-
2
-
-
0001584540
-
On geometric ergodicity of nonlinear autoregressive models
-
Bhattacharya R.N., Lee C. On geometric ergodicity of nonlinear autoregressive models. Statist. Probab. Lett. 22:1995;311-315.
-
(1995)
Statist. Probab. Lett.
, vol.22
, pp. 311-315
-
-
Bhattacharya, R.N.1
Lee, C.2
-
3
-
-
0042807527
-
Correction to on geometric ergodicity of nonlinear autoregressive models
-
Bhattacharya R.N., Lee C. Correction to on geometric ergodicity of nonlinear autoregressive models. Statist. Probab. Lett. 41:1999;439-440.
-
(1999)
Statist. Probab. Lett.
, vol.41
, pp. 439-440
-
-
Bhattacharya, R.N.1
Lee, C.2
-
4
-
-
21144465257
-
Consistency and limiting distribution of the least squares estimator of a threshold autoregressive model
-
Chan K.S. Consistency and limiting distribution of the least squares estimator of a threshold autoregressive model. The Ann. Statist. 21:1993;520-533.
-
(1993)
The Ann. Statist.
, vol.21
, pp. 520-533
-
-
Chan, K.S.1
-
5
-
-
0001138071
-
Limiting properties of the least squares estimator of a continuous threshold autoregressive model
-
Chan K.S., Tsay R.S. Limiting properties of the least squares estimator of a continuous threshold autoregressive model. Biometrika. 85:1998;413-426.
-
(1998)
Biometrika
, vol.85
, pp. 413-426
-
-
Chan, K.S.1
Tsay, R.S.2
-
6
-
-
0013423787
-
On the ergodicity of TAR(1) processes
-
Chen R., Tsay R. On the ergodicity of TAR(1) processes. Ann. Appl. Probab. 1(4):1991;613-634.
-
(1991)
Ann. Appl. Probab.
, vol.1
, Issue.4
, pp. 613-634
-
-
Chen, R.1
Tsay, R.2
-
7
-
-
0033262354
-
Geometric ergodicity of nonlinear time series
-
Cline B.H., Pu H.H. Geometric ergodicity of nonlinear time series. Statistica Sinica. 9(4):1999;1103-1118.
-
(1999)
Statistica Sinica
, vol.9
, Issue.4
, pp. 1103-1118
-
-
Cline, B.H.1
Pu, H.H.2
-
8
-
-
0032345729
-
Unit root tests and asymmetric adjustment with an example using the term structure of interest rates
-
Enders W., Granger C.W.J. Unit root tests and asymmetric adjustment with an example using the term structure of interest rates. J. Business Econom. Statist. 16:1998;304-311.
-
(1998)
J. Business Econom. Statist.
, vol.16
, pp. 304-311
-
-
Enders, W.1
Granger, C.W.J.2
-
9
-
-
0002962742
-
On the stochastic matrices associated with certain queuing processes
-
Foster F.G. On the stochastic matrices associated with certain queuing processes. Ann. Math. Statist. 24:1953;355-360.
-
(1953)
Ann. Math. Statist.
, vol.24
, pp. 355-360
-
-
Foster, F.G.1
-
10
-
-
84986349431
-
Investigation of production, sales, and inventory relationships using multicointegration and nonsymmetric error-correction models
-
Granger C.W.J., Lee T.H. Investigation of production, sales, and inventory relationships using multicointegration and nonsymmetric error-correction models. J. Appl. Econom. 4:1989;S145-S159.
-
(1989)
J. Appl. Econom.
, vol.4
-
-
Granger, C.W.J.1
Lee, T.H.2
-
11
-
-
0042511529
-
On the null recurrence and transience of a first-order SETAR model
-
Guo M., Petruccelli J. On the null recurrence and transience of a first-order SETAR model. J. Appl. Probab. 28:1991;584-592.
-
(1991)
J. Appl. Probab.
, vol.28
, pp. 584-592
-
-
Guo, M.1
Petruccelli, J.2
-
12
-
-
0033248042
-
Asymptotic behaviors of randomly perturbed dynamical systems
-
Lee O. Asymptotic behaviors of randomly perturbed dynamical systems. Stochast. Anal. Appl. 17:1999;993-1008.
-
(1999)
Stochast. Anal. Appl.
