Pages that link to "Item:Q4854212"

The following pages link to BAYESIAN INFERENCE OF THRESHOLD AUTOREGRESSIVE MODELS (Q4854212):

Displaying 50 items.

• Bayesian analysis of multivariate threshold autoregressive models with missing data (Q131173) (← links)
• On parameter estimation of threshold autoregressive models (Q411543) (← links)
• Forecasting with univariate TAR models (Q713837) (← links)
• Full predictivistic modeling of stock market data: application to change point problems (Q869180) (← links)
• Bayesian prediction in threshold autoregressive models with exponential white noise (Q882922) (← links)
• Volatility forecasting using threshold heteroskedastic models of the intra-day range (Q1023630) (← links)
• Using threshold autoregressive models to study dyadic interactions (Q1048654) (← links)
• A Bayesian analysis of some threshold switching models (Q1064707) (← links)
• Rare shocks vs. non-linearities: what drives extreme events in the economy? Some empirical evidence (Q1655557) (← links)
• Debt regimes and the effectiveness of monetary policy (Q1657642) (← links)
• A Bayesian analysis of generalized threshold autoregressive models (Q1807914) (← links)
• On inference for threshold autoregressive models. (Q1872852) (← links)
• A Bayesian conditional autoregressive geometric process model for range data (Q1927087) (← links)
• A comparison of estimators for regression models with change points (Q1927289) (← links)
• Threshold variable selection by wavelets in open-loop threshold autoregressive models (Q1962219) (← links)
• Fiscal policy in good and bad times (Q1994192) (← links)
• Bayesian inference for threshold moving average models (Q2002881) (← links)
• Bayesian estimation for threshold autoregressive model with multiple structural breaks (Q2221227) (← links)
• Bayesian estimation and model selection of threshold spatial Durbin model (Q2300366) (← links)
• Bayesian analysis of multiple thresholds autoregressive model (Q2358917) (← links)
• A bivariate threshold time series model for analyzing Australian interest rates (Q2486187) (← links)
• Bayesian subset selection for two-threshold variable autoregressive models (Q2691772) (← links)
• Threshold models with time-varying threshold values and their application in estimating regime-sensitive Taylor rules (Q2697054) (← links)
• Macroeconomic uncertainty and forecasting macroeconomic aggregates (Q2699611) (← links)
• Bayesian inference of latent threshold models with application to Japanese macroeconomic data (Q2864711) (← links)
• Bayesian Analysis of Two-Regime Threshold Autoregressive Moving Average Model with Exogenous Inputs (Q2884907) (← links)
• A Bayesian threshold nonlinearity test for TAR models (Q2885992) (← links)
• Testing a linear ARMA model against threshold-ARMA models: A Bayesian approach (Q2974930) (← links)
• (Q2984798) (← links)
• (Q3072194) (← links)
• Forecasting time-varying covariance with a robust Bayesian threshold model (Q3088162) (← links)
• A Bayesian nonlinearity test for threshold moving average models (Q3103187) (← links)
• Bayesian Automatic Parameter Estimation of Threshold Autoregressive (TAR) Models using Markov Chain Monte Carlo (MCMC) (Q3298672) (← links)
• BAYESIAN IDENTIFICATION OF MULTIPLE CHANGE POINTS IN POISSON DATA (Q3373081) (← links)
• (Q3385770) (← links)
• Performance of Model Selection Criteria in Bayesian Threshold VAR (TVAR) Models (Q3615079) (← links)
• BAYESIAN THRESHOLD AUTOREGRESSIVE MODELS FOR NONLINEAR TIME SERIES (Q4272766) (← links)
• APPLYING THE PRODUCT PARTITION MODEL TO THE IDENTIFICATION OF MULTIPLE CHANGE POINTS (Q4472831) (← links)
• Bayesian inference for smooth transition autoregressive (STAR) model: A prior sensitivity analysis (Q4593873) (← links)
• Threshold negative binomial autoregressive model (Q4613925) (← links)
• Bayesian selection of threshold autoregressive models (Q4677025) (← links)
• Modeling Bivariate Threshold Autoregressive Processes in the Presence of Missing Data (Q4681056) (← links)
• Using the Reversible Jump MCMC Procedure for Identifying and Estimating Univariate TAR Models (Q4921600) (← links)
• Time-varying multi-regime models fitting by genetic algorithms (Q4979105) (← links)
• (Q5011470) (← links)
• Entropy inference in smooth transition kink regression (Q5055215) (← links)
• Bayesian estimation of a multivariate TAR model when the noise process follows a <i>Student-t</i> distribution (Q5079959) (← links)
• TAR Modeling with Missing Data when the White Noise Process Follows a Student’s t-Distribution (Q5114041) (← links)
• A Bayesian Analysis of Autoregressive Models with Exogenous Variables and Power-Transformed and Threshold GARCH Errors (Q5265882) (← links)
• Bayesian estimation of subset threshold autoregressions: short-term forecasting of traffic occupancy (Q5861442) (← links)