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Google Keyword Rankings for : setar self exciting
1
https://en.wikipedia.org/wiki/SETAR_(model)
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https://en.wikipedia.org/wiki/SETAR_(model)
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2
https://www.hrpub.org/download/20161230/MS5-13407973.pdf
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https://www.hrpub.org/download/20161230/MS5-13407973.pdf
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3
http://www.sciencepub.net/nature/0201/07fu.pdf
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http://www.sciencepub.net/nature/0201/07fu.pdf
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4
https://search.r-project.org/CRAN/refmans/tsDyn/html/setar.html
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https://search.r-project.org/CRAN/refmans/tsDyn/html/setar.html
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5
https://www.researchgate.net/publication/312167485_SETAR_Self-exciting_Threshold_Autoregressive_Non-linear_Currency_Modelling_in_EURUSD_EURTRY_and_USDTRY_Parities
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https://www.researchgate.net/publication/312167485_SETAR_Self-exciting_Threshold_Autoregressive_Non-linear_Currency_Modelling_in_EURUSD_EURTRY_and_USDTRY_Parities
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6
https://journals.sagepub.com/doi/10.1177/0008068320060108
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https://journals.sagepub.com/doi/10.1177/0008068320060108
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7
https://www.ajol.info/index.php/swj/article/view/203023
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https://www.ajol.info/index.php/swj/article/view/203023
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8
https://irihs.ihs.ac.at/id/eprint/1254/1/es-79.pdf
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https://irihs.ihs.ac.at/id/eprint/1254/1/es-79.pdf
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9
https://ieeexplore.ieee.org/document/6861246
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https://ieeexplore.ieee.org/document/6861246
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10
https://gist.github.com/ChadFulton/5962854
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https://gist.github.com/ChadFulton/5962854
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11
https://www.jstor.org/stable/2346347
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https://www.jstor.org/stable/2346347
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12
https://www.econjournals.com/index.php/ijefi/article/view/2418
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https://www.econjournals.com/index.php/ijefi/article/view/2418
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13
https://link.springer.com/chapter/10.1007/978-1-4612-1768-8_33
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https://link.springer.com/chapter/10.1007/978-1-4612-1768-8_33
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14
https://www.semanticscholar.org/paper/Self-Exciting-Threshold-Auto-Regressive-Model-to-Fu-Fu/fd055ba52ba89e39b82777213b4a28c93ff872b4
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https://www.semanticscholar.org/paper/Self-Exciting-Threshold-Auto-Regressive-Model-to-Fu-Fu/fd055ba52ba89e39b82777213b4a28c93ff872b4
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15
https://mssanz.org.au/modsim2011/F4/whyte.pdf
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https://mssanz.org.au/modsim2011/F4/whyte.pdf
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16
https://www.acronymfinder.com/Self_Exciting-Threshold-Autoregressive-(financial-dynamics)-(SETAR).html
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https://www.acronymfinder.com/Self_Exciting-Threshold-Autoregressive-(financial-dynamics)-(SETAR).html
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17
https://ideas.repec.org/p/ihs/ihsesp/79.html
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https://ideas.repec.org/p/ihs/ihsesp/79.html
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18
https://www.estima.com/ecourse/samples/StructuralBreaksSampleChapter.pdf
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https://www.estima.com/ecourse/samples/StructuralBreaksSampleChapter.pdf
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19
https://search.proquest.com/openview/7fa2fb9a9d9f48554b3b59b57d89d472/1?pq-origsite=gscholar&cbl=48359
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https://search.proquest.com/openview/7fa2fb9a9d9f48554b3b59b57d89d472/1?pq-origsite=gscholar&cbl=48359
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20
http://repository.iainponorogo.ac.id/118/
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http://repository.iainponorogo.ac.id/118/
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21
http://acronymsandslang.com/definition/1024833/SETAR-meaning.html
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http://acronymsandslang.com/definition/1024833/SETAR-meaning.html
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22
https://www.chegg.com/homework-help/questions-and-answers/self-exciting-threshold-autoregressive-setar-model-always-continuous-smooth-conditional-me-q72483454
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https://www.chegg.com/homework-help/questions-and-answers/self-exciting-threshold-autoregressive-setar-model-always-continuous-smooth-conditional-me-q72483454
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23
https://www.sciencedirect.com/science/article/abs/pii/S0169207097000174
