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Viewing the relative efficiency of IV estimators in models with lagged and instantaneous feedbacks
Joseph, Agnes S.; Kiviet, J. F. - 2004
Persistent link: https://www.econbiz.de/10002081905
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Realized volatility and multipower variation
Andersen, Torben; Todorov, Viktor - 2009
Persistent link: https://www.econbiz.de/10003892558
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MCMC-based estimation of Markov Switching ARMA-GARCH models
Henneke, Jan S.; Račev, Svetlozar T.; Fabozzi, Frank J.; … - In: Applied economics 43 (2011) 1/3, pp. 259-271
Persistent link: https://www.econbiz.de/10009011159
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Forecasting macroeconomic variables using neural network models and three automated model selection techniques
Kock, Anders Bredahl; Teräsvirta, Timo - 2011
Persistent link: https://www.econbiz.de/10009267762
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Modelling and simulation : an overview
McAleer, Michael; Chan, Felix; Oxley, Les - 2013
Persistent link: https://www.econbiz.de/10009765832
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The selection of ARIMA models with or without regressors
Johansen, Søren; Riani, Marco; Atkinson, Anthony C. - 2012
Persistent link: https://www.econbiz.de/10009660743
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Combining predictive densities using nonlinear filtering with applications to US economics data
Billo, Monica; Casarin, Roberto; Ravazzolo, Francesco; … - 2011
Persistent link: https://www.econbiz.de/10009720705
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The role of initial values in nonstationary fractional time series models
Johansen, Søren; Nielsen, Morten Ørregaard - 2012
Persistent link: https://www.econbiz.de/10009667400
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A reappraisal of the Meese-Rogoff puzzle
Moosa, Imad A.; Burns, Kelly - In: Applied economics 46 (2014) 1/3, pp. 30-40
Persistent link: https://www.econbiz.de/10010354125
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Times series : cointegration
Johansen, Søren - 2014
Persistent link: https://www.econbiz.de/10010418999