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ECONIS (ZBW)
2,093
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1
Forecasting a nonstationary time series using a mixture of stationary and nonstationary factors as predictors
Hannadige, Sium Bodha
;
Gao, Jiti
;
Silvapulle, Mervyn J.
; …
- In:
Journal of business & economic statistics : JBES ; a …
42
(
2024
)
1
,
pp. 122-134
Persistent link: https://www.econbiz.de/10014449839
Saved in:
2
Bayesian nonparametric panel Markov-switching GARCH models
Casarin, Roberto
;
Costantini, Mauro
;
Osuntuyi, Anthony
- In:
Journal of business & economic statistics : JBES ; a …
42
(
2024
)
1
,
pp. 135-146
Persistent link: https://www.econbiz.de/10014449842
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3
Two-sample testing for tail copulas with an application to equity indices
Can, Sami Umut
;
Einmahl, John H. J.
;
Laeven, Roger J. A.
- In:
Journal of business & economic statistics : JBES ; a …
42
(
2024
)
1
,
pp. 147-159
Persistent link: https://www.econbiz.de/10014449844
Saved in:
4
Optimal subsampling bootstrap for massive data
Ma, Yingying
;
Leng, Chenlei
;
Wang, Hansheng
- In:
Journal of business & economic statistics : JBES ; a …
42
(
2024
)
1
,
pp. 174-186
Persistent link: https://www.econbiz.de/10014449880
Saved in:
5
Probabilistic forecast reconciliation under the Gaussian framework
Wickramasuriya, Shanika L.
- In:
Journal of business & economic statistics : JBES ; a …
42
(
2024
)
1
,
pp. 272-285
Persistent link: https://www.econbiz.de/10014449925
Saved in:
6
Proper scoring rules for evaluating density forecasts with asymmetric loss functions
Iacopini, Matteo
;
Ravazzolo, Francesco
;
Rossini, Luca
- In:
Journal of business & economic statistics : JBES ; a …
41
(
2023
)
2
,
pp. 482-496
Persistent link: https://www.econbiz.de/10014448252
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7
Quantifying time-varying forecast uncertainty and risk for the real price of oil
Aastveit, Knut Are
;
Cross, Jamie
;
Dijk, Herman K. van
- In:
Journal of business & economic statistics : JBES ; a …
41
(
2023
)
2
,
pp. 523-537
Persistent link: https://www.econbiz.de/10014448307
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8
Detection of multiple structural breaks in large covariance matrices
Li, Yu-Ning
;
Li, Degui
;
Fryzlewicz, Piotr
- In:
Journal of business & economic statistics : JBES ; a …
41
(
2023
)
3
,
pp. 846-861
Persistent link: https://www.econbiz.de/10014448448
Saved in:
9
Teacher-to-classroom assignment and student achievement
Graham, Bryan S.
;
Ridder, Geert
;
Thiemann, Petra
; …
- In:
Journal of business & economic statistics : JBES ; a …
41
(
2023
)
4
,
pp. 1328-1340
Persistent link: https://www.econbiz.de/10014448642
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10
Identifying structural vector autoregression via leptokurtic economic shocks
Lanne, Markku
;
Liu, Keyan
;
Luoto, Jani
- In:
Journal of business & economic statistics : JBES ; a …
41
(
2023
)
4
,
pp. 1341-1351
Persistent link: https://www.econbiz.de/10014448648
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