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~institution:"Centre for Growth and Business Cycle Research <Manchester>"
~institution:"University of Exeter / Department of Economics"
~institution:"Université de Montréal / Département de sciences économiques"
~subject:"Zeitreihenanalyse"
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Zeitreihenanalyse
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Centre for Growth and Business Cycle Research <Manchester>
University of Exeter / Department of Economics
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ECONIS (ZBW)
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Correcting the errors : a note on volatility forecast evaluation based on high-frequency data and realized volatilities
Andersen, Torben
(
contributor
);
Bollerslev, Tim
(
contributor
)
-
2002
-
[Elektronische Ressource]
Persistent link: https://www.econbiz.de/10001947554
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2
Inference for unit roots in dynamic panels in the presence of deterministic trends
Harris, Richard D. F.
;
Tzavalis, Elias
-
1997
Persistent link: https://www.econbiz.de/10000966505
Saved in:
3
Nonlinearity in the Fed's monetary policy rule
Kim, Dong-heon
(
contributor
);
Osborn, Denise R.
(
contributor
)
-
2002
-
[Elektronische Ressource]
Persistent link: https://www.econbiz.de/10001703539
Saved in:
4
Testing for volatility changes in US macroeconomic time series
Sensier, Marianne
(
contributor
);
Dijk, Dick van
(
contributor
)
-
2003
-
[Elektronische Ressource]
Persistent link: https://www.econbiz.de/10001836409
Saved in:
5
Short run and long run causality in time series : inference
Dufour, Jean-Marie
(
contributor
); …
-
2003
-
[Elektronische Ressource]
Persistent link: https://www.econbiz.de/10001948010
Saved in:
6
Short-term volatility versus long-term growth : evidence in US macroeconomic time series
Sensier, Marianne
(
contributor
);
Dijk, Dick van
(
contributor
)
-
2001
-
[Elektronische Ressource]
Persistent link: https://www.econbiz.de/10001575240
Saved in:
7
Strong rules for detecting the number of breaks in a time series
Altissimo, Filippo
;
Corradi, Valentina
-
2000
Persistent link: https://www.econbiz.de/10001542536
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8
A randomized procedure for choosing data transformation
Corradi, Valentina
;
Swanson, Norman R.
-
2001
Persistent link: https://www.econbiz.de/10001616579
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9
Bootstrapping autoregressions with conditional heteroskedasticity of unknown form
Gonçalves, Sílvia
(
contributor
);
Kilian, Lutz
(
contributor
)
-
2003
-
[Elektronische Ressource]
Persistent link: https://www.econbiz.de/10001947544
Saved in:
10
Méthodes d'inférence exactes pour un modèle de régression avec erreur AR(2) gaussiennes
Dufour, Jean-Marie
(
contributor
);
Neifar, Malika
(
contributor
)
-
2003
-
[Elektronische Ressource]
Persistent link: https://www.econbiz.de/10001947831
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