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~isPartOf:"Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet"
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Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
European journal of operational research : EJOR
265
Journal of econometrics
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Discussion paper / Tinbergen Institute
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Economics letters
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Physica A: Statistical Mechanics and its Applications
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Computational economics
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Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
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Operations research letters
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Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
93
International journal of production research
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Mathematics of operations research
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Mathematical methods of operations research
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Insurance / Mathematics & economics
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Energy economics
73
Quantitative finance
71
Econometric reviews
66
The journal of computational finance
66
Working paper / National Bureau of Economic Research, Inc.
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Applied economics letters
64
Journal of applied econometrics
63
International journal of production economics
62
Risks : open access journal
62
Finance and stochastics
60
International journal of forecasting
60
CEMMAP working papers / Centre for Microdata Methods and Practice
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Computers & operations research : and their applications to problems of world concern ; an international journal
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1
Bayesian analysis of a doubly truncated ARMA-GARCH model
Goldman, Elena
(
contributor
);
Tsurumi, Hiroki
(
contributor
)
- In:
Studies in nonlinear dynamics and econometrics : SNDE ; …
9
(
2005
)
3
,
pp. 1-36
Persistent link: https://www.econbiz.de/10003283242
Saved in:
2
What causes the forecasting failure of Markov-Switching models? : A Monte Carlo study
Bessec, Marie
(
contributor
);
Bouabdallah, Othman
(
contributor
)
- In:
Studies in nonlinear dynamics and econometrics : SNDE ; …
9
(
2005
)
2
,
pp. 1-22
Persistent link: https://www.econbiz.de/10003283250
Saved in:
3
Do monetary policy shocks generate TAR or STAR dynamics in output?
Donayre, Luiggi
- In:
Studies in nonlinear dynamics and econometrics : SNDE ; …
19
(
2015
)
2
,
pp. 227-247
Persistent link: https://www.econbiz.de/10011313585
Saved in:
4
Power properties of nonlinearity tests for time series with Markov regimes
Psaradakis, Zacharias G.
(
contributor
); …
- In:
Studies in nonlinear dynamics and econometrics : SNDE ; …
6
(
2002
)
3
Persistent link: https://www.econbiz.de/10001790033
Saved in:
5
A Markov-chain sampling algorithm for GARCH models
Nakatsuma, Teruo
(
contributor
)
- In:
Studies in nonlinear dynamics and econometrics : SNDE ; …
3
(
1998
)
2
,
pp. 107-117
Persistent link: https://www.econbiz.de/10001769705
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6
Robust estimation of nonstationary, fractionally integrated, autoregressive, stochastic volatility
Jensen, Mark J.
- In:
Studies in nonlinear dynamics and econometrics : SNDE ; …
20
(
2016
)
4
,
pp. 455-475
Persistent link: https://www.econbiz.de/10011649139
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7
An efficient sequential learning algorithm in regime-switching environments
Kim, Jaeho
;
Lee, Sunhyung
- In:
Studies in nonlinear dynamics and econometrics : SNDE ; …
23
(
2019
)
3
,
pp. 1-14
Persistent link: https://www.econbiz.de/10012054894
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8
Bayesian subset selection for two-threshold variable autoregressive models
Ni, Shuxia
;
Xia, Qiang
;
Liu, Jinshan
- In:
Studies in nonlinear dynamics and econometrics : SNDE ; …
22
(
2018
)
4
,
pp. 1-16
Persistent link: https://www.econbiz.de/10011965304
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9
Threshold models with time-varying threshold values and their application in estimating regime-sensitive Taylor rules
Zhu, Yanli
;
Chen, Haiqiang
;
Lin, Ming
- In:
Studies in nonlinear dynamics and econometrics : SNDE ; …
23
(
2019
)
5
,
pp. 1-17
Persistent link: https://www.econbiz.de/10012198389
Saved in:
10
VEC-MSF models in Bayesian analysis of short- and long-run relationships
Pajor, Anna
;
Wróblewska, Justyna
- In:
Studies in nonlinear dynamics and econometrics : SNDE ; …
21
(
2017
)
3
,
pp. 1-22
Persistent link: https://www.econbiz.de/10011708691
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