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Methods for robust control
Dennis, Richard J.; Leitemo, Kai; Söderström, Ulf - In: Journal of economic dynamics & control 33 (2009) 8, pp. 1604-1616
Persistent link: https://www.econbiz.de/10003861081
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First and second order non-linear cointegration models
Lange, Theis - 2009
Persistent link: https://www.econbiz.de/10003849457
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Ambit processes and stochastic partial differential equations
Barndorff-Nielsen, Ole E.; Benth, Fred Espen; Veraart, … - 2010
Persistent link: https://www.econbiz.de/10003959801
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Modelling energy spot prices by Lévy semistationary processes
Barndorff-Nielsen, Ole E.; Benth, Fred Espen; Veraart, … - 2010
Persistent link: https://www.econbiz.de/10003959807
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The model confidence set
Hansen, Peter Reinhard; Lunde, Asger; Nason, James Michael - 2010
Persistent link: https://www.econbiz.de/10008780026
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Technology shocks and aggregate fluctuations in an estimated hybrid RBC model
Malley, James R.; Woitek, Ulrich - In: Journal of economic dynamics & control 34 (2010) 7, pp. 1214-1232
Persistent link: https://www.econbiz.de/10008659495
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Characterizing economic trends by Bayesian stochastic model specification search
Grassi, Stefano; Proietti, Tommaso - 2011
Persistent link: https://www.econbiz.de/10009006817
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Parametric inference and dynamic state recovery from option panels
Andersen, Torben; Fusari, Nicola; Todorov, Viktor - 2012
Persistent link: https://www.econbiz.de/10009524097
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Time-varying (S, s) band models : properties and interpretation
Gautier, Erwan; Le Bihan, Hervé - In: Journal of economic dynamics & control 35 (2011) 3, pp. 394-412
Persistent link: https://www.econbiz.de/10009240635
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The cointegrated vector autoregressive model with general deterministic terms
Johansen, Søren; Nielsen, Morten Ørregaard - 2016
Persistent link: https://www.econbiz.de/10011524104