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Nonparametric estimation of generalized impulse response function
Tschernig, Rolf; Yang, Lijian - 2000
Persistent link: https://www.econbiz.de/10001531799
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Time-varying smooth transition autoregressive models
Lundbergh, Stefan; Teräsvirta, Timo; Dijk, Dick van - 2000
Persistent link: https://www.econbiz.de/10001464665
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Model selection in threshold models
Kapetanios, George - 1999
Persistent link: https://www.econbiz.de/10001387305
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Forward and spot exchange rates in a bivariate TAR framework
Dacco, Roberto; Satchell, Stephen - In: The European journal of finance 7 (2001) 2, pp. 131-143
Persistent link: https://www.econbiz.de/10001603196
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Tests for serial independence and linearity based on correlation integrals
Diks, Cees G. H.; Manzan, Sebastiano - 2001
Persistent link: https://www.econbiz.de/10001606728
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On SETAR non-linearity and forecasting
Clements, Michael P.; Franses, Philip Hans; Smith, Jeremy; … - In: Journal of forecasting 22 (2003) 5, pp. 359-375
Persistent link: https://www.econbiz.de/10001781684
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Threshold autoregression with a unit root
Caner, Mehmet; Hansen, Bruce E. - In: Econometrica : journal of the Econometric Society, an … 69 (2001) 6, pp. 1555-1596
Persistent link: https://www.econbiz.de/10001624976
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Smooth transition autoregressive models : a survey of recent developments
Dijk, Dick van; Teräsvirta, Timo; Franses, Philip Hans - In: Econometric reviews 21 (2002) 1, pp. 1-47
Persistent link: https://www.econbiz.de/10001660011
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Time-varying smooth transition autoregressive models
Lundbergh, Stefan; Teräsvirta, Timo; Dijk, Dick van - In: Journal of business & economic statistics : JBES ; a … 21 (2003) 1, pp. 104-121
Persistent link: https://www.econbiz.de/10001728841
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Test for serial independence and linearity based on correlation integrals
Diks, Cees G. H. (contributor);  … - In: Studies in nonlinear dynamics and econometrics : SNDE ; … 6 (2002) 2
Persistent link: https://www.econbiz.de/10001790020