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Essays on long memory time series
Leschinski, Christian Hendrik - 2016
, Zeitreihenanalyse …
Persistent link: https://www.econbiz.de/10011559565
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Forecasting with medium and large Bayesian VARs
Koop, Gary - 2011
Persistent link: https://www.econbiz.de/10009231257
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A comparison of forecasting procedures for macroeconomic series : the contribution of structural break models
Bauwens, Luc; Koop, Gary; Korobilis, Dimitris; … - 2011
Persistent link: https://www.econbiz.de/10009231265
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Essays on financial time series with a focus on high-frequency data
Becker, Janis - 2020
Persistent link: https://www.econbiz.de/10012225306
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Tail risk and long memory in financial markets
Nguyen, Duc Binh Benno - 2018
Persistent link: https://www.econbiz.de/10012173996
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Using VARs and TVP-VARs with many macroeconomic variables
Koop, Gary - 2013
Persistent link: https://www.econbiz.de/10009735892
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Model switching and model averaging in time-varying parameter regression models
Belmonte, Miguel; Koop, Gary - 2013
Persistent link: https://www.econbiz.de/10009735895
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From early warning systems to asset managers' behavior : evidence for mature and emerging markets
Beckmann, Daniela - 2008
Persistent link: https://www.econbiz.de/10012874866
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Forecasting inflation using dynamic model averaging
Koop, Gary; Korobilis, Dimitris - 2011
Persistent link: https://www.econbiz.de/10009231252