Narrow search
Showing 1 - 8 of 8
Cover Image
Time-series methods and applications
Drukker, David M. (contributor) - 2011 - 1. ed.
Persistent link: https://www.econbiz.de/10009685554
Cover Image
Identification restrictions and posterior densities in cointegrated Gaussian VAR systems
Bauwens, Luc - 1996
Persistent link: https://www.econbiz.de/10001334780
Cover Image
Temporal disaggregation, missing observations, outliers, and forecasting : a unifying non-model-based procedure
Marcellino, Massimiliano - 1998
Persistent link: https://www.econbiz.de/10001362828
Cover Image
Some consequences of temporal aggregation in empirical analysis
Marcellino, Massimiliano - In: Journal of business & economic statistics : JBES ; a … 17 (1999) 1, pp. 129-136
Persistent link: https://www.econbiz.de/10001253380
Cover Image
Markov-switching three-pass regression filter
Guérin, Pierre; Leiva-Leon, Danilo; Marcellino, … - In: Journal of business & economic statistics : JBES ; a … 38 (2020) 2, pp. 285-302
Persistent link: https://www.econbiz.de/10012262467
Cover Image
Short-term GDP forecasting with a mixed-frequency dynamic factor model with stochastic volatility
Marcellino, Massimiliano; Porqueddu, Mario; Venditti, … - In: Journal of business & economic statistics : JBES ; a … 34 (2016) 1, pp. 118-127
Persistent link: https://www.econbiz.de/10011691233
Cover Image
Common drifting volatility in large Bayesian VARs
Carriero, Andrea; Clark, Todd E.; Marcellino, Massimiliano - In: Journal of business & economic statistics : JBES ; a … 34 (2016) 3, pp. 375-390
Persistent link: https://www.econbiz.de/10011691646
Cover Image
Topics in identification, limited dependent variables, partial observability, experimentation, and flexible modelling
Jeljazkov, Ivan G. (ed.); Tobias, Justin L. (ed.) - 2019
Persistent link: https://www.econbiz.de/10012163554