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Forecasting aggregated time series variables : a survey
Lütkepohl, Helmut - 2009
Persistent link: https://www.econbiz.de/10003867318
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Forecasting levels of log variables in vector autoregressions
Bardsen, Gunnar; Lütkepohl, Helmut - 2009
Persistent link: https://www.econbiz.de/10003867341
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Rationalizing trading frequency and returns
Bonaparte, Yosef; Cooper, Russell W. - 2010
Persistent link: https://www.econbiz.de/10003974947
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Durable consumption and asset management with transaction and observation costs
Alvarez, Fernando; Guiso, Luigi; Lippi, Francesco - 2010
Persistent link: https://www.econbiz.de/10003960118
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Costly portfolio adjustment
Bonaparte, Yosef; Cooper, Russell W. - 2010
Persistent link: https://www.econbiz.de/10003960559
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Structural vector autoregressions with Markov switching : combining conventional with statistical identification of shocks
Herwartz, Helmut; Lütkepohl, Helmut - 2011
Persistent link: https://www.econbiz.de/10009008157
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Detecting propagation effects by observing aggregate distributions : the case of Lumpy investments
Guiso, Luigi; Lai, Chaoqun; Nirei, Makoto - 2011
Persistent link: https://www.econbiz.de/10009238665
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Forecasting contemporaneous aggregates with stochastic aggregation weights
Brueggemann, Ralf; Lütkepohl, Helmut - 2011
Persistent link: https://www.econbiz.de/10009238569
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Understanding the size and profitability of firms : the role of a biological factor
Guiso, Luigi; Rustichini, Aldo - 2011
Persistent link: https://www.econbiz.de/10008935690