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Times series : cointegration
Johansen, Søren - 2014
Persistent link: https://www.econbiz.de/10010418934
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Structural VARs, deterministic and stochastic trends : does detrending matter?
Varang Wiriyawit; Wong, Benjamin - 2014
Persistent link: https://www.econbiz.de/10011341994
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An automated prior robustness analysis in Bayesian model comparison
Chan, Joshua; Jacobi, Liana; Zhu, Dan - 2019
Persistent link: https://www.econbiz.de/10012223998
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Specification tests for time-varying parameter models with stochastic volatility
Chan, Joshua - 2015
Persistent link: https://www.econbiz.de/10011758150
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An econometric analysis of some models for constructed binary time series
Harding, Don (contributor); Pagan, Adrian R. (contributor) - 2009
Persistent link: https://www.econbiz.de/10003810439
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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/10009667306
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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/10009667308
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Marginal likelihood estimation with the cross-entropy method
Chan, Joshua C. C.; Eisenstat, Eric - 2012
Persistent link: https://www.econbiz.de/10009562438
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Unit root vector autoregression with volatility induced stationarity
Rahbek, Anders; Bohn Nielsen, Heino - 2012
Persistent link: https://www.econbiz.de/10009545958
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Time varying dimension models
Chan, Joshua C. C.; Koop, Gary; Leon-Gonzalez, Roberto; … - 2011
Persistent link: https://www.econbiz.de/10009405741