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A mixture multiplicative error model for realized volatility
Lanne, Markku (contributor) - 2006
Persistent link: https://www.econbiz.de/10003280702
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Designing non-parametric estimates and tests for means
Schlag, Karl H. (contributor) - 2006
Persistent link: https://www.econbiz.de/10003365687
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A statistical comparison of alternative identification schemes for monetary policy shocks
Lanne, Markku (contributor); Lütkepohl, Helmut (contributor) - 2008
Persistent link: https://www.econbiz.de/10003724343
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ELEVEN: tests needed for a recommendation
Schlag, Karl H. (contributor) - 2006
Persistent link: https://www.econbiz.de/10003266648
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Sample kurtosis, GARCH-t and the degrees of freedom issue
Heracleous, Maria S. (contributor) - 2007
Persistent link: https://www.econbiz.de/10003651568
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Predicting excess returns in financial markets
Canova, Fabio; Marrinan, Jane Ellen - 1993
Persistent link: https://www.econbiz.de/10000865568
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Use and misuse of unobserved components in economic forecasting
Maravall Herrero, Agustín - 1993
Persistent link: https://www.econbiz.de/10000865572
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Forecasting with VARMA models
Lütkepohl, Helmut (contributor) - 2004 - [Elektronische Ressource]
Persistent link: https://www.econbiz.de/10002233744
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Are there any reliable leading indicators for US inflation and GDP growth?
Banerjee, Anindya (contributor);  … - 2002 - [Elektronische Ressource]
Persistent link: https://www.econbiz.de/10001725649
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Forecasting euro-area variables with German pre-EMU data
Brüggemann, Ralf (contributor);  … - 2006
Persistent link: https://www.econbiz.de/10003397952