The following pages link to (Q4397010):
Displaying 50 items.
- Stability results for nonlinear error correction models (Q262797) (← links)
- Renewal regime switching and stable limit laws (Q265118) (← links)
- Introduction to m-m processes (Q269401) (← links)
- Bootstrapping the Box-Pierce \(Q\) test: a robust test of uncorrelatedness (Q275269) (← links)
- Seasonality and non-linear price effects in scanner-data-based market-response models (Q277170) (← links)
- Contemporaneous threshold autoregressive models: estimation, testing and forecasting (Q289169) (← links)
- Nonlinearity, nonstationarity, and spurious forecasts (Q290934) (← links)
- Persistence in forecasting performance and conditional combination strategies (Q291843) (← links)
- Estimation and model selection of semiparametric copula-based multivariate dynamic models under copula misspecification (Q291847) (← links)
- A time series model for an exchange rate in a target zone with applications (Q292041) (← links)
- Nonlinear models for strongly dependent processes with financial applications (Q299256) (← links)
- An alternative approach to estimating demand: neural network regression with conditional volatility for high frequency air passenger arrivals (Q299488) (← links)
- Forecasts of US short-term interest rates: a flexible forecast combination approach (Q302204) (← links)
- A loss function approach to model specification testing and its relative efficiency (Q366964) (← links)
- Stationarity and ergodicity of univariate generalized autoregressive score processes (Q405328) (← links)
- Nonlinear effects in economic dynamic models (Q425824) (← links)
- Robust inference in nonlinear models with mixed identification strength (Q496160) (← links)
- Estimation and inference in unstable nonlinear least squares models (Q528129) (← links)
- A semiparametric cointegrating regression: investigating the effects of age distributions on consumption and saving (Q530986) (← links)
- Purchasing power parity analyzed through a continuous-time version of the ESTAR model (Q531392) (← links)
- Modeling Hong Kong's stock index with the Student \(t\)-mixture autoregressive model (Q543450) (← links)
- Likelihood-based inference for cointegration with nonlinear error-correction (Q736558) (← links)
- A low-dimension portmanteau test for non-linearity (Q736672) (← links)
- A bootstrap-assisted spectral test of white noise under unknown dependence (Q737899) (← links)
- Moment-based estimation of smooth transition regression models with endogenous variables (Q738051) (← links)
- Variance decompositions of nonlinear time series using stochastic simulation and sensitivity analysis (Q746217) (← links)
- Elements of randomized forecasting and its application to daily electrical load prediction in a regional power system (Q828102) (← links)
- Seasonal nonlinear long memory model for the US inflation rates (Q928152) (← links)
- Diagnostic checking of multivariate nonlinear time series models with martingale difference errors (Q928971) (← links)
- Numerical issues in threshold autoregressive modeling of time series (Q951427) (← links)
- Forecasting the US unemployment rate (Q951881) (← links)
- Conditional testing for unit-root bilinearity in financial time series: some theoretical and empirical results (Q953736) (← links)
- Short-memory and the PPP hypothesis (Q956508) (← links)
- Testing for sign and amplitude asymmetries using threshold autoregressions (Q956521) (← links)
- On robust testing for conditional heteroscedasticity in time series models (Q956923) (← links)
- Discontinuities in indirect estimation: an application to EAR models (Q959300) (← links)
- Functional coefficient autoregressive models for vector time series (Q959434) (← links)
- Boosting GARCH and neural networks for the prediction of heteroskedastic time series (Q984159) (← links)
- Proportional functional coefficient time series models (Q1007454) (← links)
- Fuzzy modelling and estimation of economic relationships (Q1010375) (← links)
- Absorption of shocks in nonlinear autoregressive models (Q1020077) (← links)
- Tree-structured smooth transition regression models (Q1023576) (← links)
- Specification testing in nonlinear and nonstationary time series autoregression (Q1043717) (← links)
- Estimation and inference for exponential smooth transition nonlinear volatility models (Q1044066) (← links)
- Testing the adequacy of smooth transition autoregressive models (Q1126494) (← links)
- Impulse response analysis in nonlinear multivariate models (Q1126497) (← links)
- Nonlinear interest rate dynamics and implications for the terms structure (Q1126499) (← links)
- A non-linear error correction mechanism based on the bilinear model (Q1129153) (← links)
- Chaos and nonlinear dynamics in financial and nonfinancial time series: Evidence from Finland (Q1268210) (← links)
- A note on some properties of the ESTAR model (Q1274713) (← links)
