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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
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Estimating the persistence and the autocorrelation function of a time series that this measured with error
Hansen, Peter Reinhard; Lunde, Asger - 2010
Persistent link: https://www.econbiz.de/10003934448
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Generalizing smooth transition autoregressions
Zanetti Chini, Emilio - 2013
Persistent link: https://www.econbiz.de/10010190892
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On tests for linearity against STAR models with deterministic trends
Kaufmann, Hendrik; Kruse, Robinson; Sibbertsen, Philipp - 2012
Persistent link: https://www.econbiz.de/10009535121
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Bias-corrected estimation in potentially mildly explosive autoregressive models
Kaufmann, Hendrik; Kruse, Robinson - 2013
Persistent link: https://www.econbiz.de/10009730082
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Poisson autoregression
Fokianos, Konstantinos; Rahbek, Anders; Tjøstheim, Dag - 2009
Persistent link: https://www.econbiz.de/10003849524
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Generalised partial autocorrelations and the mutual information between past and future
Proietti, Tommaso; Luati, Alessandra - 2015
Persistent link: https://www.econbiz.de/10010529449
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Modeling corporate defaults : Poisson autoregressions with exogenous covariates (PARX)
Agosto, Arianna; Cavaliere, Giuseppe; Kristensen, Dennis; … - 2015
Persistent link: https://www.econbiz.de/10011516997
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Testing for explosive bubbles in the presence of autocorrelated innovations
Quistgaard Pedersen, Thomas; Montes Schütte, Erik Christian - 2017
Persistent link: https://www.econbiz.de/10011624118
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Is U.S. real output growth really non-normal? : testing distributional assumptions in time-varying location-scale models
Demetrescu, Matei; Kruse-Becher, Robinson - 2021
Persistent link: https://www.econbiz.de/10012620758