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Threshold models
nonlinear time series
100
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92
Zeitreihenanalyse
75
threshold models
75
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69
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62
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McAleer, Michael
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Prodan, Ruxandra
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Sznajderska, Anna
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Ginn, Vance
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Economic modelling
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ECONIS (ZBW)
26
RePEc
22
EconStor
1
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1
Robust forecasting of electricity prices : simulations, models and the impact of renewable sources
Grossi, Luigi
;
Nan, Fany
- In:
Technological forecasting & social change : an …
141
(
2019
),
pp. 305-318
Persistent link: https://www.econbiz.de/10012133107
Saved in:
2
Smooth Transition Spatial Autoregressive Models
Andree, Bo Pieter Johannes
;
Blasques, Francisco
; …
-
2017
geometric
ergodicity
of the model. Simulation results justify the use of limit theory in empirically relevant settings. The …
Persistent link: https://www.econbiz.de/10011662548
Saved in:
3
Forecasting series containing offsetting breaks : old school and new school methods of forecasting transnational terrorism
Enders, Walter
;
Liu, Yu
;
Prodan, Ruxandra
- In:
Defence and peace economics
20
(
2009
)
6
,
pp. 441-463
Persistent link: https://www.econbiz.de/10003938360
Saved in:
4
Level shifts in stock returns driven by large shocks
Dendramis, Yiannis
;
Kapetanios, George
;
Tzavalis, Elias
- In:
Journal of empirical finance
29
(
2014
),
pp. 41-51
Persistent link: https://www.econbiz.de/10011300506
Saved in:
5
Frontiers in time series and financial econometrics: An overview
Ling, Shiqing
;
McAleer, Michael
;
Tong, Howell
- In:
Journal of econometrics
189
(
2015
)
2
,
pp. 245-250
Persistent link: https://www.econbiz.de/10011503737
Saved in:
6
Asymmetric effects in the Polish monetary policy rule
Sznajderska, Anna
- In:
Economic modelling
36
(
2014
),
pp. 547-556
Persistent link: https://www.econbiz.de/10010416364
Saved in:
7
Identifying thresholds in aid effectiveness
Wagner, Laurent
- In:
Review of world economics
150
(
2014
)
3
,
pp. 619-638
Persistent link: https://www.econbiz.de/10010412699
Saved in:
8
Threshold effect of foreign direct investment on environmental degradation
Chang, Shu Chen
- In:
Portuguese economic journal
14
(
2015
)
1/3
,
pp. 75-102
Persistent link: https://www.econbiz.de/10011446105
Saved in:
9
Asymmetric adjustments in the spread of lending and deposit rates : evidence from extended threshold unit root tests
Lee, Junsoo
;
Strazicich, Mark
;
Yu, Byungchul
- In:
Review of financial economics : RFE
22
(
2013
)
4
,
pp. 187-193
Persistent link: https://www.econbiz.de/10010442728
Saved in:
10
The role of underground storage in the dynamics of the US natural gas market : a threshold model analysis
Rubaszek, Michał
;
Uddin, Mohammed Gazi Salah
- In:
Energy economics
87
(
2020
),
pp. 1-9
Persistent link: https://www.econbiz.de/10012512284
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