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Smooth transition models

Teräsvirta, Timo - 1996

Persistent link: https://www.econbiz.de/10000953743

Modelling economic relationships with smooth transition regressions

Teräsvirta, Timo - 1996

Persistent link: https://www.econbiz.de/10000955669

Fourth moment structure of the GARCH (p, q) process

He, Changli; Teräsvirta, Timo - 1997

Persistent link: https://www.econbiz.de/10000960148

Decomposable principal-agent problems

Nöldeke, Georg (contributor); Samuelson, Larry (contributor) - 2004 - [Elektronische Ressource]

Persistent link: https://www.econbiz.de/10002110791

Consumption commitments and preferences for risk

Postlewaite, Andrew (contributor); … - 2004 - [Elektronische Ressource]

Persistent link: https://www.econbiz.de/10002110812

Sunk investments lead to unpredictable prices

Mailath, George J. (contributor); … - 2004 - [Elektronische Ressource], rev

Persistent link: https://www.econbiz.de/10002111003

Optimal bunching without optimal control

Nöldeke, Georg (contributor); Samuelson, Larry (contributor) - 2005

Persistent link: https://www.econbiz.de/10003229316

Determing the number of regimes in a threshold autoregressive model using smooth transition autoregressions

Strikholm, Birgit (contributor); … - 2005 - [Elektronische Ressource], Rev. February 11, 2005

In this paper we propose a method for determining the number of regimes in threshold autoregressive models using smooth transition autoregression as a tool. As the smooth transition model is just an approximation to the threshold autoregressive one, no asymptotic properties are claimed for the...

Persistent link: https://www.econbiz.de/10002535492

Imperfect monitoring and impermanent reputations

Cripps, Martin (contributor); Mailath, George J. (contributor) - 2002 - [Elektronische Ressource]

Persistent link: https://www.econbiz.de/10001697713

Contemporaneous perfect Epsilon-equilibria

Mailath, George J. (contributor); … - 2002 - [Elektronische Ressource]

Persistent link: https://www.econbiz.de/10001656898