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~isPartOf:"Documentos de trabajo / Banco de España"
~isPartOf:"Economics letters"
~person:"Abeysinghe, Tilak"
~person:"Camacho, Maximo"
~person:"Chen, Zhanshou"
~person:"Linton, Oliver"
~person:"Newbold, Paul"
~person:"Robinson, Peter M."
~person:"Wang, Shaoping"
~person:"Zaffaroni, Paolo"
~subject:"Heteroskedastizität"
~subject:"Prognoseverfahren"
~subject:"Theorie"
~subject:"Time series analysis"
~subject:"USA"
~subject:"locally stationary process"
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Abeysinghe, Tilak
Camacho, Maximo
Chen, Zhanshou
Linton, Oliver
Newbold, Paul
Robinson, Peter M.
Wang, Shaoping
Zaffaroni, Paolo
Franses, Philip Hans
9
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ECONIS (ZBW)
23
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1
An automatic algorithm to date the reference cycle of the Spanish economy
Camacho, Maximo
;
Gadea, María Dolores
;
Gómez-Loscos, Ana
-
2021
Persistent link: https://www.econbiz.de/10012795603
Saved in:
2
A score statistic for testing the presence of a stochastic trend in conditional variances
Hong, Yongmiao
;
Linton, Oliver
;
McCabe, Brendan Peter Martin
- In:
Economics letters
213
(
2022
),
pp. 1-6
Persistent link: https://www.econbiz.de/10013442141
Saved in:
3
A new approach to dating the reference cycle
Camacho, Maximo
;
Gadea, María Dolores
;
Gómez-Loscos, Ana
-
2019
Persistent link: https://www.econbiz.de/10012012417
Saved in:
4
Recursive adjusted unit root tests under non-stationary volatility
Wang, Shaoping
;
Li, Yanglin
;
Wen, Kuangyu
- In:
Economics letters
205
(
2021
),
pp. 1-5
Persistent link: https://www.econbiz.de/10013202963
Saved in:
5
The propagation of industrial business cycles
Camacho, Maximo
;
Leiva-Leon, Danilo
-
2017
Persistent link: https://www.econbiz.de/10011791497
Saved in:
6
Monitoring the world business cycle
Camacho, Maximo
;
Martínez-Martín, Jaime
-
2015
Persistent link: https://www.econbiz.de/10011795925
Saved in:
7
Inference for multiple change points in heavy-tailed time series via rank likelihood ratio scan statistics
Chen, Zhanshou
;
Xu, Qiongyao
;
Li, Huini
- In:
Economics letters
179
(
2019
),
pp. 53-56
Persistent link: https://www.econbiz.de/10012121700
Saved in:
8
Testing for no-cointegration under time-varying variance
Wang, Shaoping
;
Zhao, Qing
;
Li, Yanglin
- In:
Economics letters
182
(
2019
),
pp. 45-49
Persistent link: https://www.econbiz.de/10012122426
Saved in:
9
Real-time forecasting US GDP from small-scale factor models
Camacho, Maximo
;
Martínez-Martín, Jaime
-
2014
Persistent link: https://www.econbiz.de/10011789252
Saved in:
10
Markov-switching dynamic factor models in real time
Camacho, Maximo
;
Pérez-Quirós, Gabriel
;
Poncela, Pilar
-
2012
Persistent link: https://www.econbiz.de/10011716154
Saved in:
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