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Information criteria for nonlinear time series models
Rinke, Saskia; Sibbertsen, Philipp - In: Studies in nonlinear dynamics and econometrics : SNDE ; … 20 (2016) 3, pp. 325-341
Persistent link: https://www.econbiz.de/10011507539
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Threshold models with time-varying threshold values and their application in estimating regime-sensitive Taylor rules
Zhu, Yanli; Chen, Haiqiang; Lin, Ming - In: Studies in nonlinear dynamics and econometrics : SNDE ; … 23 (2019) 5, pp. 1-17
Persistent link: https://www.econbiz.de/10012198389
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Direct comparison of agent-based models of herding in financial markets
Barde, Sylvain - In: Journal of economic dynamics & control 73 (2016), pp. 329-353
Persistent link: https://www.econbiz.de/10011709113
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Complexity and model comparison in agent based modeling of financial markets
Mandes, Alexandru; Winker, Peter - In: Journal of economic interaction and coordination : JEIC 12 (2017) 3, pp. 469-506
Persistent link: https://www.econbiz.de/10011878709
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Empirical validation of simulated models through the GSL-div : an illustrative application
Lamperti, Francesco - In: Journal of economic interaction and coordination : JEIC 13 (2018) 1, pp. 143-171
Persistent link: https://www.econbiz.de/10011961943
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Testing for international business cycles : A multilevel factor model with stochastic factor selection
Berger, Tino; Everaert, Gerdie; Pozzi, Lorenzo - In: Journal of economic dynamics & control 128 (2021), pp. 1-16
Persistent link: https://www.econbiz.de/10012628242