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Search: subject:"Logistic smooth transition"
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Estimation
8
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8
Theorie
8
Theory
8
Nichtlineare Regression
6
Nonlinear regression
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Time series analysis
6
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Logistic Smooth Transition Regression (LSTR)
3
Logistic smooth transition
3
Wechselkurs
3
asymmetry
3
endogeneity
3
logistic smooth transition
3
logistic smooth transition VAR (LST-VAR)
3
nonlinear Taylor rule
3
nonlinearity
3
pricing along the distribution chain
3
special events
3
Ölpreis
3
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2
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Cifarelli, Giulio
4
Baaziz, Yosra
3
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2
Balcilar, Mehmet
2
Gupta, Rangan
2
Kao, Yu-Sheng
2
Ku, Yu-Cheng
2
Linderoth, Gabriella
2
Majumdar, Anandamayee
2
Meuller, Malte
2
Rincón Castro, Hernán
2
Rodríguez-Niño, Norberto
2
Thompson, Kirsten
2
Woodward, George
2
Zhao, Kai
2
Ahmad, Ghufran
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Ashraf, Dawood
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Ben Lahouel, Bechir
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Chen, Wei
1
Chen, Yu-Lun
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Chuang, Hwei-lin
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He, Jie
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I, Hyeon hun
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Malik, Wasim Shahid
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Managi, Shunsuke
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Maruyama, Hiroyuki
1
Melki, Abir
1
Moh, Wan Shin
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Nefzi, Nourhaine
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Departement für Quantitative Wirtschaftsforschung, Faculté des sciences économiques et sociales - Wirtschafts- und Sozialwissenschaftliche Fakultät
1
Department of Econometrics and Business Statistics, Monash Business School
1
Department of Economics, Faculty of Economic and Management Sciences
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Dipartimento di Scienze per l'Economia e l'Impresa, Università degli Studi di Firenze
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Energy economics
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International review of economics & finance : IREF
1
Iranian economic review : journal of University of Tehran
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Journal of commodity markets
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Monash Econometrics and Business Statistics Working Papers
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Pacific-Basin finance journal
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Pakistan economic and social review : incorporating the Punjab University economist ; bi-annual journal of the Department of Economics, University of the Punjab
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Quantitative Finance
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Sveriges Riksbank Working Paper Series
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Sveriges Riksbank working paper series
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The energy journal
1
The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
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ECONIS (ZBW)
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RePEc
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EconStor
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31
Does Beta React to Market Conditions? Estimates of Bull and Bear Betas using a Nonlinear Market Model with an Endogenous Threshold Parameter
Woodward, George
;
Anderson, Heather
-
Department of Econometrics and Business Statistics, …
-
2003
We apply a
logistic
smooth
transition
market model (LSTM) to a sample of returns on Australian industry portfolios to …
Persistent link: https://www.econbiz.de/10005149071
Saved in:
32
Does beta react to market conditions? Estimates of 'bull' and 'bear' betas using a nonlinear market model with an endogenous threshold parameter
Woodward, George
;
Anderson, Heather
- In:
Quantitative Finance
9
(
2009
)
8
,
pp. 913-924
The authors use a
logistic
smooth
transition
market (LSTM) model to investigate whether 'bull' and 'bear' market betas …
Persistent link: https://www.econbiz.de/10008609633
Saved in:
33
Nonlinear Phillips curve, NAIRU and monetary policy rules
Huh, Hyeon-seung
;
I, Hyeon hun
;
Lee, Namkyung
- In:
Empirical economics : a journal of the Institute for …
37
(
2009
)
1
,
pp. 131-151
Persistent link: https://www.econbiz.de/10003868517
Saved in:
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