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Decomposing the bias in time-series estimates of CAPM betas
Malloch, H.; Philip, R.; Satchell, Stephen - In: Applied economics 48 (2016) 43/45, pp. 4291-4298
Persistent link: https://www.econbiz.de/10011640063
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A spectral method for bonds
Frutos, Javier de - In: Computers & operations research : and their … 35 (2008) 1, pp. 64-75
Persistent link: https://www.econbiz.de/10003665764
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Evaluating financial time series models for irregulary speced data: a spectral density approach
Duchesne, Pierre; Pacurar, Maria - In: Computers & operations research : and their … 35 (2008) 1, pp. 130-155
Persistent link: https://www.econbiz.de/10003665878
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A note on Bayesian identification of change points in data sequences
Loschi, R. H.; Cruz, F. R. B.; Takahashi, R. H. C.; … - In: Computers & operations research : and their … 35 (2008) 1, pp. 156-170
Persistent link: https://www.econbiz.de/10003665885
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Generalized filtering algorithms for infeasibility analysis
Atlihan, Mustafa K.; Schrage, Linus E. - In: Computers & operations research : and their … 35 (2008) 5, pp. 1446-1464
Persistent link: https://www.econbiz.de/10003670646
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Estimating short and long-run relationships : a guide for the applied economist
Bhaskara Rao, Buddhavarapu - In: Applied economics 39 (2007) 13/15, pp. 1613-1625
Persistent link: https://www.econbiz.de/10003535027
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A univariate model of aggregate labour productivity
Dixon, Robert J.; Lim, Guay C. - In: Applied economics 44 (2012) 16/18, pp. 2075-2080
Persistent link: https://www.econbiz.de/10009572801
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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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Bayesian model averaging and identification of structural breaks in time series
Balcombe, Kelvin G.; Fraser, Iain M.; Sharma, Abhijit - In: Applied economics 43 (2011) 25/27, pp. 3805-3818
Persistent link: https://www.econbiz.de/10009380621
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A univariate model of aggregate labour productivity
Dixon, Robert J.; Lim, Guay C. - In: Applied economics 44 (2012) 4/6, pp. 581-585
Persistent link: https://www.econbiz.de/10009530122