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Nonlinear and nonparametric modeling approaches for probabilistic forecasting of the US gross national product
Arora, Siddharth; Little, Max A.; McSharry, Patrick E. - In: Studies in nonlinear dynamics and econometrics : SNDE ; … 17 (2013) 4, pp. 395-420
Persistent link: https://www.econbiz.de/10009787979
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Bayesian adaptively updated Hamiltonian Monte Carlo with an application to high-dimensional BEKK GARCH models
Burda, Martin; Maheu, John M. - In: Studies in nonlinear dynamics and econometrics : SNDE ; … 17 (2013) 4, pp. 345-372
Persistent link: https://www.econbiz.de/10009787988
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A Bayesian approach for capturing daily heterogeneity in intra-daily durations time series
Brownlees, Christian; Vannucci, Marina - In: Studies in nonlinear dynamics and econometrics : SNDE ; … 17 (2013) 1, pp. 21-46
Persistent link: https://www.econbiz.de/10009717739
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State space Markov switching models using wavelets
Alencar, Airlane P.; Morettin, Pedro A.; Toloi, Clelia M. C. - In: Studies in nonlinear dynamics and econometrics : SNDE ; … 17 (2013) 2, pp. 221-238
Persistent link: https://www.econbiz.de/10009739592
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A smooth transition long-memory model
Aloy, Marcel; Dufrénot, Gilles; Lai-Tong, Charles; … - In: Studies in nonlinear dynamics and econometrics : SNDE ; … 17 (2013) 3, pp. 281-296
Persistent link: https://www.econbiz.de/10009740335
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Multivariate extension of the Hodrick-Prescott filter-optimality and characterization
Dermoune, Azzouz; Djehiche, Boualem; Rahmania, Nadji - In: Studies in nonlinear dynamics and econometrics : SNDE ; … 13 (2009) 3, pp. 1-33
Persistent link: https://www.econbiz.de/10009513575
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Discovering hidden structures using mixture models : application to nonlinear time series processes
Shahbaba, Babak - In: Studies in nonlinear dynamics and econometrics : SNDE ; … 13 (2009) 2, pp. 1-19
Persistent link: https://www.econbiz.de/10009513587
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Testing for conditional heteroscedasticity in the components of inflation
Broto, Carmen; Ruiz, Esther - In: Studies in nonlinear dynamics and econometrics : SNDE ; … 13 (2009) 2, pp. 1-28
Persistent link: https://www.econbiz.de/10009513588
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Regime-switching univariate diffusion models of the short-term interest rate
Choi, Seungmoon - In: Studies in nonlinear dynamics and econometrics : SNDE ; … 13 (2009) 1, pp. 1-39
Persistent link: https://www.econbiz.de/10009513595
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Non-linear models : where do we go next : time varying parameter models?
Granger, C. W. J. - In: Studies in nonlinear dynamics and econometrics : SNDE ; … 12 (2008) 3, pp. 1-9
Persistent link: https://www.econbiz.de/10009513629