Pages that link to "Item:Q4212773"

The following pages link to Limiting properties of the least squares estimator of a continuous threshold autoregressive model (Q4212773):

Displaying 50 items.

• Threshold effects in non-dynamic panels: Estimation, testing, and inference (Q150493) (← links)
• Subsampling inference in threshold autoregressive models (Q262833) (← links)
• A smoothed least squares estimator for threshold regression models (Q289180) (← links)
• Dynamic panels with threshold effect and endogeneity (Q337767) (← links)
• Weak convergence of the sequential empirical processes of residuals in TAR models (Q476641) (← links)
• Least squares estimation of large dimensional threshold factor models (Q506056) (← links)
• Self-weighted LAD-based inference for heavy-tailed threshold autoregressive models (Q515145) (← links)
• Estimation in threshold autoregressive models with a stationary and a unit root regime (Q528112) (← links)
• On non-stationary threshold autoregressive models (Q638764) (← links)
• On the least squares estimation of multiple-regime threshold autoregressive models (Q738149) (← links)
• Testing for a linear MA model against threshold MA models (Q817980) (← links)
• Regularized Bayesian estimation of generalized threshold regression models (Q899014) (← links)
• Numerical issues in threshold autoregressive modeling of time series (Q951427) (← links)
• Testing for sign and amplitude asymmetries using threshold autoregressions (Q956521) (← links)
• Analyzing short time series data from periodically fluctuating rodent populations by threshold models: A nearest block bootstrap approach (Q1042948) (← links)
• On geometric ergodicity of the MTAR process (Q1573120) (← links)
• Double generalized threshold models with constraint on the dispersion by the mean (Q1623740) (← links)
• A continuous threshold expectile model (Q1658402) (← links)
• Threshold regression with endogeneity (Q1706444) (← links)
• Panel kink regression with an unknown threshold (Q1782319) (← links)
• Threshold autoregressive models for interval-valued time series data (Q1792454) (← links)
• Analyzing bagging (Q1848962) (← links)
• The limiting behavior of least absolute deviation estimators for threshold autoregressive models (Q1877005) (← links)
• Robust inference for threshold regression models (Q2000828) (← links)
• Generalized threshold latent variable model (Q2002582) (← links)
• Approximate maximum likelihood estimation of a threshold diffusion process (Q2008117) (← links)
• A bent line Tobit regression model with application to household financial assets (Q2156806) (← links)
• Quasi-likelihood estimation of structure-changed threshold double autoregressive models (Q2301052) (← links)
• Composite change point estimation for bent line quantile regression (Q2397049) (← links)
• A simple test for linearity against exponential smooth transition models with endogenous variables (Q2440457) (← links)
• Improving likelihood-ratio-based confidence intervals for threshold parameters in finite samples (Q2691737) (← links)
• Structural threshold regression (Q2826005) (← links)
• Asymptotic theory on the least squares estimation of threshold moving-average models (Q2845020) (← links)
• Likelihood ratio tests for the structural change of an AR(p) model to a Threshold AR(p) model (Q2930881) (← links)
• MAXIMAL UNIFORM CONVERGENCE RATES IN PARAMETRIC ESTIMATION PROBLEMS (Q3557549) (← links)
• ON THE CONSISTENCY OF LEAST SQUARES ESTIMATORS FOR A THRESHOLD AR(1) MODEL (Q3736760) (← links)
• Size distortion of asymmetric unit root tests in the presence of level shifts (Q4673857) (← links)
• Time-varying multi-regime models fitting by genetic algorithms (Q4979105) (← links)
• Threshold quantile autoregressive models (Q4979106) (← links)
• A note on regression kink model (Q5046811) (← links)
• Theory and Applications of TAR Model with Two Threshold Variables (Q5080144) (← links)
• Simulation and application of subsampling for threshold autoregressive moving-average models (Q5082961) (← links)
• A new estimation method for continuous threshold expectile model (Q5085039) (← links)
• Self‐Weighted Lad‐Based Inference for Heavy‐Tailed Continuous Threshold Autoregressive Models (Q5111785) (← links)
• (Q5120604) (← links)
• On a continuous time stock price model with regime switching, delay, and threshold (Q5245906) (← links)
• Model‐robust inference for continuous threshold regression models (Q5283301) (← links)
• Bayesian model selection and parameter estimation for possibly asymmetric and non-stationary time series using a reversible jump Markov chain Monte Carlo approach (Q5309311) (← links)
• INFLATION AND FINANCIAL DEPTH (Q5483952) (← links)
• A note on stationarity of the MTAR process on the boundary of the stationarity region (Q5958402) (← links)