✦ LIBER ✦

Bayesian Model Uncertainty In Smooth Transition Autoregressions

✍ Scribed by Hedibert F. Lopes; Esther Salazar

No coin nor oath required. For personal study only.

📜 SIMILAR VOLUMES

Time-Varying Smooth Transition Autoregre

✍ Lundbergh, Stefan; Teräsvirta, Timo; van Dijk, Dick 📂 Article 📅 2003 🏛 American Statistical Association 🌐 English ⚖ 620 KB

Variable smoothing in Bayesian intrinsic

✍ Mark J. Brewer; Andrew J. Nolan 📂 Article 📅 2007 🏛 John Wiley and Sons 🌐 English ⚖ 562 KB

Testing linearity against smooth transit

✍ LUUKKONEN, RITVA; SAIKKONEN, PENTTI; TERÄSVIRTA, TIMO 📂 Article 📅 1988 🏛 Oxford University Press 🌐 English ⚖ 474 KB

Testing the adequacy of smooth transitio

✍ Øyvind Eitrheim; Timo Teräsvirta 📂 Article 📅 1996 🏛 Elsevier Science 🌐 English ⚖ 960 KB

Forecasting ENSO with a smooth transitio

✍ David Ubilava; C. Gustav Helmers 📂 Article 📅 2013 🏛 Elsevier Science 🌐 English ⚖ 886 KB

A robust algorithm for parameter estimat

✍ Stelios D. Bekiros 📂 Article 📅 2009 🏛 Elsevier Science 🌐 English ⚖ 153 KB