Leverage Effect on Financial Series using a Bayesian TAR Model von Oscar Espinosa, Fabio H. Nieto

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TAR Modeling with Missing Data when the White Noise Process Follows a Student’s t-Distribution von Zhang, Hanwen, Nieto, Fabio H.

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Forecasting with Multivariate Threshold Autoregressive Models von Calderon, Sergio, Nieto, Fabio H.

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On a new procedure for identifying a dynamic common factor model von Bolivar, Stevenson, Nieto, Fabio Humberto, Peña, Daniel

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Univariate Conditional Distributions of an Open-Loop TAR Stochastic Process von Nieto, Fabio, Moreno, Edna C.

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ABOUT A PROMPT STRATEGY FOR ESTIMATING MISSING DATA IN LONG TIME SERIES von H. Nieto, Fabio, Ruiz, Fernando

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Construcción de un Indice coincidente para la actividad económica Colombiana von Chudt, Nicolás, Nieto, Fabio H.

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TESTING LINEARITY AGAINST A UNIVARIATE TAR SPECIFICATION IN TIME SERIES WITH MISSING DATA von Nieto, Fabio H, Hoyos, Milena

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Ex post and ex ante prediction of unobserved multivariate time series: a structural-model based approach von Nieto, Fabio H.

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Modelos TAR en series de tiempo financieras von Moreno, Edna, Nieto, Fabio H

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A Coincident Index for the State of the Economy von Nieto, Fabio H.

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Bayesian Analysis of Multiplicative Seasonal Threshold Autoregressive Processes von González Borja, Joaquín, Nieto Sánchez, Fabio Humberto

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Choosing a dynamic common factor as a coincident index von Martínez, Wilmer, Nieto, Fabio H., Poncela, Pilar

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COMMON SEASONALITY IN MULTIVARIATE TIME SERIES von Nieto, Fabio H., Peña, Daniel, Saboyá, Dagoberto

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A note on linear combination of predictors von Ruiz, Edilberto, Nieto, Fabio H.

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A NOTE ON TESTING FOR UNIT ROOTS IN THE UNOBSERVABLE TREND COMPONENT OF A STRUCTURAL MODEL von González, Eliana R, Nieto, Fabio H

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Forecasting with univariate TAR models von Nieto, Fabio H.

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Temporal and contemporaneous disaggregation of multiple economic time series von Guerrero, Víctor M., Nieto, Fabio H.

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Ex-post and ex-ante prediction of unobserved economic time series: a case study von Nieto, Fabio H.

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Kalman filter for singular and conditional state-space models when the system state and the observational error are correlated von Nieto, Fabio H., Guerrero, Victor M.

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