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A mixture autoregressive model based on Gaussian and Student's t-distributions
Virolainen, Savi - In: Studies in nonlinear dynamics and econometrics : SNDE ; … 26 (2022) 4, pp. 559-580
Persistent link: https://www.econbiz.de/10013453777
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High-frequency estimates of the natural real rate and inflation expectations
Aronovich, Alex; Meldrum, Andrew - 2021
Persistent link: https://www.econbiz.de/10012609199
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Semiparametric specification testing of nonlinear models
Delgado, Miguel A.; Stengos, Thanasēs - 1990
Persistent link: https://www.econbiz.de/10000129396
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The dynamics of corporate credit risk : an intensity-based econometric analysis
Monteiro, André Antonio - 2008
Persistent link: https://www.econbiz.de/10003775855
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Approximate nonlinear forecasting methods
White, Halbert - 2006
Persistent link: https://www.econbiz.de/10003338436
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Specification tests of parametric dynamic conditional quantiles
Escanciano, Juan Carlos (contributor);  … - 2008
Persistent link: https://www.econbiz.de/10003806845
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First and second order non-linear cointegration models
Lange, Theis - 2009
Persistent link: https://www.econbiz.de/10003849457
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A note on nonlinear cointegration, misspecification and bimodality
Medeiros, Marcelo C.; Mendes, Eduardo F.; Oxley, Les - 2010
Persistent link: https://www.econbiz.de/10008669363
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Catching growth determinants with the adaptive Lasso
Schneider, Ulrike; Wagner, Martin - 2009
Persistent link: https://www.econbiz.de/10003932586
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Nonlinear combination of macroeconomic forecasts using feedforward neural network
Yousefian, Ali; Gharipour, Amin; Sameti, Morteza - In: The Asian economic review : journal of the Indian … 52 (2010) 2, pp. 207-215
Persistent link: https://www.econbiz.de/10008736560