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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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State-space models on the Stiefel manifold with a new approach to nonlinear filtering
Yang, Yukai; Bauwens, Luc - 2018
Persistent link: https://www.econbiz.de/10011946395
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A mixed-frequency Bayesian vector autoregression with a steady-state prior
Ankargren, Sebastian; Unosson, Måns; Yang, Yukai - 2018
Persistent link: https://www.econbiz.de/10011946422
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Specification, estimation and evaluation of vector smooth transition autoregressive models with applications
Teräsvirta, Timo; Yang, Yukai - 2014
Persistent link: https://www.econbiz.de/10010336592
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Linearity and misspecification tests for vector smooth transition regression models
Teräsvirta, Timo; Yang, Yukai - 2014
Persistent link: https://www.econbiz.de/10010250617