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On the performance of information criteria for model identification of count time series
Weiß, Christian H.; Feld, Martin H.-J. M. - In: Studies in nonlinear dynamics and econometrics : SNDE ; … 24 (2020) 1, pp. 1-16
Persistent link: https://www.econbiz.de/10012198497
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Trimmed Whittle estimation of the SVAR vs. filtering low-frequency fluctuations : applications to technology shocks
Lovcha, Yuliya; Perez-Laborda, Alejandro - In: Studies in nonlinear dynamics and econometrics : SNDE ; … 24 (2020) 1, pp. 1-18
Persistent link: https://www.econbiz.de/10012198499
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A threshold mixed count time series model : estimation and application
Dungey, Mardi H.; Martin, Vance; Tang, Chrismin; … - In: Studies in nonlinear dynamics and econometrics : SNDE ; … 24 (2020) 2, pp. 1-18
Persistent link: https://www.econbiz.de/10012198537
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A Markov-switching regression model with non-Gaussian innovations : estimation and testing
De Angelis, Luca; Viroli, Cinzia - In: Studies in nonlinear dynamics and econometrics : SNDE ; … 21 (2017) 2, pp. 1-22
Persistent link: https://www.econbiz.de/10011705723
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Changes in persistence, spurious regressions and the Fisher hypothesis
Kruse, Robinson; Ventosa-Santaulària, Daniel; … - In: Studies in nonlinear dynamics and econometrics : SNDE ; … 21 (2017) 3, pp. 1-28
Persistent link: https://www.econbiz.de/10011708765
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Estimation of long memory in volatility using wavelets
Kraicová, Lucie; Baruník, Jozef - In: Studies in nonlinear dynamics and econometrics : SNDE ; … 21 (2017) 3, pp. 1-22
Persistent link: https://www.econbiz.de/10011709605
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Flexible Fourier form for volatility breaks
Li, Jing; Enders, Walter - In: Studies in nonlinear dynamics and econometrics : SNDE ; … 22 (2018) 1, pp. 1-19
Persistent link: https://www.econbiz.de/10011886596
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Closed-form estimators for finite-order ARCH models as simple and competitive alternatives to QMLE
Prono, Todd - In: Studies in nonlinear dynamics and econometrics : SNDE ; … 22 (2018) 5, pp. 1-25
Persistent link: https://www.econbiz.de/10011965371
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Estimating point and density forecasts for the US economy with a factor-augmented vector autoregressive DSGE model
Bekiros, Stelios; Paccagnini, Alessia - In: Studies in nonlinear dynamics and econometrics : SNDE ; … 19 (2015) 2, pp. 107-136
Persistent link: https://www.econbiz.de/10011313595
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Power properties of linearity test for time series
Teräsvirta, Timo (contributor) - In: Studies in nonlinear dynamics and econometrics : SNDE ; … 1 (1996) 1, pp. 3-10
Persistent link: https://www.econbiz.de/10001769423