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Nonlinear regression
Schätzung
263
Estimation
258
Regression analysis
124
Regressionsanalyse
124
smooth transition
115
Nichtlineare Regression
104
Theorie
102
Theory
94
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87
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smooth transition models
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58
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56
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51
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smooth transition regression
50
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49
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48
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48
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48
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48
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46
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46
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Teräsvirta, Timo
6
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4
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4
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3
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3
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3
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3
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3
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3
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3
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3
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3
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3
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3
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3
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2
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2
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2
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2
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2
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2
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2
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2
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2
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2
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2
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2
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2
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2
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2
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2
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2
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2
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2
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2
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3
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3
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2
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2
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2
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2
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2
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2
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2
Working paper series / Department of Economics, Auburn University
2
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1
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1
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1
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1
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1
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1
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1
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1
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1
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1
Emerging markets finance & trade : a journal of the Society for the Study of Emerging Markets
1
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1
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1
Finance research letters
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Handbook of economic forecasting ; 1
1
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104
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1
A time-varying threshold STAR model with applications
Dueker, Michael
;
Jackson, Laura
;
Owyang, Michael T.
; …
- In:
Oxford open economics
2
(
2023
),
pp. 1-12
Smooth-transition
autoregressive (STAR) models, competitors of Markov-switching models, are limited by an assumed time …
Persistent link: https://www.econbiz.de/10014492218
Saved in:
2
Long monthly European temperature series and the North Atlantic Oscillation
He, Changli
;
Kang, Jian
;
Silvennoinen, Annastiina
; …
-
2023
Persistent link: https://www.econbiz.de/10014281994
Saved in:
3
Nonlinearities in the exchange rate pass-through : the role of inflation expectations
Anderl, Christina
;
Caporale, Guglielmo Maria
-
2022
estimating a
smooth
transition
regression model with different inflation expectations regimes for five inflation targeting …
Persistent link: https://www.econbiz.de/10012806637
Saved in:
4
A comparison of multistep commodity price forecasts using direct and iterated
smooth
transition
autoregressive methods
Ubilava, David
- In:
Agricultural economics : the journal of the …
53
(
2022
)
5
,
pp. 687-701
Persistent link: https://www.econbiz.de/10013464748
Saved in:
5
Testing for UIP-type relationships : nonlinearities, monetary announcements and interest rate expectations
Anderl, Christina
;
Caporale, Guglielmo Maria
- In:
Open economies review
33
(
2022
)
4
,
pp. 705-749
Persistent link: https://www.econbiz.de/10013455611
Saved in:
6
Exchange rate pass-through to consumer prices in India : nonlinear evidence from a
smooth
transition
model
Bhat, Javed Ahmad
;
Nain, Md Zulquar
;
Bhat, Sajad Ahmad
- In:
International journal of finance & economics : IJFE
29
(
2024
)
1
,
pp. 927-942
Persistent link: https://www.econbiz.de/10014469067
Saved in:
7
The threshold effects of ICT on CO2 emissions : evidence from the MENA countries
Ben Lahouel, Bechir
;
Taleb, Lotfi
;
Managi, Shunsuke
; …
- In:
Environmental economics and policy studies : the …
26
(
2024
)
2
,
pp. 285-305
Persistent link: https://www.econbiz.de/10014536549
Saved in:
8
Effect of monetary policy on the Nigerian stock market : a
smooth
transition
autoregressive approach
Babangida, Jamilu S.
;
Khan, Asad ul Islam
- In:
CBN journal of applied statistics
12
(
2021
)
1
,
pp. 1-21
market, by employing the
Smooth
Transition
Autoregressive (STAR) model on monthly data from 2013 M4 to 2019 M12 for All Share …
Persistent link: https://www.econbiz.de/10012604392
Saved in:
9
Testing for UIP : nonlinearities, monetary announcements and interest rate expectations
Anderl, Christina
;
Caporale, Guglielmo Maria
-
2021
exchange rate and the interest rate differential as well as central bank announcements, and then a Cointegrated
Smooth
…
Transition
VAR (CVSTAR) model incorporating nonlinearities and also taking into account the role of interest rate expectations …
Persistent link: https://www.econbiz.de/10012508617
Saved in:
10
Relationship between real exchange rate and consumption in Nigeria : a nonlinear approach
Babangida, Jamilu S.
;
Sanusi, Aliyu R.
;
Yusuf, Isah M.
- In:
CBN journal of applied statistics
12
(
2021
)
2
,
pp. 125-148
This study analyses the relationship between real exchange rate and domestic con- sumption in Nigeria using the
Smooth
…
Transition
Autoregressive (STAR) model from 1981Q1 to 2019Q4. Findings show that domestic consumption determines the regime shift …
Persistent link: https://www.econbiz.de/10013272886
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