Pages that link to "Item:Q3574770"
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The following pages link to Specifying Smooth Transition Regression Models in the Presence of Conditional Heteroskedasticity of Unknown Form (Q3574770):
Displaying 6 items.
- Wild bootstrap tests for unit root in ESTAR models (Q893021) (← links)
- The influence of heteroskedastic variances on cointegration tests: a comparison using Monte Carlo simulations (Q2255776) (← links)
- The spurious effect of ARCH errors on linearity tests: a theoretical note and an alternative maximum likelihood approach (Q2691749) (← links)
- The identification power of smoothness assumptions in models with counterfactual outcomes (Q4586353) (← links)
- Using Smooth Transition Regressions to Model Risk Regimes (Q5139574) (← links)
- VOLATILITY SPILLOVER EFFECT ON NONLINEAR CAUSALITY TESTS (Q5204676) (← links)