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Threshold models in time series analysis : some reflections
Tong, Howell - In: Journal of econometrics 189 (2015) 2, pp. 485-491
Persistent link: https://www.econbiz.de/10011504634
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Threshold autoregressive models for interval-valued time series data
Sun, Yuying; Han, Ai; Hong, Yongmiao; Wang, Shouyang - In: Journal of econometrics 206 (2018) 2, pp. 414-446
Persistent link: https://www.econbiz.de/10012110403
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A nonlinear autoregressive conditional duration model with applications to financial transaction
Zhang, Michael Yuanjie; Russel, Jeffrey R.; Tsay, Ruey S. - In: Journal of econometrics 104 (2001) 1, pp. 179-207
Persistent link: https://www.econbiz.de/10001589535
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Autocovariance functions of series and of their transforms
Abadir, Karim Maher; Talmain, Gabriel - In: Journal of econometrics 124 (2005) 2, pp. 227-252
Persistent link: https://www.econbiz.de/10002515537
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Bootstrap inference for Hawkes and general point processes
Cavaliere, Giuseppe; Lu, Ye; Rahbek, Anders; … - In: Journal of econometrics 235 (2023) 1, pp. 133-165
Persistent link: https://www.econbiz.de/10014434387
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Mildly explosive autoregression under weak and strong dependence
Magdalinos, Tassos - In: Journal of econometrics 169 (2012) 2, pp. 179-187
Persistent link: https://www.econbiz.de/10009671324
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Variable selection, estimation and inference for multi-period forecasting problems
Pesaran, M. Hashem; Pick, Andreas; Timmermann, Allan - In: Journal of econometrics 164 (2011) 1, pp. 173-187
Persistent link: https://www.econbiz.de/10009270389
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Stick-breaking autoregressive processes
Griffin, J. E.; Steel, Mark F. J. - In: Journal of econometrics 162 (2011) 2, pp. 383-396
Persistent link: https://www.econbiz.de/10009270620
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A time series model for an exchange rate in a target zone with applications
Lundbergh, Stefan; Teräsvirta, Timo - In: Journal of econometrics 131 (2006) 1/2, pp. 579-609
Persistent link: https://www.econbiz.de/10003298619
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A multiple regime smooth transition Heterogeneous Autoregressive model for long memory and asymmetries
McAleer, Michael; Medeiros, Marcelo C. - In: Journal of econometrics 147 (2008) 1, pp. 104-119
Persistent link: https://www.econbiz.de/10003783790