Time-varying Multi-regime Models Fitting by Genetic Algorithms
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- Francesco Battaglia & Mattheos K. Protopapas, 2011. "Time‐varying multi‐regime models fitting by genetic algorithms," Journal of Time Series Analysis, Wiley Blackwell, vol. 32(3), pages 237-252, May.
References listed on IDEAS
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- Zhenxi Chen & Stefan Reitz, 2020.
"Dynamics of the European sovereign bonds and the identification of crisis periods,"
Empirical Economics, Springer, vol. 58(6), pages 2761-2781, June.
- Chen, Zhenxi & Reitz, Stefan, 2016. "Dynamics of the European sovereign bonds and the identification of crisis periods," FinMaP-Working Papers 57, Collaborative EU Project FinMaP - Financial Distortions and Macroeconomic Performance: Expectations, Constraints and Interaction of Agents.
- Frauke Schleer, 2015. "Finding Starting-Values for the Estimation of Vector STAR Models," Econometrics, MDPI, Open Access Journal, vol. 3(1), pages 1-26, January.
- Francesco Battaglia & Mattheos Protopapas, 2012. "Multi–regime models for nonlinear nonstationary time series," Computational Statistics, Springer, vol. 27(2), pages 319-341, June.
- Schleer, Frauke, 2013. "Finding starting-values for maximum likelihood estimation of vector STAR models," ZEW Discussion Papers 13-076, ZEW - Leibniz Centre for European Economic Research.
- Francesco Battaglia & Mattheos Protopapas, 2012. "An analysis of global warming in the Alpine region based on nonlinear nonstationary time series models," Statistical Methods & Applications, Springer;Società Italiana di Statistica, vol. 21(3), pages 315-334, August.
- Francesco Battaglia & Mattheos Protopapas, 2012. "Rejoinder to the discussion of “An analysis of global warming in the Alpine region based on nonlinear nonstationary time series models”," Statistical Methods & Applications, Springer;Società Italiana di Statistica, vol. 21(3), pages 371-373, August.
- Francesco Battaglia & Mattheos K. Protopapas, 2010. "Multi-regime models for nonlinear nonstationary time series," Working Papers 026, COMISEF.
More about this item
KeywordsNonlinear time series; Nonstationary time series; Threshold model;
NEP fieldsThis paper has been announced in the following NEP Reports:
- NEP-CMP-2009-12-05 (Computational Economics)
- NEP-ECM-2009-12-05 (Econometrics)
- NEP-ETS-2009-12-05 (Econometric Time Series)
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