Pages that link to "Item:Q4541180"

The following pages link to Testing and Modeling Multivariate Threshold Models (Q4541180):

Displaying 50 items.

• Introduction to m-m processes (Q269401) (← links)
• Modified Schwarz and Hannan-Quinn information criteria for weak VARMA models (Q300778) (← links)
• Least squares estimation of large dimensional threshold factor models (Q506056) (← links)
• Self-weighted LAD-based inference for heavy-tailed threshold autoregressive models (Q515145) (← links)
• Forecasting with univariate TAR models (Q713837) (← links)
• Multivariate contemporaneous-threshold autoregressive models (Q737288) (← links)
• On the least squares estimation of multiple-regime threshold autoregressive models (Q738149) (← links)
• Testing for a linear MA model against threshold MA models (Q817980) (← links)
• Threshold models in time series analysis -- some reflections (Q888344) (← links)
• The real consequences of financial stress (Q900379) (← links)
• A simple fractionally integrated model with a time-varying long memory parameter \(d_t\) (Q928150) (← links)
• Diagnostic checking of multivariate nonlinear time series models with martingale difference errors (Q928971) (← links)
• Functional coefficient autoregressive models for vector time series (Q959434) (← links)
• Using threshold autoregressive models to study dyadic interactions (Q1048654) (← links)
• Semi-intrusive multivariable model invalidation. (Q1410377) (← links)
• Liquidity traps and large-scale financial crises (Q1655608) (← links)
• The stock-bond comovements and cross-market trading (Q1656474) (← links)
• Uncertainty-dependent effects of monetary policy shocks: a new-Keynesian interpretation (Q1657648) (← links)
• Testing for nonlinearity in conditional covariances (Q1695687) (← links)
• Testing for the cointegration rank in threshold cointegrated systems with multiple cointegrating relationships (Q1731378) (← links)
• Model averaging based on leave-subject-out cross-validation for vector autoregressions (Q1740272) (← links)
• A nonlinear time series approach to modelling asymmetry in stock market indexes (Q1766973) (← 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)
• Threshold nonlinear interest rates (Q1927902) (← links)
• Nonlinear relationship between household composition and electricity consumption: optimal threshold models (Q2101681) (← links)
• Penalized estimation of threshold auto-regressive models with many components and thresholds (Q2136665) (← links)
• Spatial quantile estimation of multivariate threshold time series models (Q2146847) (← links)
• Semi-parametric quantile estimation for double threshold autoregressive models with heteroskedasticity (Q2255921) (← links)
• Smooth buffered autoregressive time series models (Q2301087) (← links)
• Threshold factor models for high-dimensional time series (Q2305974) (← links)
• Modeling and forecasting interval time series with threshold models (Q2418385) (← links)
• A bivariate threshold time series model for analyzing Australian interest rates (Q2486187) (← links)
• Bayesian subset selection for threshold autoregressive moving-average models (Q2513329) (← links)
• Outliers and persistence in threshold autoregressive processes (Q2691640) (← links)
• Estimation and inference of threshold regression models with measurement errors (Q2691748) (← links)
• On portmanteau-type tests for nonlinear multivariate time series (Q2692931) (← links)
• Threshold models with time-varying threshold values and their application in estimating regime-sensitive Taylor rules (Q2697054) (← links)
• Dynamics between the budget deficit and the government debt in the United States: a nonlinear analysis (Q2699619) (← links)
• The non-linear effects of the Fed asset purchases (Q2700540) (← links)
• Forecasting time-varying covariance with a robust Bayesian threshold model (Q3088162) (← links)
• A Multivariate Threshold Varying Conditional Correlations Model (Q3404109) (← links)
• Power of the Neyman Smooth Test for Evaluating Multivariate Forecast Densities (Q3604101) (← links)
• Performance of Model Selection Criteria in Bayesian Threshold VAR (TVAR) Models (Q3615079) (← links)
• Modelling Asymmetric Behaviour in Time Series: Identification Through PSO (Q4561920) (← links)
• Modeling Bivariate Threshold Autoregressive Processes in the Presence of Missing Data (Q4681056) (← links)
• ADAPTIVE PARAMETER ESTIMATION IN MULTIVARIATE SELF-EXCITING THRESHOLD AUTOREGRESSIVE MODELS (Q4784168) (← links)
• SMOOTH TRANSITION AUTOREGRESSIVE MODELS — A SURVEY OF RECENT DEVELOPMENTS (Q4817926) (← links)
• (Q4986375) (← links)
• Forecasting with Multivariate Threshold Autoregressive Models (Q5029417) (← links)