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A threshold model of real US GDP and the problem of constructing confidence intervals in TAR models
Enders, Walter; Falk, Barry; Siklos, Pierre L. - In: Studies in nonlinear dynamics and econometrics : SNDE ; … 11 (2007) 3, pp. 1-26
Persistent link: https://www.econbiz.de/10009513022
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Smooth transition autoregressive models : new approaches to the model selection problem
Maringer, Dietmar G.; Meyer, Mark - In: Studies in nonlinear dynamics and econometrics : SNDE ; … 12 (2008) 1, pp. 1-19
Persistent link: https://www.econbiz.de/10009513637
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Testing for cointegration with threshold adjustment in the presence of structural breaks
Schweikert, Karsten - In: Studies in nonlinear dynamics and econometrics : SNDE ; … 24 (2020) 1, pp. 1-26
Persistent link: https://www.econbiz.de/10012406026
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Effects of filtering data on testing asymmetry in threshold autoregressive models
Li, Jing - In: Studies in nonlinear dynamics and econometrics : SNDE ; … 20 (2016) 5, pp. 549-565
Persistent link: https://www.econbiz.de/10011649160
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A simple solution of the spurious regression problem
Wang, Cindy Shin-Huei; Hafner, Christian M. - In: Studies in nonlinear dynamics and econometrics : SNDE ; … 22 (2018) 3, pp. 1-14
Persistent link: https://www.econbiz.de/10011897483
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Matrix autoregressive models : generalization and Bayesian estimation
Celani, Alessandro; Pagnottoni, Paolo - In: Studies in nonlinear dynamics and econometrics : SNDE ; … 28 (2024) 2, pp. 227-248
Persistent link: https://www.econbiz.de/10014631918
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Probabilistic and statistical properties of moment variations and their use in inference and estimation based on high requency return data
Lee, Kyungsub - In: Studies in nonlinear dynamics and econometrics : SNDE ; … 20 (2016) 1, pp. 19-36
Persistent link: https://www.econbiz.de/10011431109
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Estimating the Wishart Affine Stochastic Correlation model using the empirical characteristic function
Fonseca, José da; Grasselli, Martino; Ielpo, Florian - In: Studies in nonlinear dynamics and econometrics : SNDE ; … 18 (2014) 3, pp. 253-289
Persistent link: https://www.econbiz.de/10010384289
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Wavelet instruments for efficiency gains in generalized method of moment models
Michis, Antonis; Sapatinas, Theofanis - In: Studies in nonlinear dynamics and econometrics : SNDE ; … 11 (2007) 4, pp. 1-23
Persistent link: https://www.econbiz.de/10009513646
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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