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https://www.sciencedirect.com/science/article/abs/pii/S0169207097000174
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24
https://ojs3.unpatti.ac.id/index.php/barekeng/article/view/1768
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https://ojs3.unpatti.ac.id/index.php/barekeng/article/view/1768
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25
https://www.tandfonline.com/doi/abs/10.1080/03610910903108492
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https://www.tandfonline.com/doi/abs/10.1080/03610910903108492
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26
https://opencommons.uconn.edu/dissertations/AAI3447459/
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https://opencommons.uconn.edu/dissertations/AAI3447459/
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27
https://www.youtube.com/watch?v=GkAUD-R0U_I
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https://www.youtube.com/watch?v=GkAUD-R0U_I
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28
https://www.mathworks.com/help/econ/tsvar.simulate.html
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https://www.mathworks.com/help/econ/tsvar.simulate.html
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29
https://www3.stat.sinica.edu.tw/statistica/password.asp?vol=1&num=2&art=7
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https://www3.stat.sinica.edu.tw/statistica/password.asp?vol=1&num=2&art=7
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30
https://www.degruyter.com/document/doi/10.1515/jbnst-2013-0103/html
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https://www.degruyter.com/document/doi/10.1515/jbnst-2013-0103/html
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31
https://research.utwente.nl/en/publications/a-comparison-of-nonlinear-stochastic-self-exciting-threshold-auto
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https://research.utwente.nl/en/publications/a-comparison-of-nonlinear-stochastic-self-exciting-threshold-auto
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32
https://article.sciencepublishinggroup.com/pdf/10.11648.j.ajtas.20170606.13.pdf
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https://article.sciencepublishinggroup.com/pdf/10.11648.j.ajtas.20170606.13.pdf
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33
http://www.chadfulton.com/topics/setar_model_functionality.html
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http://www.chadfulton.com/topics/setar_model_functionality.html
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34
https://acronyms.thefreedictionary.com/Self-Exciting+Threshold+Autoregressive
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https://acronyms.thefreedictionary.com/Self-Exciting+Threshold+Autoregressive
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35
https://dergipark.org.tr/tr/download/article-file/358588
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https://dergipark.org.tr/tr/download/article-file/358588
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36
https://research.birmingham.ac.uk/en/publications/how-to-use-setar-models-in-gretl
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https://research.birmingham.ac.uk/en/publications/how-to-use-setar-models-in-gretl
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37
https://www.jandegooijer.nl/uploads/8/3/2/7/83270090/report-ae-6-98.pdf
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https://www.jandegooijer.nl/uploads/8/3/2/7/83270090/report-ae-6-98.pdf
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38
https://core.ac.uk/download/pdf/48539018.pdf
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https://core.ac.uk/download/pdf/48539018.pdf
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39
https://www.worldscientific.com/doi/abs/10.1142/S0219024906003937
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https://www.worldscientific.com/doi/abs/10.1142/S0219024906003937
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40
https://onlinelibrary.wiley.com/doi/abs/10.1002/for.915
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https://onlinelibrary.wiley.com/doi/abs/10.1002/for.915
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41
http://repository.ub.ac.id/153846/
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http://repository.ub.ac.id/153846/
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42
https://papers.ssrn.com/sol3/papers.cfm?abstract_id=558876
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https://papers.ssrn.com/sol3/papers.cfm?abstract_id=558876
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43
https://warwick.ac.uk/fac/soc/economics/research/workingpapers/1995-1998/twerp489.pdf
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https://warwick.ac.uk/fac/soc/economics/research/workingpapers/1995-1998/twerp489.pdf
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44
https://iopscience.iop.org/article/10.1088/1742-6596/2216/1/012093/pdf
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https://iopscience.iop.org/article/10.1088/1742-6596/2216/1/012093/pdf
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45
https://www.cmes.lu.se/ronny-berndtsson/publication/f7105300-f029-4117-8c4c-740e3c7efcf1
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https://www.cmes.lu.se/ronny-berndtsson/publication/f7105300-f029-4117-8c4c-740e3c7efcf1
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46
https://afribary.com/works/on-equal-predictive-ability-and-parallelism-of-self-exciting-threshold-autoregressive-model
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https://afribary.com/works/on-equal-predictive-ability-and-parallelism-of-self-exciting-threshold-autoregressive-model
