BIROn - Birkbeck Institutional Research Online

    Browse by Person

    Up a level
    Export as [feed] Atom [feed] RSS
    Jump to: Article
    Number of items: 4.

    Article

    Psaradakis, Zacharias and Sola, Martin and Spagnolo, F. and Spagnolo, N. (2009) Selecting nonlinear time series models using information criteria. Journal of Time Series Analysis 30 (4), pp. 369-394. ISSN 0143-9782.

    Psaradakis, Zacharias and Spagnolo, N. (2006) Joint determination of the state dimension and autoregressive order for models with Markov regime switching. Journal of Time Series Analysis 27 (5), pp. 753-766. ISSN 0143-9782.

    Psaradakis, Zacharias and Spagnolo, N. (2003) On the determination of the number of regimes in Markov-switching autoregressive models. Journal of Time Series Analysis 24 , pp. 237-252. ISSN 0143-9782.

    Psaradakis, Zacharias and Spagnolo, N. (2002) Power properties of nonlinearity tests for time series with Markov regimes. Studies in Nonlinear Dynamics & Econometrics 6 (3), ISSN 1081-1826.

    This list was generated on Thu Nov 7 06:42:41 2024 GMT.