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~institution:"University of Cambridge / Department of Applied Economics"
~source:"econis"
~subject:"Börsenkurs"
~subject:"Mathematische Optimierung"
~subject:"Zeitreihenanalyse"
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General model-based filters for extracting cycles and trends in economic time series
Harvey, Andrew C.
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2001
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[Elektronische Ressource]
Persistent link: https://www.econbiz.de/10001593484
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Testing for drift in a time series
Busetti, Fabio
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Harvey, Andrew C.
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2002
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[Elektronische Ressource]
Persistent link: https://www.econbiz.de/10001715100
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How costly is it to ignore breaks when forecasting the direction of a time series?
Pesaran, M. Hashem
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contributor
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2003
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[Elektronische Ressource]
Persistent link: https://www.econbiz.de/10001729369
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Forecasting time series subject to multiple structural breaks
Pesaran, M. Hashem
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contributor
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2004
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[Elektronische Ressource]
Persistent link: https://www.econbiz.de/10002153301
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Alternative approaches to estimation and inference in large multifactor panles : small sample results with an application to modelling of asset returns
Kapetanios, George
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contributor
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2005
Persistent link: https://www.econbiz.de/10002808714
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