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Search: subject:"Threshold Autoregressive"
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Estimation
37
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37
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31
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30
Time series analysis
26
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26
Theorie
20
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20
threshold autoregressive model
20
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19
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17
Estimation theory
15
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15
Nonlinear regression
15
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15
threshold autoregressive models
15
Threshold autoregressive model
14
ARCH model
12
ARCH-Modell
12
Threshold Autoregressive Models
12
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11
Prognoseverfahren
11
Threshold autoregressive
11
Unit root test
11
Einheitswurzeltest
10
Börsenkurs
9
Share price
9
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9
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9
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8
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8
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8
South Africa
8
Threshold autoregressive models
8
threshold autoregressive
8
Economic growth
7
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7
Aktienmarkt
6
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6
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Free
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108
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100
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3
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Bohl, Martin T.
4
Kim, Hyunsok
4
MacDonald, Ronald
4
Phiri, Andrew
4
Bec, Frédérique
3
Cerrato, Mario
3
Guay, Alain
3
Hong, Yongmiao
3
Hu, Wenjing
3
Kapetanios, George
3
Lukáčik, Martin
3
Lukáčiková, Adriana
3
Nakajima, Toru
3
Pasricha, Gurnain Kaur
3
Pendell, Dustin L.
3
Pitarakis, Jean-Yves
3
Satchell, Stephen
3
Shin, Yongcheol
3
Sun, Yuying
3
Szomolányi, Karol
3
Wang, Shouyang
3
Yilanci, Veli
3
Adämmer, Philipp
2
Alp, Elçin Aykac
2
Aye, Goodness C.
2
Balcilar, Mehmet
2
Berben, R-P.
2
Brun, Martín
2
Chang, Shu-Chen
2
Chen, Jinzhao
2
Crespo Cuaresma, Jesús
2
Dueker, Michael
2
Franta, Michal
2
Gambetta, Juan Pedro
2
Genc, Elif Guneren
2
Gupta, Rangan
2
Koop, Gary
2
Li, Wai Keung
2
Munir, Qaiser
2
Potter, Simon
2
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Volkswirtschaftliche Fakultät, Ludwig-Maximilians-Universität München
7
HAL
3
African Association of Agricultural Economists - AAAE
2
Department of Economics, Adam Smith Business School
2
Economics Institute for Research (SIR), Handelshögskolan i Stockholm
2
Instituto Valenciano de Investigaciones Económicas (IVIE)
2
Scottish Institute for Research in Economics (SIRE)
2
Agricultural Economics Association of South Africa - AEASA
1
Birkbeck, Department of Economics, Mathematics & Statistics
1
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1
Department of Economics and Business, Universitat Pompeu Fabra
1
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1
Dipartimento del Tesoro, Ministero dell'Economia e delle Finanze
1
Dipartimento di Economia, Università Ca' Foscari Venezia
1
Dipartimento di Studi Economici "Salvatore Vinci", Università degli Studi di Napoli - "Parthenope"
1
Economics Department, University of Wisconsin-Whitewater
1
Ekonomski Fakultet, Sveučilište u Zagrebu
1
Erasmus University Rotterdam, Econometric Institute
1
European Association of Agricultural Economists - EAAE
1
FIW
1
Faculteit der Economische Wetenschappen, Erasmus Universiteit Rotterdam
1
Hamburgisches WeltWirtschaftsInstitut (HWWI)
1
Institut de Recherche Économique et Sociale (IRES), École des Sciences Économiques de Louvain
1
Nepal Rastra Bank
1
Northeastern Agricultural and Resource Economics Association - NAREA
1
Panepistēmio Kypru / Department of Economics
1
School of Economics and Finance, Queen Mary
1
School of Economics, University of Edinburgh
1
Suomen Pankki
1
University of Rochester - Center for Economic Research (RCER)
1
Vanderbilt University Department of Economics
1
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MPRA Paper
7
International journal of economics and financial issues : IJEFI
4
Journal of econometrics
3
The Singapore Economic Review (SER)
3
Agricultural and Resource Economics Review
2
Applied economics letters
2
Document de travail
2
Economic Change and Restructuring
2
Economics Bulletin
2
Economies : open access journal
2
Physica A: Statistical Mechanics and its Applications
2
Post-Print / HAL
2
SIRE Discussion Papers
2
SSE/EFI Working Paper Series in Economics and Finance
2
Statistical Methods and Applications
2
The European journal of finance
2
The Singapore economic review : journal of the Economic Society of Singapore and the Department of Economics, National University of Singapore
2
Working Papers / Department of Economics, Adam Smith Business School
2
116th Seminar, October 27-30, 2010, Parma, Italy
1
2007
1
2010 AAAE Third Conference/AEASA 48th Conference, September 19-23, 2010, Cape Town, South Africa
1
2013 AAAE Fourth International Conference, September 22-25, 2013, Hammamet, Tunisia
1
African journal of economic and management studies
1
Agrekon : agricultural economics research, policy and practice in southern Africa
1
Agricultural and resource economics review : ARER
1
Applied economics
1
Asia and the global economy : AGE
1
Asian Economic and Financial Review
1
Bank of Finland Discussion Papers
1
Birkbeck Working Papers in Economics and Finance
1
Bulletin of monetary economics and banking
1
Business Systems Research (BSR)
1
Business systems research : a system view accross technology & economics : the journal of Society for Advancing Innovation and Research in Economy
1
Capital markets and finance in the enlarged Europe : the Postgraduate Research Programme working paper series
1
Climate change and global development : market, global players and empirical evidence
1
Department of Economics Working Papers / Departamento de Economía, Universidad Torcuato Di Tella
1
Discussion Papers (REL - Recherches Economiques de Louvain)
1
Discussion Papers / Dipartimento di Studi Economici "Salvatore Vinci", Università degli Studi di Napoli - "Parthenope"
1
Discussion papers in economics and econometrics
1
EERI Research Paper Series
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Source
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RePEc
81
ECONIS (ZBW)
79
EconStor
9
BASE
2
USB Cologne (EcoSocSci)
1
Showing
91
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100
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172
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91
Bank Competition and International Financial Integration: Evidence using a new index
Pasricha, Gurnain Kaur
-
FIW
-
2009
In the debate on the benefits of international financial integration, recent literature has emphasized the development of domestic markets as a precondition. This paper offers an alternative view. Lack of competition in domestic financial systems may prevent countries from reaping the benefits...
