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~isPartOf:"Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet"
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Time series analysis
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Computational economics
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
Journal of econometrics
326
International journal of forecasting
316
Economics letters
277
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
239
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223
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190
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170
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112
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103
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103
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96
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60
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ECONIS (ZBW)
172
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1
Nowcasting GDP growth for small open economies with a mixed-frequency structural model
Yau, Ruey
;
Hueng, C. James
- In:
Computational economics
54
(
2019
)
1
,
pp. 177-198
Persistent link: https://www.econbiz.de/10012134110
Saved in:
2
Different approaches to forecast interval time series : a comparison in finance
Arroyo, Javier
;
Espínola, Rosa
;
Maté, Carlos
- In:
Computational economics
37
(
2011
)
2
,
pp. 169-191
Persistent link: https://www.econbiz.de/10008902936
Saved in:
3
An out-of-sample test for nonlinearity in financial time series : an empirical application
Panagiōtidēs, Theodōros
- In:
Computational economics
36
(
2010
)
2
,
pp. 121-132
Persistent link: https://www.econbiz.de/10008796501
Saved in:
4
A simple fractionally integrated model with a time-varying long memory parameter d t
Boutahar, Mohamed
;
Dufrénot, Gilles
; …
- In:
Computational economics
31
(
2008
)
3
,
pp. 225-241
Persistent link: https://www.econbiz.de/10003691880
Saved in:
5
Point and interval forecasting of spot electricity prices : linear vs. non-linear time series models
Misiorek, Adam
(
contributor
);
Trueck, Stefan
(
contributor
); …
- In:
Studies in nonlinear dynamics and econometrics : SNDE ; …
10
(
2006
)
3
,
pp. 1-34
Persistent link: https://www.econbiz.de/10003559010
Saved in:
6
A long memory model with normal mixture GARCH
Cheung, Yin-Wong
;
Chung, Sang-Kuck
- In:
Computational economics
38
(
2011
)
4
,
pp. 517-539
Persistent link: https://www.econbiz.de/10009356868
Saved in:
7
Beta autoregressive transition Markov-switching models for business cycle analysis
Billio, Monica
;
Casarin, Roberto
- In:
Studies in nonlinear dynamics and econometrics : SNDE ; …
15
(
2011
)
4
,
pp. 1-30
Persistent link: https://www.econbiz.de/10009521858
Saved in:
8
Particle Gibbs with ancestor sampling for stochastic volatility models with: heavy tails, in mean effects, leverage, serial dependence and structural breaks
Nonejad, Nima
- In:
Studies in nonlinear dynamics and econometrics : SNDE ; …
19
(
2015
)
5
,
pp. 561-584
Persistent link: https://www.econbiz.de/10011431022
Saved in:
9
Amplitude and phase synchronization of European business cycles : a wavelet approach
Bruzda, Joanna
- In:
Studies in nonlinear dynamics and econometrics : SNDE ; …
19
(
2015
)
5
,
pp. 625-655
Persistent link: https://www.econbiz.de/10011431057
Saved in:
10
Outliers and persistence in threshold autoregressive processes
Ahmad, Yamin
;
Donayre, Luiggi
- In:
Studies in nonlinear dynamics and econometrics : SNDE ; …
20
(
2016
)
1
,
pp. 37-56
Persistent link: https://www.econbiz.de/10011431114
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