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Search: subject:"Noncausal"
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Time series analysis
15
Zeitreihenanalyse
15
Estimation theory
9
Inflation
9
Schätztheorie
9
Theorie
9
Bubbles
8
Noncausal time series
8
Spekulationsblase
8
Theory
8
Non-Gaussian time series
7
Noncausal autoregression
7
Phillips curve
7
Autocorrelation
6
Autokorrelation
6
inflation
6
Causality analysis
5
Estimation
5
Kausalanalyse
5
Noncausal Process
5
Schätzung
5
Forecasting model
4
Prognoseverfahren
4
maximum likelihood estimation
4
Generalized covariance estimator
3
Hodrick-Prescott filter
3
Maximum likelihood estimation
3
Phillips-Kurve
3
Stochastic process
3
Stochastischer Prozess
3
USA
3
United States
3
VAR model
3
VAR-Modell
3
bubbles
3
forecasting
3
inflation persistence
3
non-Gaussian time series
3
noncausal
3
noncausal autoregression
3
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Free
40
Undetermined
19
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Book / Working Paper
38
Article
31
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Article in journal
19
Aufsatz in Zeitschrift
19
Working Paper
12
Arbeitspapier
7
Graue Literatur
7
Non-commercial literature
7
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Undetermined
35
English
34
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Lanne, Markku
19
Saikkonen, Pentti
15
Gouriéroux, Christian
10
Luoto, Jani
10
Hecq, Alain W. J.
9
Jasiak, Joann
7
Nyberg, Henri
6
Blasques, Francisco
4
Koopman, Siem Jan
4
Lof, Matthijs
4
Telg, Sean
4
Giancaterini, Francesco
3
Lieb, Lenard
3
Bohn Nielsen, Heino
2
Davis, Richard A.
2
Issler, João Victor
2
Karapanagiotidis, Paul
2
Meitz, Mika
2
Mingoli, Gabriele
2
Morana, Claudio
2
Nientker, Marc
2
Saarinen, Erkka
2
Sandberg, Rickard
2
Voisin, Elisa
2
Zakoian, Jean-Michel
2
Andrews, Beth
1
Bec, Frédérique
1
Brandes, Dirk-Philip
1
Cavaliere, Giuseppe
1
Cubadda, Gianluca
1
Donsimoni, Marie-Paule
1
Franses, Philip Hans
1
Fries, Sébastien
1
Geroski, Paul
1
Giurcanu, Mihai C.
1
Hecq, Alain
1
Hüther, Gerald
1
Jacquemin, Alexis
1
Lan, Ping
1
Li, Song
1
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Institution
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Volkswirtschaftliche Fakultät, Ludwig-Maximilians-Universität München
16
Centre de Recherche en Économie et Statistique (CREST), Groupe des Écoles Nationales d'Économie et Statistique (GENES)
4
Suomen Pankki
3
Centro Studi di Economia e Finanza (CSEF)
1
School of Economics and Management, University of Aarhus
1
İktisat Bölümü, İktisadi ve İdari Bilimler Fakültesi
1
Published in...
