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Multivariate contemporaneous threshold autoregressive models
Dueker, Michael; Psaradakis, Zacharias G.; Sola, Martin; … - 2007
Persistent link: https://www.econbiz.de/10003740624
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Contemporaneous threshold autoregressive models : estimation, testing and forecasting
Dueker, Michael; Sola, Martin; Spagnolo, Fabio - In: Journal of econometrics 141 (2007) 2, pp. 517-547
Persistent link: https://www.econbiz.de/10003571319
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Multivariate contemporaneous-threshold autoregressive models
Dueker, Michael; Psaradakis, Zacharias G.; Sola, Martin; … - In: Journal of econometrics 160 (2011) 2, pp. 311-325
Persistent link: https://www.econbiz.de/10009242250
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State-dependent threshold smooth transition autoregressive models
Dueker, Michael; Psaradakis, Zacharias G.; Sola, Martin; … - In: Oxford bulletin of economics and statistics 75 (2013) 6, pp. 835-854
Persistent link: https://www.econbiz.de/10010240900
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Contemporaneous-threshold smooth transition GARCH models
Dueker, Michael; Psaradakis, Zacharias G.; Sola, Martin; … - In: Studies in nonlinear dynamics and econometrics : SNDE ; … 15 (2011) 2, pp. 1-23
Persistent link: https://www.econbiz.de/10009515540
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Multivariate Markov switching with weighted regime determination : giving France more weight than Finland
Dueker, Michael (contributor); Sola, Martin (contributor) - 2008
Persistent link: https://www.econbiz.de/10003741021
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A time-varying threshold STAR model of unemployment and the natural rate
Dueker, Michael; Owyang, Michael T.; Sola, Martin - 2010
Persistent link: https://www.econbiz.de/10008668644
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A time-varying threshold STAR model with applications
Dueker, Michael; Jackson, Laura; Owyang, Michael T.; … - In: Oxford open economics 2 (2023), pp. 1-12
Smooth-transition autoregressive (STAR) models, competitors of Markov-switching models, are limited by an assumed time-invariant threshold level. We augment the STAR model with a time-varying threshold that can be interpreted as a 'tipping level' where the mean and dynamics of the VAR shift....
Persistent link: https://www.econbiz.de/10014492218
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Dynamic forecasts of qualitative variables : a qual VAR model of U.S. recessions
Dueker, Michael (contributor) - 2001 - [Elektronische Ressource], rev.
Persistent link: https://www.econbiz.de/10001962982
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The practice boundaries of advanced practice nurses : an economic and legal analysis
Dueker, Michael; Spurr, Stephen J.; Jacox, Ada K.; … - 2005
Persistent link: https://www.econbiz.de/10003344903