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subject:"Exchange rate"
isPartOf:"CREATES research paper"
~subject:"Nichtlineare Regression"
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Exchange rate
Nichtlineare Regression
Estimation theory
137
Schätztheorie
137
Time series analysis
59
Zeitreihenanalyse
59
Nichtparametrisches Verfahren
19
Nonparametric statistics
19
Estimation
18
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Theorie
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Theory
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Stochastic process
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Stochastischer Prozess
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Volatility
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Volatilität
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Cointegration
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Kointegration
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ARCH-Modell
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Statistical test
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Bootstrap-Verfahren
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Regression analysis
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Regressionsanalyse
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Statistical inference
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United States
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Prognoseverfahren
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VAR model
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VAR-Modell
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Autokorrelation
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6
Nonlinear regression
6
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Teräsvirta, Timo
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Callot, Laurent
1
Caner, Mehmet
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Cho, Jin Seo
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He, Changli
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Hubrich, Kirstin
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Kang, Jian
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Nielsen, Frank
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Riquelme, Juan Andres
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Seong, Dakyung
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CREATES research paper
Journal of econometrics
48
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
29
Discussion paper / Tinbergen Institute
14
Econometric reviews
14
Economics letters
14
NBER Working Paper
13
Econometric theory
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Working paper / National Bureau of Economic Research, Inc.
11
CEMMAP working papers / Centre for Microdata Methods and Practice
9
International journal of economics and financial issues : IJEFI
9
Cowles Foundation discussion paper
8
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7
Economic modelling
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Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
7
Technical report / Sonderforschungsbereich 475 Komplexitätsreduktion in Multivariaten Datenstrukturen, Universität Dortmund
7
Discussion papers of interdisciplinary research project 373
6
International economic journal
6
Journal of applied econometrics
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Journal of international money and finance
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Journal of the American Statistical Association : JASA
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The econometrics journal
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Applied economics letters
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Computational economics
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Discussion paper / Centre for Economic Policy Research
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Discussion paper / Department of Economics, University of California San Diego
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Discussion paper / Humboldt-Universität zu Berlin, Sonderforschungsbereich 373 Quantifikation und Simulation Ökonomischer Prozesse
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Journal of foreign exchange and international finance : JFEIF
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The review of economics and statistics
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Theoretical economics letters
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Applied economics
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Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics
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International journal of finance & economics : IJFE
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International journal of forecasting
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Comprehensive testing of linearity against the smooth transition autoregressive model
Seong, Dakyung
;
Cho, Jin Seo
;
Teräsvirta, Timo
-
2019
-
This version: August 2019
Persistent link: https://www.econbiz.de/10012316842
Saved in:
2
Long monthly temperature series and the Vector Seasonal Shifting Mean and Covariance Autoregressive model
He, Changli
;
Kang, Jian
;
Teräsvirta, Timo
;
Zhang, Shuhua
-
2019
Persistent link: https://www.econbiz.de/10012316885
Saved in:
3
Sharp threshold based on sup-norm error rates in high-dimensional models
Callot, Laurent
;
Caner, Mehmet
;
Kock, Anders Bredahl
; …
-
2015
Persistent link: https://www.econbiz.de/10011516996
Saved in:
4
Specification, estimation and evaluation of vector smooth transition autoregressive models with applications
Teräsvirta, Timo
;
Yang, Yukai
-
2014
Persistent link: https://www.econbiz.de/10010336592
Saved in:
5
Thresholds and smooth transitions in vector autoregressive models
Hubrich, Kirstin
;
Teräsvirta, Timo
-
2013
Persistent link: https://www.econbiz.de/10009751844
Saved in:
6
Linearity testing in time-varying smooth transition autoregressive models under unknown degree of persistence
Kruse, Robinson
;
Sandberg, Rickard
-
2010
Persistent link: https://www.econbiz.de/10008651719
Saved in:
7
Local whittle estimation of multivariate fractionally integrated processes
Nielsen, Frank
-
2009
Persistent link: https://www.econbiz.de/10003875666
Saved in:
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