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~isPartOf:"Journal of economic dynamics & control"
~person:"Panchenko, Valentyn"
~subject:"State space model"
~subject:"Time series analysis"
~subject:"United States"
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State space model
Time series analysis
United States
Nichtparametrisches Verfahren
2
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Panchenko, Valentyn
Chan, Joshua
4
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Journal of economic dynamics & control
Discussion paper / Tinbergen Institute
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Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
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Out-of-sample comparison of copula specifications in multivariate density forecasts
Diks, Cees G. H.
;
Panchenko, Valentyn
;
Dijk, Dick van
- In:
Journal of economic dynamics & control
34
(
2010
)
9
,
pp. 1596-1609
Persistent link: https://www.econbiz.de/10009125848
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2
A new statistic and practical guidelines for nonparametric Granger causality testing
Diks, Cees G. H.
;
Panchenko, Valentyn
- In:
Journal of economic dynamics & control
30
(
2006
)
9/10
,
pp. 1647-1669
Persistent link: https://www.econbiz.de/10003370351
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