Narrow search
Showing 1 - 10 of 191
Cover Image
Forecasting with the standardized self-perturbed kalman filter
Grassi, Stefano; Nonejad, Nima; Santucci de Magistris, Paolo - 2014
Persistent link: https://www.econbiz.de/10010339076
Cover Image
Discussion of the forward search : theory and data analysis by Anthony C. Atkinson, Marco Riani, and Andrea Ceroli
Johansen, Søren; Nielsen, Bent - 2010
Persistent link: https://www.econbiz.de/10003929159
Cover Image
The time-varying stystematic risk of carry trade strategies
Christiansen, Charlotte; Ranaldo, Angelo; Söderllind, Paul - 2009
Persistent link: https://www.econbiz.de/10003849534
Cover Image
A generalized exponential time series regression model for electricity prices
Haldrup, Niels; Knapik, O.; Proietti, Tommaso - 2016
Persistent link: https://www.econbiz.de/10011447820
Cover Image
Asymptotic theory for iterated one-step Huber-skip estimators
Johansen, Søren; Nielsen, Bent - 2011
Persistent link: https://www.econbiz.de/10009377349
Cover Image
A simple test for spurious regressions
Noriega-Muro, Antonio E.; Ventosa-Santaulària, Daniel - 2011
Persistent link: https://www.econbiz.de/10009006821
Cover Image
Forecasting with nonlinear time series models
Bredahl Kock, Andreas; Teräsvirta, Timo - 2010
Persistent link: https://www.econbiz.de/10003914221
Cover Image
Outlier detection algorithms for least squares time series regression
Johansen, Søren; Nielsen, Bent - 2014
Persistent link: https://www.econbiz.de/10010418994
Cover Image
Tightness of M-estimators for multiple linear regression in time series
Johansen, Søren; Nielsen, Bent - 2016
Persistent link: https://www.econbiz.de/10011524093