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47
https://blog.stata.com/2022/05/18/bayesian-threshold-autoregressive-models/
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https://blog.stata.com/2022/05/18/bayesian-threshold-autoregressive-models/
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48
https://www.ukm.my/jsm/pdf_files/SM-PDF-43-10-2014/19%20Abu%20Hassan%20Shaari.pdf
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https://www.ukm.my/jsm/pdf_files/SM-PDF-43-10-2014/19%20Abu%20Hassan%20Shaari.pdf
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49
https://www.uvic.ca/socialsciences/economics/assets/docs/econometrics/ewp0206.pdf
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https://www.uvic.ca/socialsciences/economics/assets/docs/econometrics/ewp0206.pdf
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50
https://arxiv.org/pdf/2002.03134
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https://arxiv.org/pdf/2002.03134
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51
https://d-nb.info/1073826007/34
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https://d-nb.info/1073826007/34
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52
http://jurnalsaintek.uinsby.ac.id/index.php/mantik/article/view/286
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http://jurnalsaintek.uinsby.ac.id/index.php/mantik/article/view/286
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53
http://www.ijastnet.com/journals/Vol_5_No_6_December_2015/11.pdf
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http://www.ijastnet.com/journals/Vol_5_No_6_December_2015/11.pdf
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54
https://www.cairn-int.info/article-E_ECOP_192_0083--simultaneous-tests-for-non-stationarity.htm
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https://www.cairn-int.info/article-E_ECOP_192_0083--simultaneous-tests-for-non-stationarity.htm
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55
https://ro.uow.edu.au/cgi/viewcontent.cgi?referer=&httpsredir=1&article=1025&context=asearc
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https://ro.uow.edu.au/cgi/viewcontent.cgi?referer=&httpsredir=1&article=1025&context=asearc
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56
https://academic.oup.com/biomet/article-abstract/75/3/491/234926
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https://academic.oup.com/biomet/article-abstract/75/3/491/234926
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57
https://pubmed.ncbi.nlm.nih.gov/32541833/
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https://pubmed.ncbi.nlm.nih.gov/32541833/
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58
https://www.oreilly.com/library/view/mastering-python-for/9781789346466/4bbc96db-d88a-409e-abad-c4de36bbfcd1.xhtml
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https://www.oreilly.com/library/view/mastering-python-for/9781789346466/4bbc96db-d88a-409e-abad-c4de36bbfcd1.xhtml
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59
https://www.emis.de/journals/MV/0212/mv021205.pdf
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https://www.emis.de/journals/MV/0212/mv021205.pdf
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60
https://legacy.farmdoc.illinois.edu/nccc134/conf_2019/pdf/Ding_Karali_NCCC-134_2019.pdf
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https://legacy.farmdoc.illinois.edu/nccc134/conf_2019/pdf/Ding_Karali_NCCC-134_2019.pdf
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61
https://www.dse.univr.it/?ent=pubbdip&id=787437&lang=en
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https://www.dse.univr.it/?ent=pubbdip&id=787437&lang=en
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62
https://kar.kent.ac.uk/75239
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https://kar.kent.ac.uk/75239
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63
https://users.wpi.edu/~jdp/Papers/setar/portmanteau_test.pdf
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https://users.wpi.edu/~jdp/Papers/setar/portmanteau_test.pdf
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64
https://krishi.icar.gov.in/jspui/bitstream/123456789/42937/1/Application%20of%20Genetic%20Algorithm%20for%20Fitting%20Self-Exciting%20Threshold%20Autoregressive%20Nonlinear%20Time-Series%20Model.pdf
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https://krishi.icar.gov.in/jspui/bitstream/123456789/42937/1/Application%20of%20Genetic%20Algorithm%20for%20Fitting%20Self-Exciting%20Threshold%20Autoregressive%20Nonlinear%20Time-Series%20Model.pdf
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65
https://digital.library.adelaide.edu.au/dspace/handle/2440/71845
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https://digital.library.adelaide.edu.au/dspace/handle/2440/71845
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66
http://seminar.uad.ac.id/index.php/sendikmad/article/view/733
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http://seminar.uad.ac.id/index.php/sendikmad/article/view/733
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67
https://centaur.reading.ac.uk/72768/
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https://centaur.reading.ac.uk/72768/
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68
https://dl.acm.org/doi/10.1007/s10614-014-9445-8
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https://dl.acm.org/doi/10.1007/s10614-014-9445-8
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69
http://er-cerei.cz/archive/article?volume=12&issue=4&paper=144
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http://er-cerei.cz/archive/article?volume=12&issue=4&paper=144
