The following pages link to Inference in TAR Models (Q3368203):
Displaying 49 items.
- Asymptotic and bootstrap tests for linearity in a TAR-GARCH(1,1) model with a unit root (Q295710) (← links)
- Heterogeneity in stock prices: a STAR model with multivariate transition function (Q318862) (← links)
- On parameter estimation of threshold autoregressive models (Q411543) (← links)
- On the least squares estimation of multiple-regime threshold autoregressive models (Q738149) (← links)
- Testing linearity against threshold effects: uniform inference in quantile regression (Q744003) (← links)
- Factor-driven two-regime regression (Q820823) (← links)
- Quasi-likelihood estimation of a threshold diffusion process (Q888343) (← links)
- Forecasting the US unemployment rate (Q951881) (← links)
- A robust algorithm for parameter estimation in smooth transition autoregressive models (Q1046357) (← links)
- Using threshold autoregressive models to study dyadic interactions (Q1048654) (← links)
- Temporal clustering of time series via threshold autoregressive models: application to commodity prices (Q1703537) (← links)
- Testing for the cointegration rank in threshold cointegrated systems with multiple cointegrating relationships (Q1731378) (← links)
- Misspecified structural change, threshold, and Markov-switching models. (Q1858953) (← links)
- A nonlinear long memory model, with an application to US unemployment. (Q1858967) (← links)
- Estimation and model selection based inference in single and multiple threshold models. (Q1858974) (← links)
- Inference after estimation of breaks (Q2043254) (← links)
- Weighted-averaging estimator for possible threshold in segmented linear regression model (Q2317277) (← links)
- Modeling and forecasting interval time series with threshold models (Q2418385) (← links)
- State-dependent effects of fiscal policy (Q2687870) (← 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)
- Outliers and persistence in threshold autoregressive processes (Q2691640) (← links)
- Information criteria for nonlinear time series models (Q2691663) (← links)
- Effects of filtering data on testing asymmetry in threshold autoregressive models (Q2691680) (← links)
- Improving likelihood-ratio-based confidence intervals for threshold parameters in finite samples (Q2691737) (← links)
- Can a Taylor rule better explain the Fed's monetary policy through the 1920s and 1930s? A nonlinear cliometric analysis (Q2691789) (← links)
- Threshold models with time-varying threshold values and their application in estimating regime-sensitive Taylor rules (Q2697054) (← links)
- Endogeneity in Threshold Nonlinearity Tests (Q2815345) (← links)
- Identification of TAR models using recursive estimation (Q3018537) (← links)
- Estimation and Asymptotic Inference in the AR-ARCH Model (Q3086362) (← links)
- A sequential procedure for determining the number of regimes in a threshold autoregressive model (Q3422395) (← links)
- Multivariate Time-Series Analysis With Categorical and Continuous Variables in an Lstr Model (Q3505335) (← links)
- A Simple Specification Procedure for the Transition Function in Persistent Nonlinear Time Series Models (Q4561862) (← links)
- Aggregate consumption spending, the stock market and asymmetric error correction (Q4610224) (← links)
- SMOOTH TRANSITION AUTOREGRESSIVE MODELS — A SURVEY OF RECENT DEVELOPMENTS (Q4817926) (← links)
- Threshold quantile autoregressive models (Q4979106) (← links)
- Theory and Applications of TAR Model with Two Threshold Variables (Q5080144) (← links)
- Normality of Posterior Distribution Under Misspecification and Nonsmoothness, and Bayes Factor for Davies' Problem (Q5080448) (← links)
- (Q5101781) (← links)
- Statistical Inference for Structurally Changed Threshold Autoregressive Models (Q5243737) (← links)
- (Q5385016) (← links)
- Maximum likelihood estimation of dynamic panel threshold models (Q5860970) (← links)
- The asymptotic behaviour of the residual sum of squares in models with multiple break points (Q5864643) (← links)
- Asymmetries in the monetary policy reaction function: evidence from India (Q6039100) (← links)
- Panel data models with two threshold variables (Q6138251) (← links)
- Estimation of generalized threshold autoregressive models (Q6164720) (← links)
- Empirical likelihood for special self-exciting threshold autoregressive models with heavy-tailed errors (Q6170139) (← links)
- Efficient estimation in semiparametric self-exciting threshold <i>INAR</i> processes (Q6172616) (← links)
- Optimal model averaging based on leave-\(h\)-out forward-validation for threshold autoregressive models (Q6548802) (← links)
- Stacking-based neural network for nonlinear time series analysis (Q6596733) (← links)
