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A Wiener-Kolmogorov filter for seasonal adjustment and the Cholesky decomposition of a Toeplitz matrix
Pollock, David Stephen G.; Mise, Emi - In: Computational economics 59 (2022) 3, pp. 913-933
Persistent link: https://www.econbiz.de/10013169117
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Econometric filters
Pollock, David Stephen G. - In: Computational economics 48 (2016) 4, pp. 669-691
Persistent link: https://www.econbiz.de/10011713098
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Seasonal nonlinear long memory model for the US inflation rates
Ajmi, Ahdi Noomen; Nasr, Adnen Ben; Boutahar, Mohamed - In: Computational economics 31 (2008) 3, pp. 243-254
Persistent link: https://www.econbiz.de/10003691897
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Inferring causal interactions in financial markets using conditional Granger causality based on quantile regression
Cheng, Hong; Wang, Yunqing; Wang, Yihong; Yang, Tinggan - In: Computational economics 59 (2022) 2, pp. 719-748
Persistent link: https://www.econbiz.de/10013169042
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L1 common trend filtering
Yamada, Hiroshi; Bao, Ruoyi - In: Computational economics 59 (2022) 3, pp. 1005-1025
Persistent link: https://www.econbiz.de/10013169212
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Testing for periodic integration with a changing mean
Barrio Castro, Tomás del; Camarero Olivas, Mariam; … - In: Computational economics 54 (2019) 1, pp. 45-75
Persistent link: https://www.econbiz.de/10012134081
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Propagation of data error and parametric sensitivity in computable general equilibrium models
Elliott, Joshua; Franklin, Meredith; Foster, Ian; … - In: Computational economics 39 (2012) 3, pp. 219-241
Persistent link: https://www.econbiz.de/10009513165
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A Monte Carlo study of time varying coefficient (TVC) estimation
Hall, Stephen G.; Gibson, Heather D.; Tavlas, George S.; … - In: Computational economics 56 (2020) 1, pp. 115-130
Persistent link: https://www.econbiz.de/10012272018
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Estimation of panel model with spatial autoregressive error and common factors
Qian, J. B. - In: Computational economics 47 (2016) 3, pp. 366-399
Persistent link: https://www.econbiz.de/10011712378
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Forecasting US unemployment with radial basis neural networks, Kalman filters and support vector regressions
Stasinakis, Charalampos; Sermpinis, Georgios; … - In: Computational economics 47 (2016) 4, pp. 569-587
Persistent link: https://www.econbiz.de/10011712477