statistical Aspects and Perspectives (Q3368342) (← links)
• On the Stationarity of First-order Nonlinear Time Series Models: Some Developments (Q3368343) (← links)
• Experimental Design for Time-Dependent Models with Correlated Observations (Q3368344) (← links)
• Inference and Forecasting for ARFIMA Models With an Application to US and UK Inflation (Q3368345) (← links)
• Stability and Consistency of Seasonally Adjusted Aggregates and Their Component Patterns (Q3368347) (← links)
• Seasonal Specific Structural Time Series (Q3368348) (← links)
• The Long Memory of the Efficient Market (Q3368350) (← links)
• Nonlinear Monetary Policy Rules: Some New Evidence for the U.S. (Q3368352) (← links)
• Neural Tests for Conditional Heteroskedasticity in ARCH-M Models (Q3368353) (← links)
• Household Income Dynamics in Two Transition Economies (Q3368354) (← links)
• Working Time and Employment Under Uncertainty (Q3368355) (← links)
• A Nonparametric Dimension Test of the Term Structure (Q3368356) (← links)
• A New Test of the Martingale Difference Hypothesis (Q3368357) (← links)
• Combining Forecasts with Nonparametric Kernel Regressions (Q3368358) (← links)
• Nonlinear Intraday Dynamics in Eurostoxx50 Index Markets (Q3368362) (← links)
• A Stochastic Version of Zeeman's Market Model (Q3368363) (← links)
• An Integer-Valued Time Series Model for Hotels that Accounts for Constrained Capacity (Q3368367) (← links)
• A Video Interview of Buz Brock (Q3368368) (← links)
• A Practitioner's Guide to Lag Order Selection For VAR Impulse Response Analysis (Q3368370) (← links)
• Small Sample Bias of Alternative Estimation Methods for Moment Condition Models: Monte Carlo Evidence for Covariance Structures (Q3368371) (← links)
• Maximum Likelihood Estimation of a Unit Root Bilinear Model with an Application to Prices (Q3368373) (← links)
• Wavelet Transforms and Commodity Prices (Q3368376) (← links)
• Nonlinear Error-Correction Models for the FF/DM Rate (Q3368377) (← links)
• Inflation Dynamics of Turkey: A Structural Estimation (Q3368378) (← links)
• Economic Growth and Revealed Social Preference (Q3368379) (← links)
• A Test of the Martingale Hypothesis (Q3368380) (← links)
• Solving Ramsey Problems with Nonlinear Projection Methods (Q3368382) (← links)
• A Note on the Hiemstra-Jones Test for Granger Non-causality (Q3368383) (← links)
• Bayesian Analysis of a Doubly Truncated ARMA-GARCH Model (Q3368385) (← links)
• What Causes The Forecasting Failure of Markov-Switching Models? A Monte Carlo Study (Q3368387) (← links)
• Joint Tests for Non-linearity and Long Memory: The Case of Purchasing Power Parity (Q3368389) (← links)
• Investigating Nonlinearity: A Note on the Estimation of Hamilton's Random Field Regression Model (Q3368392) (← links)
• Comment on "Investigating Nonlinearity" (Q3368393) (← links)
• Bayesian Modeling of School Effects Using Hierarchical Models with Smoothing Priors (Q3368394) (← links)
• An Empirical Analysis of Istanbul Stock Exchange Sub-Indexes (Q3368397) (← links)
• Can GARCH Models Capture Long-Range Dependence? (Q3368398) (← links)
• Are Real Exchange Rates Nonlinear or Nonstationary? Evidence from a New Threshold Unit Root Test (Q3368399) (← links)
• Detecting Nonlinearity in Time Series: Surrogate and Bootstrap Approaches (Q3368400) (← links)
• The International CAPM and a Wavelet-Based Decomposition of Value at Risk (Q3368401) (← links)
• Dual Long Memory in Inflation Dynamics across Countries of the Euro Area and the Link between Inflation Uncertainty and Macroeconomic Performance (Q3368402) (← links)
• Forecasting Stock Market Volatility with Regime-Switching GARCH Models (Q3368403) (← links)