Narrow search
Showing 1 - 10 of 138
Cover Image
Stochastic equicontinuity in nonlinear time series models
Hagemann, Andreas - In: The econometrics journal 17 (2014) 1, pp. 188-196
Persistent link: https://www.econbiz.de/10010498747
Cover Image
Asymptotic properties of endogeneity corrections using nonlinear transformations
Breitung, Jörg; Mayer, Alexander; Wied, Dominik - 2024
Persistent link: https://www.econbiz.de/10015357785
Cover Image
Nonparametric estimation of generalized impulse response function
Tschernig, Rolf; Yang, Lijian - 2000
Persistent link: https://www.econbiz.de/10001531799
Cover Image
Time-varying smooth transition autoregressive models
Lundbergh, Stefan; Teräsvirta, Timo; Dijk, Dick van - 2000
Persistent link: https://www.econbiz.de/10001464665
Cover Image
Generalizing threshold autoregressive models
Teräsvirta, Timo - 1990
Persistent link: https://www.econbiz.de/10000921793
Cover Image
Model selection in threshold models
Kapetanios, George - 1999
Persistent link: https://www.econbiz.de/10001387305
Cover Image
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
Cover Image
Tests for serial independence and linearity based on correlation integrals
Diks, Cees G. H.; Manzan, Sebastiano - 2001
Persistent link: https://www.econbiz.de/10001606728
Cover Image
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
Cover Image
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