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Panel smooth transition regression models
González, Andrés; Teräsvirta, Timo; Dijk, Dick van; … - 2017
Persistent link: https://www.econbiz.de/10011750368
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Asymptotic theory for regressions with smoothly changing parameters
Hillebrand, Eric; Medeiros, Marcelo C.; Xu, Junyue - 2012
Persistent link: https://www.econbiz.de/10009562840
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Nonlinearity, breaks, and long-range dependence in time-series models
Hillebrand, Eric; Medeiros, Marcelo C. - 2012
Persistent link: https://www.econbiz.de/10009562841
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Estimating high-dimensional time series models
Medeiros, Marcelo C.; Mendes, Eduardo F. - 2012
Persistent link: https://www.econbiz.de/10009614505
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Estimation and forecasting of large realized covariance matrices and portfolio choice
Callot, Laurent; Kock, Anders Bredahl; Medeiros, Marcelo C. - 2014
Persistent link: https://www.econbiz.de/10010433252
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Nonlinear models for autoregressive conditional heteroskedasticity
Teräsvirta, Timo - 2011
Persistent link: https://www.econbiz.de/10008779686
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Sir Clive Granger' s contributions to nonlinear time series and econometrics
Teräsvirta, Timo - 2017
Persistent link: https://www.econbiz.de/10011624071
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Nonlinear models in macroeconometrics
Teräsvirta, Timo - 2017
Persistent link: https://www.econbiz.de/10011750305
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Nonlinear forecasting with many predictors using kernel ridge regression
Exterkate, Peter; Groenen, Patrick J. F.; Heij, Christiaan - 2013
Persistent link: https://www.econbiz.de/10009751849
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Dynamic factor models for the volatility surface
Wel, Michael van der; Ozturk, Sait R.; Dijk, Dick van - 2015
Persistent link: https://www.econbiz.de/10011516999