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Bayesian analysis of a doubly truncated ARMA-GARCH model
Goldman, Elena (contributor); Tsurumi, Hiroki (contributor) - In: Studies in nonlinear dynamics and econometrics : SNDE ; … 9 (2005) 3, pp. 1-36
Persistent link: https://www.econbiz.de/10003283242
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Bayesian modeling of school effects using hierarchical models with smoothing priors
Li, Mingliang (contributor); Tobias, Justin L. (contributor) - In: Studies in nonlinear dynamics and econometrics : SNDE ; … 9 (2005) 3, pp. 1-31
Persistent link: https://www.econbiz.de/10003283972
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The nature of power spikes : a regime-switch approach
Jong, Cyriel de (contributor) - In: Studies in nonlinear dynamics and econometrics : SNDE ; … 10 (2006) 3, pp. 1-26
Persistent link: https://www.econbiz.de/10003559018
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Bayesian analysis of structural effects in an ordered equation system
Li, Mingliang (contributor); Tobias, Justin L. (contributor) - In: Studies in nonlinear dynamics and econometrics : SNDE ; … 10 (2006) 4, pp. 1-22
Persistent link: https://www.econbiz.de/10003559283
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Regime-switching cointegration
Jochmann, Markus; Koop, Gary - In: Studies in nonlinear dynamics and econometrics : SNDE ; … 19 (2015) 1, pp. 35-48
Persistent link: https://www.econbiz.de/10011311202
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Do monetary policy shocks generate TAR or STAR dynamics in output?
Donayre, Luiggi - In: Studies in nonlinear dynamics and econometrics : SNDE ; … 19 (2015) 2, pp. 227-247
Persistent link: https://www.econbiz.de/10011313585
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State-dependent effects of fiscal policy
Fazzari, Steven M.; Morley, James C.; Panovska, Irina - In: Studies in nonlinear dynamics and econometrics : SNDE ; … 19 (2015) 3, pp. 285-315
Persistent link: https://www.econbiz.de/10011317161
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A Bayesian approach for capturing daily heterogeneity in intra-daily durations time series
Brownlees, Christian; Vannucci, Marina - In: Studies in nonlinear dynamics and econometrics : SNDE ; … 17 (2013) 1, pp. 21-46
Persistent link: https://www.econbiz.de/10009717739
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Regimes and long memory in realized volatility
Goldman, Elena; Nam, Jouahn; Tsurumi, Hiroki; Jun, Wang - In: Studies in nonlinear dynamics and econometrics : SNDE ; … 17 (2013) 5, pp. 521-549
Persistent link: https://www.econbiz.de/10010228559
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Bayesian adaptively updated Hamiltonian Monte Carlo with an application to high-dimensional BEKK GARCH models
Burda, Martin; Maheu, John M. - In: Studies in nonlinear dynamics and econometrics : SNDE ; … 17 (2013) 4, pp. 345-372
Persistent link: https://www.econbiz.de/10009787988