, vol.17
, pp. 993-1008
-
-
Lee, O.1
-
13
-
-
0041327166
-
On probabilistic properties of non-linear ARMA (p,q) models
-
Lee O. On probabilistic properties of non-linear ARMA. (p,q) models Statist. Probab. Lett. 46:2000;121-131.
-
(2000)
Statist. Probab. Lett.
, vol.46
, pp. 121-131
-
-
Lee, O.1
-
14
-
-
84981378982
-
On the stability of a threshold AR(1) without intercepts
-
Lim K. On the stability of a threshold AR(1) without intercepts. J. Time Ser. Anal. 13(2):1992;119-132.
-
(1992)
J. Time Ser. Anal.
, vol.13
, Issue.2
, pp. 119-132
-
-
Lim, K.1
-
16
-
-
43549096463
-
Are economic time series asymmetric over the business cycle
-
Neftci S.N. Are economic time series asymmetric over the business cycle. J. Pol. Econom. 92:1984;307-328.
-
(1984)
J. Pol. Econom.
, vol.92
, pp. 307-328
-
-
Neftci, S.N.1
-
17
-
-
49049143455
-
Trend and random walks in macroeconomic time series: Some evidence and implications
-
Nelson C.R., Plosser C. Trend and random walks in macroeconomic time series: some evidence and implications. J. Monet. Econom. 10:1982;139-162.
-
(1982)
J. Monet. Econom.
, vol.10
, pp. 139-162
-
-
Nelson, C.R.1
Plosser, C.2
-
20
-
-
84981566396
-
A note on the empirical power of unit root tests under threshold processes
-
Pippenger M.K., Goering G.E. A note on the empirical power of unit root tests under threshold processes. Oxford Bull. Econom. Statist. 55:1993;473-481.
-
(1993)
Oxford Bull. Econom. Statist.
, vol.55
, pp. 473-481
-
-
Pippenger, M.K.1
Goering, G.E.2
-
22
-
-
84977411866
-
Business cycle asymmetry: A deeper look
-
Sichel D.E. Business cycle asymmetry: A deeper look. Econom. Inquiry. 31:1993;224-236.
-
(1993)
Econom. Inquiry
, vol.31
, pp. 224-236
-
-
Sichel, D.E.1
-
23
-
-
84986414326
-
Characterizing nonlinearities in business cycles using smooth transition autoregressive models
-
Terasvirta T., Anderson H.M. Characterizing nonlinearities in business cycles using smooth transition autoregressive models. J. Appl. Econom. 7:1993;S119-S139.
-
(1993)
J. Appl. Econom.
, vol.7
-
-
Terasvirta, T.1
Anderson, H.M.2
-
24
-
-
0001590528
-
Nonlinear time series and Markov chains
-
Tj ø stheim D. Nonlinear time series and Markov chains. Adv. Appl. Probab. 8:1990;587-611.
-
(1990)
Adv. Appl. Probab.
, vol.8
, pp. 587-611
-
-
Tj ø Stheim, D.1
-
27
-
-
0000357475
-
Criteria for classifying general Markov chains
-
Tweedie R.L. Criteria for classifying general Markov chains. Adv. Appl. Probab. 8:1975;737-771.
-
(1975)
Adv. Appl. Probab.
, vol.8
, pp. 737-771
-
-
Tweedie, R.L.1
-
28
-
-
0002179369
-
Criteria for rates of convergence of Markov chains with application to queuing theory.
-
J.F.C. Kingman, & G.E.H. Reuter. Cambridge: Cambridge University Press
-
Tweedie R.L. Criteria for rates of convergence of Markov chains with application to queuing theory. Kingman J.F.C., Reuter G.E.H. papers in Probability, Statistics and Analysis. 1983;Cambridge University Press, Cambridge.
-
(1983)
Papers in Probability, Statistics and Analysis.
-
-
Tweedie, R.L.1
-
29
-
-
0000235574
-
Testing for threshold autoregression with conditional heteroscedasticity
-
Wong C.S., Li W.K. Testing for threshold autoregression with conditional heteroscedasticity. Biometrika. 84:1997;407-418.
-
(1997)
Biometrika
, vol.84
, pp. 407-418
-
-
Wong, C.S.1
Li, W.K.2
|