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Indexing of technical change in aggregated data
Kvamsdal, Sturla Furunes - In: Computational economics 53 (2019) 3, pp. 901-920
Persistent link: https://www.econbiz.de/10012135102
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Indexing of technical change in aggregated data
Kvamsdal, Sturla Furunes - In: Computational economics 53 (2019) 3, pp. 901-920
Persistent link: https://www.econbiz.de/10012134906
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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
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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
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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
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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
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Nonparametric testing for long-run neutrality with applications to US money and output data
Lee, Jin - In: Computational economics 40 (2012) 2, pp. 183-202
Persistent link: https://www.econbiz.de/10009627469
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Unit root hypothesis in the presence of stochastic volatility, a bayesian analysis
Zhang, Jin-yu; Li, Yong; Chen, Zhu-ming - In: Computational economics 41 (2013) 1, pp. 89-100
Persistent link: https://www.econbiz.de/10009705029
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Bayesian unit root test in double threshold heteroskedastic models
Chen, Cathy W. S.; Chen, Shu-yu; Lee, Sangyeol - In: Computational economics 42 (2013) 4, pp. 471-490
Persistent link: https://www.econbiz.de/10010249863
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Estimate long memory causality relationship by wavelet method
Li, Yushu - In: Computational economics 45 (2015) 4, pp. 531-544
Persistent link: https://www.econbiz.de/10011440949