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70
https://www.academia.edu/3837507/SETAR_model_selection_A_bootstrap_approach
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https://www.academia.edu/3837507/SETAR_model_selection_A_bootstrap_approach
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71
https://www.businessperspectives.org/index.php/journals?controller=pdfview&task=download&item_id=1444
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https://www.businessperspectives.org/index.php/journals?controller=pdfview&task=download&item_id=1444
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72
https://www.ingentaconnect.com/content/tandf/lssp/2022/00000051/00000002/art00008
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https://www.ingentaconnect.com/content/tandf/lssp/2022/00000051/00000002/art00008
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73
https://fmis.fulafia.edu.ng/download.php?filename=A0152-1248-644f1776e1ea.pdf
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https://fmis.fulafia.edu.ng/download.php?filename=A0152-1248-644f1776e1ea.pdf
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74
https://www.journals.vu.lt/nonlinear-analysis/article/download/14076/12986/
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https://www.journals.vu.lt/nonlinear-analysis/article/download/14076/12986/
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75
https://www.sis-statistica.it/old_upload/contenuti/2013/09/RS12-On-the-stationarity-of-the-Threshold.pdf
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https://www.sis-statistica.it/old_upload/contenuti/2013/09/RS12-On-the-stationarity-of-the-Threshold.pdf
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76
https://jfksa.srbiau.ac.ir/article_9734.html?lang=en
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https://jfksa.srbiau.ac.ir/article_9734.html?lang=en
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77
https://search.ebscohost.com/login.aspx?direct=true&profile=ehost&scope=site&authtype=crawler&jrnl=13834649&AN=127608797&h=o8gGJWH6Ru5K4QxY7FemkMe%2FABMpMtlsJNRjiCNod53jF54v1o90auPNuKBzt6LTxgP%2B1eiPrwb%2B1kRd2%2B9Z0A%3D%3D&crl=c
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78
https://eduprojecttopics.com/product/on-equal-predictive-ability-and-parallelism-of-self-exciting-threshold-autoregressive-model/
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https://eduprojecttopics.com/product/on-equal-predictive-ability-and-parallelism-of-self-exciting-threshold-autoregressive-model/
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79
https://www.readcube.com/articles/10.2139%2Fssrn.358262
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https://www.readcube.com/articles/10.2139%2Fssrn.358262
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80
https://www.ssc.wisc.edu/~bhansen/papers/jes_99.html
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https://www.ssc.wisc.edu/~bhansen/papers/jes_99.html
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81
https://www.neliti.com/publications/376944/identifikasi-model-self-exciting-threshold-autoregressive-dengan-switching-two-r
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https://www.neliti.com/publications/376944/identifikasi-model-self-exciting-threshold-autoregressive-dengan-switching-two-r
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82
https://www.emerald.com/insight/content/doi/10.1108/AFR-03-2020-0037/full/html
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https://www.emerald.com/insight/content/doi/10.1108/AFR-03-2020-0037/full/html
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83
https://ejournal.um.edu.my/index.php/JOSMA/article/download/32485/14965/96671
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https://ejournal.um.edu.my/index.php/JOSMA/article/download/32485/14965/96671
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84
https://www.aimsciences.org/article/doi/10.3934/jimo.2006.2.177
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https://www.aimsciences.org/article/doi/10.3934/jimo.2006.2.177
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85
https://www.psai.ph/tps_details.php?id=78
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https://www.psai.ph/tps_details.php?id=78
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86
https://www.ecb.torontomu.ca/~xzhang/publications/globalsip2015-SETAR.pdf
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https://www.ecb.torontomu.ca/~xzhang/publications/globalsip2015-SETAR.pdf
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87
https://jfin-swufe.springeropen.com/track/pdf/10.1186/s40854-019-0157-x.pdf
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https://jfin-swufe.springeropen.com/track/pdf/10.1186/s40854-019-0157-x.pdf
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88
https://www.linguee.com/english-chinese/translation/setar.html
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https://www.linguee.com/english-chinese/translation/setar.html
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89
https://www.fep.up.pt/docentes/mesilva/Pubs/j2015_ASta.pdf
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https://www.fep.up.pt/docentes/mesilva/Pubs/j2015_ASta.pdf
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90
https://ui.adsabs.harvard.edu/abs/2019JHyd..573...82F/abstract
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https://ui.adsabs.harvard.edu/abs/2019JHyd..573...82F/abstract
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91
https://robjhyndman.com/publications/on-continuous-time-threshold-autoregression/
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