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In Honor of Manfred M. Fischer

Getis, Arthur - In: The review of regional studies : a joint publ. of the … 37 (2007) 1, pp. 1-4

Persistent link: https://www.econbiz.de/10009410034

The changing spatial distribution of economic activity across US counties

Desmet, Klaus; Fafchamps, Marcel - 2000

Persistent link: https://www.econbiz.de/10001546302

Capturing common components in high-frequency financial time series : a multivariate stochastic multiplicative error model

Hautsch, Nikolaus (contributor) - 2007

relations and cross-dependencies between the individual variables. This confirms economic theory and suggests more parsimonious …

Persistent link: https://www.econbiz.de/10003634717

Multiple cyclical fractional structures in financial time series

Caporale, Guglielmo Maria (contributor); … - 2008

Persistent link: https://www.econbiz.de/10003641950

Lopez, Claude (contributor) - 2008

Persistent link: https://www.econbiz.de/10003732589

Dynamic factor models for multivariate count data : an application to stock-market trading activity

Jung, Robert (contributor); Liesenfeld, Roman (contributor); … - 2008

We propose a dynamic factor model for the analysis of multivariate time series count data. Our model allows for idiosyncratic as well as common serially correlated latent factors in order to account for potentially complex dynamic interdependence between series of counts. The model is estimated...