Search for dissertations about: "Smooth transition models"
Showing result 1 - 5 of 25 swedish dissertations containing the words Smooth transition models.
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1. Nonlinear dynamics and smooth transition models
Abstract : During the last few years nonlinear models have been a very active area of econometric research: new models have been introduced and existing ones generalized. To a large extent, these developments have concerned models in which the conditional moments are regime-dependent. READ MORE
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2. Common features in vector nonlinear time series models
Abstract : This thesis consists of four manuscripts in the area of nonlinear time series econometrics on topics of testing, modeling and forecasting nonlinear common features. The aim of this thesis is to develop new econometric contributions for hypothesis testing and forecasting in thesearea.Both stationary and nonstationary time series are concerned. READ MORE
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3. Modelling macroeconomic time series with smooth transition autoregressions
Abstract : Among the parametric nonlinear time series model families, the smooth transition regression (STR) model has recently received attention in the literature. The considerations in this dissertation focus on the univariate special case of this model, the smooth transition autoregression (STAR) model, although large parts of the discussion can be easily generalised to the more general STR case. READ MORE
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4. Roughening in dimer models : Random matrix statistics and surface fluctuations
Abstract : The field of mathematical statistical mechanics sits at the intersection of probability theory and mathematical physics. It consists of the rigorous analysis of models in statistical mechanics, such as dimer and lattice models - of which the Ising model is a classical example. READ MORE
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5. Smooth transitions in macroeconomic relationships
Abstract : The purpose of this thesis is to explore the possibilities and advantages of describing macroeconomic relationships with a certain well-defined class of parametric nonlinear econometric models, called smooth transition regressions (STR). An STR model is a flexible nonlinear specification with a continuum of regimes. READ MORE
