Pages that link to "Item:Q75802"

The following pages link to Studies in Nonlinear Dynamics & Econometrics (Q75802):

Displaying 50 items.

• A mixture autoregressive model based on Gaussian and Student’s t-distributions (Q75803) (← links)
• (Q78460) (redirect page) (← links)
• Using transfer entropy to measure information flows between financial markets (Q78461) (← links)
• Estimating the Wishart affine stochastic correlation model using the empirical characteristic function (Q905380) (← links)
• Factor-based forecasting in the presence of outliers: are factors better selected and estimated by the median than by the mean? (Q905382) (← links)
• Estimating VAR-MGARCH models in multiple steps (Q905385) (← links)
• Construction, management, and performance of sparse Markowitz portfolios (Q905387) (← links)
• An extensive study on Markov switching models with endogenous regressors (Q905388) (← links)
• The effect of round-off error on long memory processes (Q905390) (← links)
• A nonparametric model for spot price dynamics and pricing of futures contracts in electricity markets (Q905391) (← links)
• Functional cointegration: definition and nonparametric estimation (Q905392) (← links)
• Assessing the quality of volatility estimators via option pricing (Q2509440) (← links)
• Saddle-node bifurcations in an optimal growth model with preferences for wealth habit (Q2509442) (← links)
• Efficient bond price approximations in non-linear equilibrium-based term structure models (Q2687853) (← links)
• Regime-switching cointegration (Q2687854) (← links)
• Term spread regressions of the rational expectations hypothesis of the term structure allowing for risk premium effects (Q2687856) (← links)
• Factor instrumental variable quantile regression (Q2687857) (← links)
• Non-parametric estimation of copula parameters: testing for time-varying correlation (Q2687861) (← links)
• Estimating point and density forecasts for the US economy with a factor-augmented vector autoregressive DSGE model (Q2687862) (← links)
• The limit distribution of evolving strategies in financial markets (Q2687863) (← links)
• The changing dynamics of US inflation persistence: a quantile regression approach (Q2687864) (← links)
• The effects of monetary policy regime shifts on the term structure of interest rates (Q2687866) (← links)
• Endogenous technical change, employment and distribution in the Goodwin model of the growth cycle (Q2687867) (← links)
• Do monetary policy shocks generate TAR or STAR dynamics in output? (Q2687868) (← links)
• Bank characteristics and the interbank money market: a distributional approach (Q2687869) (← links)
• State-dependent effects of fiscal policy (Q2687870) (← links)
• Panel conditional and multinomial logit with time-varying parameters (Q2687871) (← links)
• Testing for co-nonlinearity (Q2687873) (← links)
• Testing for short-run threshold effects in a vector error-correction framework: a reappraisal of the stability of the US money demand (Q2687874) (← links)
• Can we use seasonally adjusted variables in dynamic factor models? (Q2687876) (← links)
• A video interview of James Stock (Q2687877) (← links)
• More powerful cointegration tests with non-normal errors (Q2687879) (← links)
• Asset pricing with flexible beliefs (Q2687881) (← links)
• Improving model performance with the integrated wavelet denoising method (Q2687882) (← links)
• Noncausality and inflation persistence (Q2687883) (← links)
• A triple-threshold leverage stochastic volatility model (Q2687884) (← links)
• Estimating dynamic copula dependence using intraday data (Q2687886) (← links)
• Fourier inversion formulas for multiple-asset option pricing (Q2687888) (← links)
• Particle Gibbs with ancestor sampling for stochastic volatility models with: heavy tails, in mean effects, leverage, serial dependence and structural breaks (Q2687889) (← links)
• Testing the relationships between shadow economy and unemployment: empirical evidence from linear and nonlinear tests (Q2687892) (← links)
• Business cycle (de)synchronization in the aftermath of the global financial crisis: implications for the euro area (Q2687894) (← links)
• Amplitude and phase synchronization of European business cycles: a wavelet approach (Q2687895) (← links)
• On the relationship between oil and gold before and after financial crisis: linear, nonlinear and time-varying causality testing (Q2687897) (← links)
• Stock market's reaction to money supply: a nonparametric analysis (Q2687898) (← links)
• Are US real house prices stationary? New evidence from univariate and panel data (Q2691638) (← links)
• Probabilistic and statistical properties of moment variations and their use in inference and estimation based on high frequency return data (Q2691639) (← links)
• Outliers and persistence in threshold autoregressive processes (Q2691640) (← links)
• Testing for long memory in the presence of non-linear deterministic trends with Chebyshev polynomials (Q2691641) (← links)
• Recurrence quantification analysis of denoised index returns via alpha-stable modeling of wavelet coefficients: detecting switching volatility regimes (Q2691644) (← links)
• Selecting the tuning parameter of the \(\ell_1\) trend filter (Q2691645) (← links)