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MPRA Paper
16
Working Papers / Centre de Recherche en Économie et Statistique (CREST), Groupe des Écoles Nationales d'Économie et Statistique (GENES)
4
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
3
Journal of econometrics
3
Research Discussion Papers / Suomen Pankki
3
Bank of Finland Research Discussion Papers
2
Discussion paper / Tinbergen Institute
2
Econometrics : open access journal
2
Statistics & Probability Letters
2
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
2
Série des documents de travail
2
Tinbergen Institute Discussion Paper
2
Annals of economics and statistics
1
CEIS Tor Vergata research papers : CEIS Tor Vergata research paper series
1
CREATES Research Papers
1
CSEF Working Papers
1
Computational Statistics & Data Analysis
1
Econometrics
1
Economics Bulletin
1
Economics Letters
1
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
1
Energy economics
1
Ensaios econômicos
1
Essays in honor of Joon Y. Park : econometric methodology in empirical applications
1
International Journal of Forecasting
1
International journal of Chinese culture and management : IJCCM
1
International journal of foresight and innovation policy : IJFIP
1
Journal of Econometrics
1
Journal of Economic Dynamics and Control
1
Journal of economic dynamics & control
1
Journal of international money and finance
1
Journal of money, credit and banking : JMCB
1
Koç University-TUSIAD Economic Research Forum Working Papers
1
Mathematical finance : an international journal of mathematics, statistics and financial economics
1
Mathematics and Computers in Simulation (MATCOM)
1
The journal of industrial economics
1
Working Paper
1
Working papers
1
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Source
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RePEc
35
ECONIS (ZBW)
28
EconStor
6
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1
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69
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1
Optimization of the generalized covariance estimator in
noncausal
processes
Cubadda, Gianluca
;
Giancaterini, Francesco
;
Hecq, Alain …
-
2024
Persistent link: https://www.econbiz.de/10014549054
Saved in:
2
Observation-Driven filters for Time-Series with Stochastic Trends and Mixed Causal
Non-Causal
Dynamics
Blasques, Francisco
;
Koopman, Siem Jan
;
Mingoli, Gabriele
-
2023
non-causal
dynamics and fat-tailed innovations. The model allows for a description of financial time-series that is …
Persistent link: https://www.econbiz.de/10014469608
Saved in:
3
Observation-driven filters for timeseries with stochastic trends and mixed causal
non-causal
dynamics
Blasques, Francisco
;
Koopman, Siem Jan
;
Mingoli, Gabriele
-
2023
non-causal
dynamics and fat-tailed innovations. The model allows for a description of financial time-series that is …
Persistent link: https://www.econbiz.de/10014380706
Saved in:
4
Is climate change time reversible?
Giancaterini, Francesco
;
Hecq, Alain W. J.
;
Morana, Claudio
-
2022
Persistent link: https://www.econbiz.de/10013198842
Saved in:
5
Is climate change time-reversible?
Giancaterini, Francesco
;
Hecq, Alain W. J.
;
Morana, Claudio
- In:
Econometrics : open access journal
10
(
2022
)
4
,
pp. 1-18
of mixed causal and
noncausal
models. It shows that they can also be used for non-stationary processes when the trend …
Persistent link: https://www.econbiz.de/10013533248
Saved in:
6
Conditional moments of
noncausal
alpha-stable processes and the prediction of bubble crash odds
Fries, Sébastien
- In:
Journal of business & economic statistics : JBES ; a …
40
(
2022
)
4
,
pp. 1596-1616
Persistent link: https://www.econbiz.de/10013540394
Saved in:
7
A short term credibility index for central banks under inflation targeting : an application to Brazil
Hecq, Alain W. J.
;
Issler, João Victor
;
Voisin, Elisa
- In:
Journal of international money and finance
143
(
2024
),
pp. 1-17
Persistent link: https://www.econbiz.de/10014551348
Saved in:
8
Selecting between causal and
noncausal
models with quantile autoregressions
Hecq, Alain W. J.
;
Sun, Li
- In:
Studies in nonlinear dynamics and econometrics : SNDE ; …
25
(
2021
)
5
,
pp. 393-416
Persistent link: https://www.econbiz.de/10012806552
Saved in:
9
Predicting crashes in oil prices during the COVID-19 pandemic with mixed causal-
noncausal
models
Hecq, Alain W. J.
;
Voisin, Elisa
- In:
Essays in honor of Joon Y. Park : econometric …
,
(pp. 209-233)
.
2023
Persistent link: https://www.econbiz.de/10014315310
Saved in:
10
Noncausal
affine processes with applications to derivative pricing
Gouriéroux, Christian
;
Lu, Yang
- In:
Mathematical finance : an international journal of …
33
(
2023
)
3
,
pp. 766-796
Persistent link: https://www.econbiz.de/10014329912
Saved in:
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