Pages that link to "Item:Q3440743"
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The following pages link to Bayesian Model Uncertainty In Smooth Transition Autoregressions (Q3440743):
Displaying 12 items.
- Estimation and inference for exponential smooth transition nonlinear volatility models (Q1044066) (← links)
- Fast computation of the deviance information criterion for latent variable models (Q1659173) (← links)
- Bayesian multi-regime smooth transition regression with ordered categorical variables (Q1927195) (← links)
- Bayesian inference of smooth transition autoregressive (STAR)\((k)\)-GARCH\((l, m)\) models (Q2029214) (← links)
- Constrained interest rates and changing dynamics at the zero lower bound (Q2697075) (← links)
- Bayesian inference for unit root in smooth transition autoregressive models and its application to OECD countries (Q2700527) (← links)
- Bayesian inference for smooth transition autoregressive (STAR) model: A prior sensitivity analysis (Q4593873) (← links)
- Time-varying multi-regime models fitting by genetic algorithms (Q4979105) (← links)
- Bayesian estimation of subset threshold autoregressions: short-term forecasting of traffic occupancy (Q5861442) (← links)
- Active-set based block coordinate descent algorithm in group LASSO for self-exciting threshold autoregressive model (Q6581310) (← links)
- Bayesian estimation and model selection of a multivariate smooth transition autoregressive model (Q6626167) (← links)
- Asymmetric smooth transition autoregressive model in forecasting finance rate on consumer installment loans at commercial banks (Q6669567) (← links)
