The Effects of Small Sample Bias in Threshold Autoregressive Models
Year of publication: |
2007-05
|
---|---|
Authors: | Ahmad, Yamin |
Institutions: | Economics Department, University of Wisconsin-Whitewater |
Subject: | Threshold Autoregressive Models | Nonlinear Models | Small Sample Bias | Real Exchange Rates | Simulation |
Extent: | application/pdf |
---|---|
Series: | |
Type of publication: | Book / Working Paper |
Notes: | published in Economics Letters, August 2008, Vol 101, pp 6 - 8 15 pages |
Classification: | F47 - Forecasting and Simulation ; C15 - Statistical Simulation Methods; Monte Carlo Methods ; C32 - Time-Series Models |
Source: |
-
Causes of nonlinearities in low-order models of the real exchange rate
Ahmad, Yamin, (2013)
-
Modelling and Simulation: An Overview
McAleer, Michael, (2013)
-
Oil prices and exchange rates in oil-exporting countries: evidence from TAR and M-TAR models
Mohammadi, Hassan, (2012)
- More ...
-
Outliers and Persistence in Threshold Autoregressive Processes: A Puzzle?
Ahmad, Yamin, (2014)
-
Causes of Nonlinearities in low order models of the real exchange rate
Ahmad, Yamin, (2012)
-
Temporal Aggregation of Random Walk Processes and Implications for Asset Prices
Ahmad, Yamin, (2014)
- More ...