Threshold Models for Trended Time Series
Year of publication: |
1999-01
|
---|---|
Authors: | Kapetanios, G. |
Institutions: | Faculty of Economics, University of Cambridge |
Subject: | Nonlinearity | Threshold models | EDTAR models | Forecasting |
-
Threshold models for trended time series
Kapetanios, George, (2003)
-
Forecasting inflation: a comparison of linear Phillips curve models and nonlinear time serie models
Ascari, G., (2003)
-
Asymmetries in conditional mean and variance : modelling stock returns by asMA-asQGARCH
Brännäs, Kurt, (2000)
- More ...
-
Exponent of Cross-sectional Dependence: Estimation and Inference
Bailey, N., (2012)
-
Model Selection in Threshold Models
Kapetanios, G., (1999)
-
Kapetanios, G., (2005)
- More ...