Keyphrases
Neural Network
100%
Brazil
73%
Factor Model
70%
Realized Volatility
65%
Nonlinear Model
58%
Time Series Model
57%
Generalized Autoregressive Conditional Heteroscedasticity (GARCH)
55%
Smooth Transition
50%
High Dimension
45%
Inflation
45%
Multiple Regimes
44%
Volatility
43%
Least Absolute Shrinkage and Selection Operator (LASSO)
42%
Nonlinear Time Series Model
42%
Neural Network Model
40%
Smooth Transition Models
39%
Forecast Performance
37%
High-dimensional Models
36%
Heteroskedastic Errors
34%
Nonlinearity
33%
Monte Carlo Experiment
31%
Linear Series
31%
Nonlinear Alternative
31%
Threshold Autoregressive Model
31%
Counterfactual Analysis
31%
Partial Covariance
31%
Artificial Control
31%
Macroeconomic Variables
29%
Intervention Effect
29%
Long Memory
28%
Data Environment
26%
Autoregressive Model
25%
Statistical Inference
24%
Model Selection
24%
Unobserved Heterogeneity
23%
Proposed Methodology
23%
Heterogeneous Autoregressive Model
21%
Realized Covariance Matrix
21%
Time Series Forecasting
21%
Smooth Transition Regression Models
21%
Smooth Transition Autoregression
21%
Greedy Randomized Adaptive Search Procedure (GRASP)
21%
Piecewise Linear
21%
Spain
21%
Linearity Test
21%
Functional Coefficients
21%
Asymptotic Distribution
21%
Forecast Error
21%
Model Building
21%
Machine Learning Techniques
21%
Mathematics
Time Series Model
82%
Neural Network
80%
Autoregressive Model
75%
Monte Carlo
51%
Regression Model
50%
Linear Models
43%
Higher Dimensions
42%
Network Model
42%
Linear Time Series
40%
Nonlinear Model
40%
Time Series Modeling
35%
Residuals
34%
Lasso Regression
34%
Regularization
33%
Control Group
31%
Gaussian Distribution
31%
Covariance Matrix
31%
Principal Components
31%
GARCH Model
31%
Variance
31%
Nonlinearities
29%
Model Selection
29%
Maximum Likelihood Estimator
28%
Simulation Study
28%
Supplementary Material
27%
Autoregression
26%
Bootstrapping
26%
Covariance
26%
Consistent Estimator
26%
Smaller Sample
24%
Asymptotic Property
23%
Statistical Method
23%
Misspecification
22%
Lagrange Multiplier
22%
Regressors
21%
Autocorrelation
21%
Error Correction
21%
Piecewise Linear
21%
Artificial Neural Network
21%
Time Series Data
21%
Covariance Structure
21%
Estimated Model
21%
Time Series Forecasting
21%
Least Square
20%
Range Dependence
19%
Statistics
19%
Conditionals
18%
Parametric
17%
Stationarity
15%
Asymptotic Distribution
15%
