EconBiz - Find Economic Literature
    • Logout
    • Change account settings
  • A-Z
  • Beta
  • About EconBiz
  • News
  • Thesaurus (STW)
  • Academic Skills
  • Help
  •  My account 
    • Logout
    • Change account settings
  • Login
EconBiz - Find Economic Literature
Publications Events
Search options
Advanced Search history
My EconBiz
Favorites Loans Reservations Fines
    You are here:
  • Home
  • Search: subject:"MultipleRegime"
Narrow search

Narrow search

Year of publication
Subject
All
China 3 Regression analysis 3 Regressionsanalyse 3 Time series analysis 3 Zeitreihenanalyse 3 ARCH model 2 ARCH-Modell 2 China inflation rate 2 Estimation 2 Inflation 2 Multiple-regime smooth transition autoregressive model 2 Nichtlineare Regression 2 Nonlinear dynamics 2 Nonlinear regression 2 Schätzung 2 Theorie 2 Theory 2 Asymmetric 1 Asymptotic distribution 1 Autocorrelation 1 Autokorrelation 1 Business Cycle 1 Business cycle 1 Common correlated effects 1 Compound Poisson process 1 Copula 1 Cross-section dependence 1 Economic growth 1 Estimation theory 1 Geldpolitik 1 Gibbs Sampling 1 Growth 1 High-dimensional regression 1 Information criteria 1 Konjunktur 1 Least squares estimation 1 Leverage Effect 1 MCMC 1 Markov chain 1 Markov-Kette 1
more ... less ...
Online availability
All
Undetermined 6 Free 2
Type of publication
All
Article 8 Book / Working Paper 2
Type of publication (narrower categories)
All
Article in journal 6 Aufsatz in Zeitschrift 6 Arbeitspapier 1 Graue Literatur 1 Non-commercial literature 1 Working Paper 1
Language
All
English 7 Undetermined 3
Author
All
Zhang, Lingxiang 3 Chan, Ngai Hang 1 Gupta, Rangan 1 Han, Heejoon 1 Ing, Ching-Kang 1 Jushan, Bai 1 Klingelhöfer, Jan 1 Lee, Eunhee 1 Li, Dong 1 Li, Yuanbo 1 Ling, Shiqing 1 Okimoto, Tatsuyoshi 1 Omay, Tolga 1 Sun, Rongrong 1 Van Eyden, Reneé 1 Yau, Chun Yip 1
more ... less ...
Institution
All
Volkswirtschaftliche Fakultät, Ludwig-Maximilians-Universität München 1
Published in...
All
Economic modelling 2 CAMA working paper series 1 Economic Modelling 1 Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria 1 Journal of Econometrics 1 Journal of business & economic statistics : JBES ; a publication of the American Statistical Association 1 MPRA Paper 1 Macroeconomic dynamics 1 The Korean economic review 1
more ... less ...
Source
All
ECONIS (ZBW) 7 RePEc 3
Showing 1 - 10 of 10
Cover Image
Triple regime stochastic volatility model with threshold and leverage effects
Han, Heejoon; Lee, Eunhee - In: The Korean economic review 36 (2020) 2, pp. 481-509
Persistent link: https://www.econbiz.de/10013273019
Saved in:
Cover Image
Asymmetric increasing trends in dependence in international equity markets
Okimoto, Tatsuyoshi - 2014
Persistent link: https://www.econbiz.de/10011341996
Saved in:
Cover Image
Inflation-growth nexus: evidence from a pooled CCE multiple-regime panel smooth transition model
Omay, Tolga; Van Eyden, Reneé; Gupta, Rangan - In: Empirical economics : a journal of the Institute for … 54 (2018) 3, pp. 913-944
Persistent link: https://www.econbiz.de/10011949416
Saved in:
Cover Image
China's regime-switching monetary policy
Klingelhöfer, Jan; Sun, Rongrong - In: Economic modelling 68 (2018), pp. 32-40
Persistent link: https://www.econbiz.de/10011934574
Saved in:
Cover Image
Modeling the Phillips curve in China : a nonlinear perspective
Zhang, Lingxiang - In: Macroeconomic dynamics 21 (2017) 2, pp. 439-461
Persistent link: https://www.econbiz.de/10011686311
Saved in:
Cover Image
Threshold estimation via group orthogonal greedy algorithm
Chan, Ngai Hang; Ing, Ching-Kang; Li, Yuanbo; Yau, Chun Yip - In: Journal of business & economic statistics : JBES ; a … 35 (2017) 2, pp. 334-345
Persistent link: https://www.econbiz.de/10011704208
Saved in:
Cover Image
Modeling China's inflation dynamics: An MRSTAR approach
Zhang, Lingxiang - In: Economic Modelling 31 (2013) C, pp. 440-446
This paper examines the nonlinearity of China's inflation rate and models its nonlinear dynamics using the multiple-regime …
Persistent link: https://www.econbiz.de/10010636277
Saved in:
Cover Image
Modeling China's inflation dynamicsc: an MRSTAR approach
Zhang, Lingxiang - In: Economic modelling 31 (2013), pp. 440-446
Persistent link: https://www.econbiz.de/10009729027
Saved in:
Cover Image
On the least squares estimation of multiple-regime threshold autoregressive models
Li, Dong; Ling, Shiqing - In: Journal of Econometrics 167 (2012) 1, pp. 240-253
This paper studies the least squares estimator (LSE) of the multiple-regime threshold autoregressive (TAR) model and …
Persistent link: https://www.econbiz.de/10010577520
Saved in:
Cover Image
Estimation of multiple-regime regressions with least absolutes deviation
Jushan, Bai - Volkswirtschaftliche Fakultät, … - 1995
This paper considers least absolute deviations estimation of a regression model with multiple change points occurring at unknown times. Some asymptotic results, including rates of convergence and asymptotic distributions, for the estimated change points and the estimated regression coefficient...
Persistent link: https://www.econbiz.de/10009251557
Saved in:
A service of the
zbw
  • Sitemap
  • Plain language
  • Accessibility
  • Contact us
  • Imprint
  • Privacy

Loading...