Narrow search
Showing 1 - 10 of 31
Cover Image
How costly is it to ignore breaks when forecasting the direction of a time series?
Pesaran, M. Hashem (contributor);  … - 2003 - [Elektronische Ressource]
Persistent link: https://www.econbiz.de/10001729369
Cover Image
Forecasting with VARMA models
Lütkepohl, Helmut (contributor) - 2004 - [Elektronische Ressource]
Persistent link: https://www.econbiz.de/10002233744
Cover Image
Forecasting time series subject to multiple structural breaks
Pesaran, M. Hashem (contributor);  … - 2004 - [Elektronische Ressource]
Persistent link: https://www.econbiz.de/10002153301
Cover Image
Use and misuse of unobserved components in economic forecasting
Maravall Herrero, Agustín - 1993
Persistent link: https://www.econbiz.de/10000865572
Cover Image
Forecasting macroeconomic variables using diffusion indexes in short samples with structural change
Banerjee, Anindya (contributor);  … - 2008
Persistent link: https://www.econbiz.de/10003652053
Cover Image
Essays on long memory time series
Leschinski, Christian Hendrik - 2016
, Zeitreihenanalyse …
Persistent link: https://www.econbiz.de/10011559565
Cover Image
Essays on financial time series with a focus on high-frequency data
Becker, Janis - 2020
Persistent link: https://www.econbiz.de/10012225306
Cover Image
Tail risk and long memory in financial markets
Nguyen, Duc Binh Benno - 2018
Persistent link: https://www.econbiz.de/10012173996
Cover Image
New test statistics for market timing with applications to emerging markets
Sancetta, A. (contributor); Satchell, Stephen (contributor) - 2002 - [Elektronische Ressource]
Persistent link: https://www.econbiz.de/10001703644
Cover Image
Predicting excess returns in financial markets
Canova, Fabio; Marrinan, Jane Ellen - 1993
Persistent link: https://www.econbiz.de/10000865568