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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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2
Specification, estimation and evaluation of vector smooth transition autoregressive models with applications
Teräsvirta, Timo
;
Yang, Yukai
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2014
Persistent link: https://www.econbiz.de/10010336592
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3
Is U.S. real output growth really non-normal? : testing distributional assumptions in time-varying location-scale models
Demetrescu, Matei
;
Kruse-Becher, Robinson
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2021
Persistent link: https://www.econbiz.de/10012620758
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4
Consistent inference for predictive regressions in persistent VAR economies
Andersen, Torben
;
Varneskov, Rasmus Tangsgaard
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2018
Persistent link: https://www.econbiz.de/10011797682
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5
Comprehensive testing of linearity against the smooth transition autoregressive model
Seong, Dakyung
;
Cho, Jin Seo
;
Teräsvirta, Timo
-
2019
-
This version: August 2019
Persistent link: https://www.econbiz.de/10012316842
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6
Long monthly temperature series and the Vector Seasonal Shifting Mean and Covariance Autoregressive model
He, Changli
;
Kang, Jian
;
Teräsvirta, Timo
;
Zhang, Shuhua
-
2019
Persistent link: https://www.econbiz.de/10012316885
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7
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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8
The SR approach : a new estimation method for non-linear and non-Gaussian dynamic term structure models
Andreasen, Martin M.
;
Christensen, Bent Jesper
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2010
Persistent link: https://www.econbiz.de/10003939421
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9
Inference in partially identified models with many moment inequalities using Lasso
Bugni, Federico A.
;
Caner, Mehmet
;
Kock, Anders Bredahl
; …
-
2016
Persistent link: https://www.econbiz.de/10011474717
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10
Bootstrap-based inference for cube root consistent estimators
Cattaneo, Matias D.
;
Jansson, Michael
;
Nagasawa, Kenichi
-
2017
Persistent link: https://www.econbiz.de/10011648638
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