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Linearity testing in time-varying smooth transition autoregressive models under unknown degree of persistence
Kruse, Robinson; Sandberg, Rickard - 2010
Persistent link: https://www.econbiz.de/10008651719
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A generalized Schwartz model for energy spot prices : estimation using a particle MCMC method
Floor Brix, Anne; Lunde, Asger; Wei, Wei - 2015
Persistent link: https://www.econbiz.de/10011373234
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Efficient estimation of non-linear dynamic panel data models with application to smooth transition models
Gørgens, Tue; Skeels, Christopher L.; Würtz, Allan H. - 2009
Persistent link: https://www.econbiz.de/10003892563
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System estimation of panel data models under long-range dependence
Ergemen, Yunus Emre - 2016
Persistent link: https://www.econbiz.de/10011421766
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Oracle inequalities for high-dimensional panel data models
Bredahl Kock, Anders - 2013
Persistent link: https://www.econbiz.de/10009763896
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Threshold regression with endogeneity for short panels
Gørgens, Tue; Würtz, Allan H. - 2018
Persistent link: https://www.econbiz.de/10011946251
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Nonparametric cointegration analysis of fractional systems with unknown integration orders
Nielsen, Morten Ørregaard - 2009
Persistent link: https://www.econbiz.de/10003849417
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Forecasting autoregressive time series under changing persistence
Kruse, Robinson - 2010
Persistent link: https://www.econbiz.de/10003988288
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A simple test for spurious regressions
Noriega-Muro, Antonio E.; Ventosa-Santaulària, Daniel - 2011
Persistent link: https://www.econbiz.de/10009006821
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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