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~institution:"University of Cambridge / Department of Applied Economics"
~institution:"Universität Basel / Institut für Statistik und Ökonometrie"
~subject:"Zeitreihenanalyse"
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Zeitreihenanalyse
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University of Cambridge / Department of Applied Economics
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Ekonomiska forskningsinstitutet <Stockholm>
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A Gibbs sampler for Beyesian ARCH-models
Korn, Olaf
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1993
Persistent link: https://www.econbiz.de/10000883045
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2
Forecasting time series subject to multiple structural breaks
Pesaran, M. Hashem
(
contributor
); …
-
2004
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[Elektronische Ressource]
Persistent link: https://www.econbiz.de/10002153301
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General model-based filters for extracting cycles and trends in economic time series
Harvey, Andrew C.
(
contributor
); …
-
2001
-
[Elektronische Ressource]
Persistent link: https://www.econbiz.de/10001593484
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4
Testing for drift in a time series
Busetti, Fabio
(
contributor
);
Harvey, Andrew C.
(
contributor
)
-
2002
-
[Elektronische Ressource]
Persistent link: https://www.econbiz.de/10001715100
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5
Improving time series forecasts with expert information
Polasek, Wolfgang
-
1992
Persistent link: https://www.econbiz.de/10000853560
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6
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
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7
Irregularly spaced AR and ARCH (ISAR-ARCH) models
Pai, Jeffrey
;
Polasek, Wolfgang
;
Kozumi, Hideo
-
1995
Persistent link: https://www.econbiz.de/10000911263
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8
The VAR-VARCH model : a Bayesian approach
Polasek, Wolfgang
;
Kozumi, Hideo
-
1995
Persistent link: https://www.econbiz.de/10000911268
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