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6 documents matched the search for the 2010-05-02 issue of the NEP report on Econometric Time Series (nep-ets).
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1. Model Selection and Adaptive Markov chain Monte Carlo for Bayesian Cointegrated VAR model
   Gareth W. Peters, Balakrishnan Kannan, Ben Lasscock and Chris Mellen
   from arXiv.org (2010)
   Created/Revised: 2010-04-01 Added/Modified: 2013-11-07
2. Are Forecast Updates Progressive?
   Chia-Lin Chang, Philip Hans Franses and Michael McAleer
   from University of Canterbury, Department of Economics and Finance (2010)
   Keywords: Macro-economic forecasts; econometric models; intuition; initial forecast; primary forecast; revised forecast; actual value; progressive forecast updates; forecast errors
   JEL-codes: C22; C53; E27; E37
   Created/Revised: 2010-04-01 Added/Modified: 2010-04-21
3. State-Dependent Threshold STAR Models
   Michael Dueker, Zacharias Psaradakis, Martin Sola and Fabio Spagnolo
   from Unitat de Fonaments de l'Anàlisi Econòmica (UAB) and Institut d'Anàlisi Econòmica (CSIC) (2010)
   Keywords: Nonlinear autoregressive models; Smooth transition; Threshold; Interest rates.
   JEL-codes: C22; E43
   Created/Revised: 2010-04-22 Added/Modified: 2010-04-23
4. Multivariate Contemporaneous-Threshold Autoregressive Models
   Michael Dueker, Zacharias Psaradakis, Martin Sola and Fabio Spagnolo
   from Unitat de Fonaments de l'Anàlisi Econòmica (UAB) and Institut d'Anàlisi Econòmica (CSIC) (2010)
   Keywords: Nonlinear autoregressive model; Smooth transition; Stability; Threshold.
   JEL-codes: C32; G12
   Created/Revised: 2010-04-22 Added/Modified: 2010-04-23
5. Macroeconomic forecasting and structural change
   Domenico Giannone, Antonello D'Agostino and Luca Gambetti
   from European Central Bank (2010)
   Keywords: forecasting, inflation, stochastic volatility, time varying vector autoregression
   Created/Revised: 2010-04-01 Added/Modified: 2013-08-17
6. Evaluating a class of nonlinear time series models
   Florian Heinen
   from Leibniz Universität Hannover, Wirtschaftswissenschaftliche Fakultät (2010)
   Keywords: Nonlinearities, Smooth transition, Specification testing, Real exchange rates
   JEL-codes: C12; C22; C52
   Created/Revised: 2010-04-01 Added/Modified: 2014-05-09

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Documents 1 to 6, page 1 of 1. 6 documents matched the search for the 2010-05-02 issue of the NEP report on Econometric Time Series (nep-ets).
Documents 1 to 6, page 1 of 1. Number of results per page 20 30 50 100 200 500 1000