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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
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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
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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
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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
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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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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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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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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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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
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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