5

Threshold effects in non-dynamic panels: Estimation, testing, and inference

Year:
1999
Language:
english
File:
PDF, 201 KB
english, 1999
6

Residual-based tests for cointegration in models with regime shifts

Year:
1996
Language:
english
File:
PDF, 1.60 MB
english, 1996
7

Autoregressive Conditional Density Estimation

Year:
1994
Language:
english
File:
PDF, 513 KB
english, 1994
8

Regression Kink with an Unknown Threshold

Year:
2015
Language:
english
File:
PDF, 449 KB
english, 2015
11

Testing for two-regime threshold cointegration in vector error-correction models

Year:
2002
Language:
english
File:
PDF, 239 KB
english, 2002
13

Inference When a Nuisance Parameter Is Not Identified Under the Null Hypothesis

Year:
1996
Language:
english
File:
PDF, 405 KB
english, 1996
15

Threshold Autoregression with a Unit Root

Year:
2001
Language:
english
File:
PDF, 292 KB
english, 2001
16

Threshold autoregression in economics

Year:
2011
Language:
english
File:
PDF, 148 KB
english, 2011
17

TIME SERIES ANALYSIS James D. Hamilton Princeton University Press, 1994

Year:
1995
Language:
english
File:
PDF, 361 KB
english, 1995
19

Sample Splitting and Threshold Estimation

Year:
2000
Language:
english
File:
PDF, 225 KB
english, 2000
20

Jackknife model averaging

Year:
2012
Language:
english
File:
PDF, 332 KB
english, 2012
21

Least Squares Model Averaging

Year:
2007
Language:
english
File:
PDF, 295 KB
english, 2007
22

Asymptotic Theory for the Garch(1,1) Quasi-Maximum Likelihood Estimator

Year:
1994
Language:
english
File:
PDF, 843 KB
english, 1994
24

Averaging estimators for autoregressions with a near unit root

Year:
2010
Language:
english
File:
PDF, 696 KB
english, 2010
29

Least-squares forecast averaging

Year:
2008
Language:
english
File:
PDF, 4.51 MB
english, 2008
33

Heteroskedastic cointegration

Year:
1992
Language:
english
File:
PDF, 939 KB
english, 1992
34

Sample Splitting and Threshold Estimation

Year:
2000
Language:
english
File:
PDF, 565 KB
english, 2000
41

Inference in TAR Models

Year:
1997
Language:
english
File:
PDF, 498 KB
english, 1997
42

A respiration based description of plant growth rate responses to temperature

Year:
1997
Language:
english
File:
PDF, 282 KB
english, 1997
44

Instrumental Variable Estimation of a Threshold Model

Year:
2004
Language:
english
File:
PDF, 2.31 MB
english, 2004
45

The Syracuse I-Plate

Year:
1991
File:
PDF, 607 KB
1991
46

Rethinking the Univariate Approach to Unit Root Testing: Using Covariates to Increase Power

Year:
1995
Language:
english
File:
PDF, 937 KB
english, 1995
49

Hedging Exposure to Volatile Retail Electricity Prices

Year:
2001
Language:
english
File:
PDF, 210 KB
english, 2001