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Bayesian analysis of ARMA models using noninformative priors
Kleibergen, Frank; Hoek, Henk - 1997
Persistent link: https://www.econbiz.de/10000952481
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Gaussianity and nonlinearity of foreign exchange rates and macroeconomic time series
Terui, Nobuhiko; Kariya, Takeaki - 1997
Persistent link: https://www.econbiz.de/10000952482
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Common persistence in nonlinear autoregressive models
Boswijk, Herman Peter; Franses, Philip Hans - 1997
Persistent link: https://www.econbiz.de/10000952484
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Outperforming the market using biliniarities in fundamentals and macroeconomic variables
Kloek, Teunis; Lucas, André; Dijk, Ronald van - 1995
Persistent link: https://www.econbiz.de/10000922344
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Cumulated prediction errors of multivariate time series models
Klein, André; Gooijer, Jan G. de - 1996
Persistent link: https://www.econbiz.de/10000929738
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Bayesian analysis of an unobserved component time series model of GNP with Markov switching and time varying growths
Luginbuhl, Rob; Vos, Aart F. de - 1996
Persistent link: https://www.econbiz.de/10000938517
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The estimation of common cycles in vector time series using the Box-Tiao transformation
Hoek, Henk; Romijn, Gerbert - 1996
Persistent link: https://www.econbiz.de/10000942652
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Testing the adequacy of log versus level data transformations using macroeconomic time series
Franses, Philip Hans; Swanson, Norman R. - 1996
Persistent link: https://www.econbiz.de/10000945706
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A model selection approach to detect seasonal unit roots
Kawasaki, Yoshinori; Franses, Philip Hans - 1996
Persistent link: https://www.econbiz.de/10000950626
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Bayesian analysis of stochastic trends in structural time series models
Koop, Gary; Dijk, Herman K. van - 1996
Persistent link: https://www.econbiz.de/10000950676