Pages that link to "Item:Q3805700"

The following pages link to Testing linearity against smooth transition autoregressive models (Q3805700):

Displaying 50 items.

• Fractionally integrated time varying GARCH model (Q257572) (← links)
• Linearity tests under the null hypothesis of a random walk with drift (Q284192) (← links)
• Contemporaneous threshold autoregressive models: estimation, testing and forecasting (Q289169) (← links)
• A time series model for an exchange rate in a target zone with applications (Q292041) (← links)
• An alternative approach to estimating demand: neural network regression with conditional volatility for high frequency air passenger arrivals (Q299488) (← links)
• Nonlinear expectations in speculative markets -- evidence from the ECB Survey of Professional Forecasters (Q310925) (← links)
• Heterogeneity in stock prices: a STAR model with multivariate transition function (Q318862) (← links)
• Test for linearity against STAR models with deterministic trends (Q433703) (← links)
• Testing constancy of the error covariance matrix in vector models (Q451274) (← links)
• A new unit root test against ESTAR based on a class of modified statistics (Q451481) (← links)
• Estimation and testing linearity for non-linear mixed Poisson autoregressions (Q491400) (← links)
• Robust inference in nonlinear models with mixed identification strength (Q496160) (← links)
• Maximum likelihood estimation and uniform inference with sporadic identification failure (Q528166) (← links)
• Testing the unit root hypothesis against TAR nonlinearity using STAR-based tests (Q553865) (← links)
• Model-free forecasting for nonlinear time series (with application to exchange rates) (Q673738) (← links)
• Moment-based estimation of smooth transition regression models with endogenous variables (Q738051) (← links)
• Phillips-Perron-type unit root tests in the nonlinear ESTAR framework (Q878303) (← links)
• M-estimator based unit root tests in the ESTAR framework (Q894867) (← links)
• Seasonal nonlinear long memory model for the US inflation rates (Q928152) (← links)
• Forecasting the US unemployment rate (Q951881) (← links)
• The Fed's monetary policy rule and U.S. Inflation: The case of asymmetric preferences (Q959732) (← links)
• Testing for nonlinearity in mean and volatility for heteroskedastic models (Q960346) (← links)
• Linearity testing for fuzzy rule-based models (Q983052) (← links)
• A bootstrap test for time series linearity (Q993830) (← links)
• Detecting business cycle asymmetries using artificial neural networks and time series models (Q1020512) (← links)
• Tree-structured smooth transition regression models (Q1023576) (← links)
• Estimation and inference for exponential smooth transition nonlinear volatility models (Q1044066) (← links)
• Testing the adequacy of smooth transition autoregressive models (Q1126494) (← links)
• Testing time series linearity via goodness-of-fit methods (Q1298973) (← links)
• Identification environment and robust forecasting for nonlinear time series (Q1318308) (← links)
• Testing the constancy of regression parameters against continuous structural change (Q1329130) (← links)
• Bayesian estimation and forecasting in nonlinear models. Application to an LSTAR model (Q1342683) (← links)
• On the robustness of nonlinearity tests to moment condition failure (Q1362039) (← links)
• An introduction to stochastic unit-root processes (Q1367137) (← links)
• Testing multiple equation systems for common nonlinear components (Q1379913) (← links)
• A mixed-type test for linearity in time series (Q1580009) (← links)
• The univariate MT-STAR model and a new linearity and unit root test procedure (Q1623501) (← links)
• An analysis of the effect of investor sentiment in a heterogeneous switching transition model for G7 stock markets (Q1657390) (← links)
• Asymptotic theory for regressions with smoothly changing parameters (Q1695562) (← links)
• Testing for nonlinearity in conditional covariances (Q1695687) (← links)
• A generalized ARFIMA model with smooth transition fractional integration parameter (Q1695690) (← links)
• Goodness-of-fit tests for Log-GARCH and EGARCH models (Q1708360) (← links)
• Computing stock price comovements with a three-regime panel smooth transition error correction model (Q1730719) (← links)
• Copula parameter change test for nonlinear AR models with nonlinear GARCH errors (Q1731361) (← links)
• A nonlinear long memory model, with an application to US unemployment. (Q1858967) (← links)
• A consistent test for nonlinear out of sample predictive accuracy. (Q1858975) (← links)
• Evaluating GARCH models. (Q1858977) (← links)
• Testing for a unit root in the nonlinear STAR framework (Q1868973) (← links)
• Testing for neglected nonlinearity in regression models based on the theory of random fields (Q1871563) (← links)
• Detecting nonlinearities in neuro-electrical signals: A study of synchronous local field potentials (Q1915070) (← links)