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A Threshold Model of Real U.S. GDP and the Problem of Constructing Confidence Intervals in TAR Models

Enders, Walter; Falk, Barry; Siklos, Pierre - In: Studies in Nonlinear Dynamics & Econometrics 11 (2007) 3, pp. 1322-1322

We estimate real US GDP growth as a threshold autoregressive process, and construct confidence intervals for the parameter estimates. However, there are various approaches that can be used in constructing the confidence intervals. We construct confidence intervals for the slope coefficients and...

Persistent link: https://www.econbiz.de/10005579854

A Microeconomic Test of Money Neutrality.

Enders, Walter; Falk, Barry - In: The Review of Economics and Statistics 66 (1984) 4, pp. 666-69

Persistent link: https://www.econbiz.de/10005740973

Threshold-autoregressive, median-unbiased, and cointegration tests of purchasing power parity

Enders, Walter - In: International journal of forecasting 14 (1998) 2, pp. 171-186

Persistent link: https://www.econbiz.de/10001338713

Threshold-autoregressive, median-unbiased, and cointegration tests of purchasing power parity

Enders, Walter; Falk, Barry - In: International journal of forecasting 14 (1998) 2, pp. 171-186

Persistent link: https://www.econbiz.de/10006993774

A microeconomic test of money neutrality

Enders, Walter; Falk, Barry - In: The review of economics and statistics 66 (1984) 4, pp. 666-669

Persistent link: https://www.econbiz.de/10002115661

A threshold model of real US GDP and the problem of constructing confidence intervals in TAR models

Enders, Walter; Falk, Barry; Siklos, Pierre L. - In: Studies in nonlinear dynamics and econometrics : SNDE ; … 11 (2007) 3, pp. 1-26

Persistent link: https://www.econbiz.de/10009513022

A threshold model of real US GDP and the problem of constructing confidence intervals in TAR models

Enders, Walter (contributor); Falk, Barry (contributor); … - 2006 - Rev. Mar 6/07

Persistent link: https://www.econbiz.de/10003735606

A Threshold Model of Real U.S. GDP and the Problem of Constructing Confidence Intervals in TAR Models

Enders, Walter - 2007

We estimate real US GDP growth as a threshold autoregressive process, and construct confidence intervals for the parameter estimates. However, there are various approaches that can be used in constructing the confidence intervals. We construct confidence intervals for the slope coefficients and...

Persistent link: https://www.econbiz.de/10012776370

Fitting autoregressive trend stationary models with finite samples

Falk, Barry - In: International journal of forecasting 15 (1999) 1, pp. 11-25

Persistent link: https://www.econbiz.de/10001428413

Predictable excess returns in real estate markets : a study of Iowa farmland values

Falk, Barry - In: Journal of housing economics 2 (1992) 1, pp. 84-105

Persistent link: https://www.econbiz.de/10001137315

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