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There are 11160 results for: content related to: WEIGHTED SMOOTH TRANSITION REGRESSIONS

  1. IS THERE AN ASYMMETRIC BEHAVIOUR IN AFRICAN INFLATION? A NON-LINEAR APPROACH

    South African Journal of Economics

    Volume 79, Issue 1, March 2011, Pages: 68–90, Estefania Mourelle, Juan Carlos Cuestas and Luis Alberiko Gil-alana

    Version of Record online : 1 MAR 2011, DOI: 10.1111/j.1813-6982.2011.01266.x

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    Non-linear error correction and the UK demand for broad money, 1878–1993

    Journal of Applied Econometrics

    Volume 16, Issue 3, May/June 2001, Pages: 277–288, Timo Teräsvirta and Ann-Charlotte Eliasson

    Version of Record online : 22 JUN 2001, DOI: 10.1002/jae.611

  3. Building neural network models for time series: a statistical approach

    Journal of Forecasting

    Volume 25, Issue 1, January 2006, Pages: 49–75, Marcelo C. Medeiros, Timo Teräsvirta and Gianluigi Rech

    Version of Record online : 28 DEC 2005, DOI: 10.1002/for.974

  4. Diagnostic Checking in a Flexible Nonlinear Time Series Model

    Journal of Time Series Analysis

    Volume 24, Issue 4, July 2003, Pages: 461–482, MARCELO C. MEDEIROS and ALVARO VEIGA

    Version of Record online : 4 JUL 2003, DOI: 10.1111/1467-9892.00316

  5. Nonlinear Cointegration Relationships Between Non-Life Insurance Premiums and Financial Markets

    Journal of Risk and Insurance

    Volume 76, Issue 3, September 2009, Pages: 753–783, Fredj Jawadi, Catherine Bruneau and Nadia Sghaier

    Version of Record online : 13 JUL 2009, DOI: 10.1111/j.1539-6975.2009.01314.x

  6. Nonlinear dynamics in high-frequency intraday financial data: Evidence for the UK long gilt futures market

    Journal of Futures Markets

    Volume 22, Issue 11, November 2002, Pages: 1037–1057, David G. McMillan and Alan E. H. Speight

    Version of Record online : 24 SEP 2002, DOI: 10.1002/fut.10043

  7. The economic performance of the Shewhart t chart

    Quality and Reliability Engineering International

    Volume 28, Issue 2, March 2012, Pages: 159–180, Giovanni Celano,, Philippe Castagliola,, Enrico Trovato and Sergio Fichera

    Version of Record online : 22 JUN 2011, DOI: 10.1002/qre.1222

  8. A CLOSER LOOK AT LONG-RUN U.S. MONEY DEMAND: LINEAR OR NONLINEAR ERROR-CORRECTION WITH M0, M1, OR M2?

    Economic Inquiry

    Volume 45, Issue 2, April 2007, Pages: 363–376, ALFRED A. HAUG and JULIE TAM

    Version of Record online : 27 NOV 2006, DOI: 10.1111/j.1465-7295.2006.00007.x

  9. Non-Linear Error Correction: Evidence for UK Interest Rates

    The Manchester School

    Volume 72, Issue 5, September 2004, Pages: 626–640, David G. McMillan

    Version of Record online : 28 JUL 2004, DOI: 10.1111/j.1467-9957.2004.00413.x

  10. On the Nonlinear Influence of Reserve Bank of Australia Interventions on Exchange Rates

    Economic Record

    Volume 87, Issue 278, September 2011, Pages: 465–479, STEFAN REITZ, JAN C. RÜLKE and MARK P. TAYLOR

    Version of Record online : 22 MAR 2011, DOI: 10.1111/j.1475-4932.2011.00723.x

  11. Maximum likelihood estimation of STAR and STAR-GARCH models: theory and Monte Carlo evidence

    Journal of Applied Econometrics

    Volume 17, Issue 5, September/October 2002, Pages: 509–534, Felix Chan and Michael McAleer

    Version of Record online : 28 OCT 2002, DOI: 10.1002/jae.686

  12. Realized GARCH: a joint model for returns and realized measures of volatility

    Journal of Applied Econometrics

    Volume 27, Issue 6, September/October 2012, Pages: 877–906, Peter Reinhard Hansen, Zhuo Huang and Howard Howan Shek

    Version of Record online : 17 MAR 2011, DOI: 10.1002/jae.1234

  13. Asymmetric output cost of lowering inflation: empirical evidence for Canada

    Canadian Journal of Economics/Revue canadienne d'économique

    Volume 35, Issue 2, May 2002, Pages: 218–238, Hyeon-Seung Huh and Hyun-Hoon Lee

    Version of Record online : 7 JAN 2003, DOI: 10.1111/1540-5982.00128

  14. Nonlinear Dynamic Relations Between Equity Return and Equity Fund Flow: Korean Market Empirical Evidence

    Asia-Pacific Journal of Financial Studies

    Volume 39, Issue 2, April 2010, Pages: 139–170, Sei-Wan Kim and Youngmin Kim

    Version of Record online : 22 MAR 2010, DOI: 10.1111/j.2041-6156.2010.00007.x

  15. Simulation-based Finite Sample Linearity Test against Smooth Transition Models

    Oxford Bulletin of Economics and Statistics

    Volume 68, Issue s1, December 2006, Pages: 797–812, Andrés González and Timo Teräsvirta

    Version of Record online : 23 NOV 2006, DOI: 10.1111/j.1468-0084.2006.00457.x

  16. Nonlinear Exchange Rate Adjustment and the Monetary Model

    Review of International Economics

    Volume 21, Issue 4, September 2013, Pages: 654–670, Joscha Beckmann

    Version of Record online : 15 AUG 2013, DOI: 10.1111/roie.12062

  17. The Undisclosed Renminbi Basket: Are the Markets Telling Us Something about Where the Renminbi–US Dollar Exchange Rate is Going?

    The World Economy

    Volume 31, Issue 12, December 2008, Pages: 1581–1598, Michael Funke and Marc Gronwald

    Version of Record online : 3 DEC 2008, DOI: 10.1111/j.1467-9701.2008.01141.x

  18. A unified approach to standardized-residuals-based correlation tests for GARCH-type models

    Journal of Applied Econometrics

    Volume 23, Issue 1, January/February 2008, Pages: 111–133, Yi-Ting Chen

    Version of Record online : 20 FEB 2008, DOI: 10.1002/jae.985

  19. Bayesian Model Uncertainty In Smooth Transition Autoregressions

    Journal of Time Series Analysis

    Volume 27, Issue 1, January 2006, Pages: 99–117, Hedibert F. Lopes and Esther Salazar

    Version of Record online : 15 SEP 2005, DOI: 10.1111/j.1467-9892.2005.00455.x

  20. TESTING PARAMETER CONSTANCY AND SUPER EXOGENEITY IN ECONOMETRIC EQUATIONS

    Oxford Bulletin of Economics and Statistics

    Volume 58, Issue 4, November 1996, Pages: 735–763, Eilev S. Jansen and Timo Teräsvirta

    Version of Record online : 1 MAY 2009, DOI: 10.1111/j.1468-0084.1996.mp58004008.x