Pages that link to "Item:Q1858974"

The following pages link to Estimation and model selection based inference in single and multiple threshold models. (Q1858974):

Displaying 43 items.

• Riesz estimators (Q278266) (← links)
• Contemporaneous threshold autoregressive models: estimation, testing and forecasting (Q289169) (← links)
• Large shocks vs. small shocks. (Or does size matter? May be so.) (Q291855) (← links)
• Consistency of the least squares estimator in threshold regression with endogeneity (Q500582) (← links)
• On the least squares estimation of multiple-regime threshold autoregressive models (Q738149) (← links)
• LASSO estimation of threshold autoregressive models (Q888321) (← links)
• Distribution switching in financial time series (Q1005213) (← links)
• Using threshold autoregressive models to study dyadic interactions (Q1048654) (← links)
• Nonlinear stochastic inflation modelling using SEASETARs. (Q1413380) (← links)
• Temporal clustering of time series via threshold autoregressive models: application to commodity prices (Q1703537) (← links)
• Threshold regression with endogeneity (Q1706444) (← links)
• Testing for the cointegration rank in threshold cointegrated systems with multiple cointegrating relationships (Q1731378) (← links)
• Nonparametric regression with multiple thresholds: estimation and inference (Q1792458) (← links)
• Trade as a threshold variable for multiple regimes: reply (Q1929131) (← links)
• Generalized threshold latent variable model (Q2002582) (← links)
• Nonlinear relationship between household composition and electricity consumption: optimal threshold models (Q2101681) (← links)
• Bayesian estimation and model selection of threshold spatial Durbin model (Q2300366) (← links)
• Modeling and forecasting interval time series with threshold models (Q2418385) (← links)
• Monitoring unit root and multiple structural changes: An information criterion approach (Q2490480) (← links)
• A descriptive method to evaluate the number of regimes in a switching autoregressive model (Q2506543) (← links)
• Testing for short-run threshold effects in a vector error-correction framework: a reappraisal of the stability of the US money demand (Q2687874) (← links)
• Information criteria for nonlinear time series models (Q2691663) (← links)
• Estimation and inference of threshold regression models with measurement errors (Q2691748) (← links)
• Threshold models with time-varying threshold values and their application in estimating regime-sensitive Taylor rules (Q2697054) (← links)
• Structural threshold regression (Q2826005) (← links)
• Nested sub-sample search algorithm for estimation of threshold models (Q2828613) (← links)
• A sequential procedure for determining the number of regimes in a threshold autoregressive model (Q3422395) (← links)
• ROBUST ESTIMATION AND INFERENCE FOR THRESHOLD MODELS WITH INTEGRATED REGRESSORS (Q3450347) (← links)
• News, volatility and jumps: the case of natural gas futures (Q4683076) (← links)
• Estimation of threshold values and regression parameters in threshold regression model (Q5063671) (← links)
• Theory and Applications of TAR Model with Two Threshold Variables (Q5080144) (← links)
• (Q5101781) (← links)
• Model Selection Uncertainty and Detection of Threshold Effects (Q5452731) (← links)
• Shrinkage estimation of multiple threshold factor models (Q6108331) (← links)
• Multi-Threshold Structural Equation Model (Q6190334) (← links)
• Segment regression model average with multiple threshold variables and multiple structural breaks (Q6490393) (← links)
• Testing for homogeneous thresholds in threshold regression models (Q6536816) (← links)
• Threshold effect in varying coefficient models with unknown heteroskedasticity (Q6567441) (← links)
• Active-set based block coordinate descent algorithm in group LASSO for self-exciting threshold autoregressive model (Q6581310) (← links)
• Inferring the Predictability Induced by a Persistent Regressor in a Predictive Threshold Model (Q6616607) (← links)
• Threshold Estimation via Group Orthogonal Greedy Algorithm (Q6616616) (← links)
• Dealing With Endogeneity in Threshold Models Using Copulas (Q6617743) (← links)
• Multithreshold change plane model: estimation theory and applications in subgroup identification (Q6628124) (← links)