Pages that link to "Item:Q4531043"

The following pages link to Threshold Autoregression with a Unit Root (Q4531043):

Displaying 50 items.

• Asymmetry and nonstationarity for a seasonal time series model (Q278236) (← links)
• Adaptive consistent unit-root tests based on autoregressive threshold model (Q290942) (← links)
• Large shocks vs. small shocks. (Or does size matter? May be so.) (Q291855) (← links)
• Asymptotic and bootstrap tests for linearity in a TAR-GARCH(1,1) model with a unit root (Q295710) (← links)
• Finite sample properties of the QMLE for the log-ACD model: application to Australian stocks (Q299272) (← links)
• Estimation in threshold autoregressive models with correlated innovations (Q380012) (← links)
• Local unit roots and global stationarity of TARMA models (Q430852) (← 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)
• Semiparametric estimation for partially linear models with \(\psi\)-weak dependent errors (Q743763) (← links)
• Unit root tests for panel MTAR model with cross-sectionally dependent error (Q745497) (← links)
• Testing for a linear MA model against threshold MA models (Q817980) (← links)
• Misperception-driven chaos: theory and policy implications (Q844677) (← links)
• A threshold cointegration test with increased power (Q870443) (← links)
• Small sample improvements in the threshold cointegration test using residual-based moving block bootstrap (Q934011) (← links)
• Numerical issues in threshold autoregressive modeling of time series (Q951427) (← links)
• Testing for sign and amplitude asymmetries using threshold autoregressions (Q956521) (← links)
• Bayesian test for asymmetry and nonstationarity in MTAR model with possibly incomplete data (Q957295) (← links)
• A joint test for structural stability and a unit root in autoregressions (Q1623553) (← links)
• On spurious regressions with partial unit root processes (Q1672774) (← links)
• Testing for the cointegration rank in threshold cointegrated systems with multiple cointegrating relationships (Q1731378) (← links)
• An instrumental variable approach for tests of unit roots and seasonal unit roots in asymmetric time series models. (Q1810677) (← links)
• A nonlinear long memory model, with an application to US unemployment. (Q1858967) (← links)
• Testing for two-regime threshold cointegration in vector error-correction models. (Q1858973) (← links)
• Estimation and model selection based inference in single and multiple threshold models. (Q1858974) (← links)
• Testing for a unit root in the nonlinear STAR framework (Q1868973) (← links)
• Jointly testing linearity and nonstationarity within threshold autoregressions (Q1925932) (← links)
• Tests for asymmetry in possibly nonstationary dynamic panel models (Q1929071) (← links)
• Linearity tests and stochastic trend under the STAR framework (Q2029206) (← links)
• Computation of limiting distributions in stationarity testing with a generic trend (Q2268373) (← links)
• Unit root tests for ESTAR models (Q2320866) (← links)
• Unit root testing in presence of a double threshold process (Q2397962) (← links)
• Frequentist model averaging for threshold models (Q2414942) (← links)
• The behaviour of US stock prices: Evidence from a threshold autoregressive model (Q2490475) (← links)
• M-estimators with non-standard rates of convergence and weakly dependent data (Q2491851) (← links)
• A sign test for unit roots in a momentum threshold autoregressive process (Q2493864) (← links)
• An empirical study on the parsimony and descriptive power of TARMA models (Q2664997) (← links)
• Outliers and persistence in threshold autoregressive processes (Q2691640) (← links)
• Modeling threshold effects in stock price co-movements: a vector nonlinear cointegration approach (Q2691690) (← links)
• Testing for cointegration with threshold adjustment in the presence of structural breaks (Q2697069) (← links)
• Time-varying threshold cointegration with an application to the Fisher hypothesis (Q2700542) (← links)
• Buffered vector error-correction models: an application to the U.S. Treasury bond rates (Q2700572) (← links)
• Testing for a unit root against transitional autoregressive models (Q2812318) (← links)
• Performance of unit-root tests for non linear unit-root and partial unit-root processes (Q2816436) (← links)
• Testing for co-integration and nonlinear adjustment in a smooth transition error correction model (Q2851990) (← links)
• Performance of threshold cointegration tests (Q2862378) (← links)
• Unit roots: a selective review of the contributions of Peter C. B. Phillips (Q2878818) (← links)
• Bounding tail probabilities in dynamic economic models (Q2907909) (← links)
• Quantile Regression on Quantile Ranges - A Threshold Approach (Q2954307) (← links)