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~isPartOf:"Computational economics"
~subject:"Börsenkurs"
~subject:"Structural break"
~subject:"Zustandsraummodell"
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Boubaker, Heni
4
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1
Controlling heterogeneous structure of smooth breaks in panel unit root and cointegration testing
Omay, Tolga
;
Iren, Perihan
- In:
Computational economics
61
(
2023
)
1
,
pp. 233-265
Persistent link: https://www.econbiz.de/10014228424
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2
International portfolio diversification possibilities : can BRICS become a destination for US investors?
Pan, Lei
;
Mishra, Vinod
- In:
Applied economics
54
(
2022
)
20
,
pp. 2302-2319
Persistent link: https://www.econbiz.de/10012875942
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3
BRIC and GIPS : who drives who? : evidence from newly developed asymmetric causality tests
Hatemi-J, Abdulnasser
;
Roca, Eduardo
- In:
Applied economics
48
(
2016
)
58/60
,
pp. 5772-5778
Persistent link: https://www.econbiz.de/10011772218
Saved in:
4
The relationship between economic growth and electricity consumption : bootstrap ARDL test with a Fourier function and machine learning approach
Wu, Cheng-Feng
;
Huang, Shian-Chang
;
Chiou, Chei-Chang
; …
- In:
Computational economics
60
(
2022
)
4
,
pp. 1197-1220
Persistent link: https://www.econbiz.de/10013445741
Saved in:
5
Time-series model forecasts and structural breaks : evidence from Spanish pre-EMU interest rates
Fernández-Serrano, José Luis
;
Robles-Fernández, M. …
- In:
Applied economics
40
(
2008
)
13/15
,
pp. 1707-1721
Persistent link: https://www.econbiz.de/10003743376
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6
The stability of the Turkish Phillips curve and alternative regime shifting models
Önder, A. Özlem
- In:
Applied economics
41
(
2009
)
19/21
,
pp. 2597-2604
Persistent link: https://www.econbiz.de/10003886271
Saved in:
7
Trend breaks in the research and development process
Pérez, Patricio
;
Esteve García, Vicente
- In:
Applied economics
39
(
2007
)
4/6
,
pp. 663-674
Persistent link: https://www.econbiz.de/10003461979
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8
Maximum likelihood estimation of the Cox–Ingersoll–Ross model using particle filters
De Rossi, Giuliano
- In:
Computational economics
36
(
2010
)
1
,
pp. 1-16
Persistent link: https://www.econbiz.de/10003992469
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9
Estimating time-varying variances and covariances via nearest neighbour multivariate predictions : applications to the NYSE and the Madrid Stock Exchange Index
Acosta-Gonzalez, Eduardo
;
Andrada Félix, Julián
; …
- In:
Applied economics
41
(
2009
)
25/27
,
pp. 3437-3445
Persistent link: https://www.econbiz.de/10003921541
Saved in:
10
Structural breaks and smooth transition autoregressive processes : an application to the US stock value ratios
Yoon, Gawon
- In:
Applied economics
43
(
2011
)
16/18
,
pp. 2313-2320
Persistent link: https://www.econbiz.de/10009380059
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