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Temporal causality and the dynamic interactions between terms of trade and current account deficits in co-integrated VAR processes : further evidence from Ivorian time series
Kouassi, Eugene (contributor) - In: Applied economics 31 (1999) 1, pp. 89-96
Persistent link: https://www.econbiz.de/10001364253
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A causal VARMA model analysis with an application to Canadian money and income data
Kim, Woncheol - In: Applied economics 20 (1988) 9, pp. 1167-1183
Persistent link: https://www.econbiz.de/10001055532
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Forecasting the intra-day effective bid ask spread by combining density forecasts
Fall, Malick; Louhichi, Waël; Viviani, Jean-Laurent - In: Applied economics 53 (2021) 50, pp. 5772-5792
Persistent link: https://www.econbiz.de/10012627098
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Adaptive estimation in time-series models
Drost, Feike C.; Klaassen, Chris A.; Werker, Bas J. M. - 1994
Persistent link: https://www.econbiz.de/10000900412
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Testing nested and non-nested periodically integrated autoregressive models
Franses, Philip Hans; McAleer, Michael - 1995
Persistent link: https://www.econbiz.de/10000907435
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Closing the GARCH gap : continuous time GARCH modeling
Drost, Feike C.; Werker, Bas J. M. - 1994
Persistent link: https://www.econbiz.de/10000879810
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On adjusting the HP-filter for the frequency of observations
Ravn, Morten O.; Uhlig, Harald - 1997
Persistent link: https://www.econbiz.de/10000962183
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Fast filtering and smoothing for multivariate state space models
Koopman, Siem Jan; Durbin, James - 1998
Persistent link: https://www.econbiz.de/10000981433
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Improving GARCH volatility forecasts
Klaassen, Franc - 1998
Persistent link: https://www.econbiz.de/10000986444