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~isPartOf:"Journal of economic dynamics & control"
~subject:"Börsenkurs"
~subject:"Structural break"
~subject:"Zustandsraummodell"
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Computational economics
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Economics letters
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Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
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ECONIS (ZBW)
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1
Controlling heterogeneous structure of smooth breaks in panel unit root and cointegration testing
Omay, Tolga
;
Iren, Perihan
- In:
Computational economics
61
(
2023
)
1
,
pp. 233-265
Persistent link: https://www.econbiz.de/10014228424
Saved in:
2
Drift and breaks in labor productivity
Benati, Luca
- In:
Journal of economic dynamics & control
31
(
2007
)
8
,
pp. 2847-2877
Persistent link: https://www.econbiz.de/10003499209
Saved in:
3
The relationship between economic growth and electricity consumption : bootstrap ARDL test with a Fourier function and machine learning approach
Wu, Cheng-Feng
;
Huang, Shian-Chang
;
Chiou, Chei-Chang
; …
- In:
Computational economics
60
(
2022
)
4
,
pp. 1197-1220
Persistent link: https://www.econbiz.de/10013445741
Saved in:
4
Rational bubbles : too many to be true?
Caravello, Tomas E.
;
Psaradakis, Zacharias G.
;
Sola, Martin
- In:
Journal of economic dynamics & control
151
(
2023
),
pp. 1-27
Persistent link: https://www.econbiz.de/10014478681
Saved in:
5
Capturing common components in high-frequency financial time series : a multivariate stochastic multiplicative error model
Hautsch, Nikolaus
- In:
Journal of economic dynamics & control
32
(
2008
)
12
,
pp. 3978-4015
Persistent link: https://www.econbiz.de/10003804813
Saved in:
6
Computing the mean square error of unobserved components extracted by misspecified time series models
Harvey, Andrew C.
;
Delle Monache, Davide
- In:
Journal of economic dynamics & control
33
(
2009
)
2
,
pp. 283-295
Persistent link: https://www.econbiz.de/10003809970
Saved in:
7
Modelling long memory and structural breaks in conditional variances : an adaptive FIGARCH approach
Baillie, Richard
;
Morana, Claudio
- In:
Journal of economic dynamics & control
33
(
2009
)
8
,
pp. 1577-1592
Persistent link: https://www.econbiz.de/10003861075
Saved in:
8
Forecasting volatility and volume in the Tokyo stock market : long memory, fractality and regime switching
Lux, Thomas
;
Kaizoji, Taisei
- In:
Journal of economic dynamics & control
31
(
2007
)
6
,
pp. 1808-1843
Persistent link: https://www.econbiz.de/10003487855
Saved in:
9
Maximum likelihood estimation of the Cox–Ingersoll–Ross model using particle filters
De Rossi, Giuliano
- In:
Computational economics
36
(
2010
)
1
,
pp. 1-16
Persistent link: https://www.econbiz.de/10003992469
Saved in:
10
Maximum likelihood estimation for dynamic factor models with missing data
Jungbacker, Borus
;
Koopman, Siem Jan
;
Wel, Michel van der
- In:
Journal of economic dynamics & control
35
(
2011
)
8
,
pp. 1358-1368
Persistent link: https://www.econbiz.de/10009241401
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