Persistent link: https://www.econbiz.de/10008495511
Saved in:
92
Is Malaysian Stock Market Efficient? Evidence from Threshold Unit Root Tests
Munir, Qaiser
;
Mansur, Kasim
- In:
Economics Bulletin
29
(
2009
)
2
,
pp. 1359-1370
:1 to 2008:8 using a two-regime
threshold
autoregressive
(TAR) model with an autoregressive unit root developed by Caner and …
Persistent link: https://www.econbiz.de/10008562944
Saved in:
93
Bank competition and international financial integration : evidence using a new index
Pasricha, Gurnain Kaur
-
2009
In the debate on the benefits of international financial integration, recent literature has emphasized the development of domestic markets as a precondition. This paper offers an alternative view. Lack of competition in domestic financial systems may prevent countries from reaping the benefits...
Persistent link: https://www.econbiz.de/10011373507
Saved in:
94
Speculative bubbles in agricultural prices
Adämmer, Philipp
;
Bohl, Martin T.
- In:
The Quarterly Review of Economics and Finance
55
(
2015
)
C
,
pp. 67-76
We use the momentum
threshold
autoregressive
(MTAR) approach to test for speculative bubbles in US corn, soybean and …
Persistent link: https://www.econbiz.de/10011193774
Saved in:
95
Testing and modeling jump contagion across international stock markets : a nonparametric intraday approach
Jawadi, Fredj
;
Louhichi, Waël
;
Cheffou, Abdoulkarim Idi
- In:
Journal of financial markets
26
(
2015
),
pp. 64-84
Persistent link: https://www.econbiz.de/10011477277
Saved in:
96
Do monetary policy shocks generate TAR or STAR dynamics in output?
Donayre, Luiggi
- In:
Studies in nonlinear dynamics and econometrics : SNDE ; …
19
(
2015
)
2
,
pp. 227-247
Persistent link: https://www.econbiz.de/10011313585
Saved in:
97
Speculative bubbles in agricultural prices
Adämmer, Philipp
;
Bohl, Martin T.
- In:
The quarterly review of economics and finance : journal …
55
(
2015
),
pp. 67-76
Persistent link: https://www.econbiz.de/10011334024
Saved in:
98
Nonlinear dynamics of realized minimum-variance hedge ratios : a two-regime self-exciting
threshold
autoregressive
approach
Lai, Yu-Sheng
- In:
The empirical economics letters : a monthly …
14
(
2015
)
9
,
pp. 899-905
Persistent link: https://www.econbiz.de/10011459137
Saved in:
99
3-Regime symmetric STAR modeling and exchange rate reversion
Cerrato, Mario
;
Kim, Hyunsok
;
MacDonald, Ronald
-
Department of Economics, Adam Smith Business School
-
2008
OECD economies. JEL Classi�cation: C16, C22, F31 Keywords: unit root tests,
threshold
autoregressive
models, purchasing …
Persistent link: https://www.econbiz.de/10005687355
Saved in:
100
Unemployment hysteresis in Australia: evidence using nonlinear and stationarity tests with breaks
Tiwari, Aviral
- In:
Quality & Quantity: International Journal of Methodology
48
(
2014
)
2
,
pp. 681-695
This study is an attempt to test the hysteresis versus the natural rate hypothesis in unemployment rate using time series data of the Australia covering the period 1978: 2–2010:12. For the analysis, we employed nonlinear as well as different linear tests (with incorporation of endogenously...
Persistent link: https://www.econbiz.de/10010843896
Saved in:
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