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The impact of effect size heterogeneity on meta-analysis : a Monte Carlo experiment

Koetse, Mark J.; Florax, Raymond J. G. M.; Groot, Henri … - 2007

Persistent link: https://www.econbiz.de/10003644178

Agglomeration, innovation and regional development : theoretical perspectives and meta-analysis

Groot, Henri L. F. de; Poot, Jacques; Smit, Martijn J. - 2007

Persistent link: https://www.econbiz.de/10003644208

An hourly periodic state space model for modelling French national electricity load

Dordonnat, V.; Koopman, Siem Jan; Ooms, Marius; … - 2008

Persistent link: https://www.econbiz.de/10003645204

Modelling long-run trends and cycles in financial time series data

Caporale, Guglielmo Maria (contributor); … - 2008

Persistent link: https://www.econbiz.de/10003739803

A multivariate long-memory model with structural breaks

Caporale, Guglielmo Maria (contributor); … - 2007

Persistent link: https://www.econbiz.de/10003428263

Mean reversion in the Nikkei, Standard & Poor and Dow Jones stock market indices

Caporale, Guglielmo Maria (contributor); … - 2007

Persistent link: https://www.econbiz.de/10003428295

Deterministic versus stochastic seasonal fractional integration and structural breaks

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Persistent link: https://www.econbiz.de/10003428302

Estimating persistence in the volatility of asset returns with signal plus noise models

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Persistent link: https://www.econbiz.de/10003963304

Persistence and cycles in US hours worked

Caporale, Guglielmo Maria; Gil-Alaña, Luis A. - 2012

Persistent link: https://www.econbiz.de/10009530974

Long memory modelling of inflation with stochastic variance and structural breaks

Bos, Charles S.; Koopman, Siem Jan; Ooms, Marius - 2007

We investigate changes in the time series characteristics of postwar U.S. inflation. In a model-based analysis the conditional mean of inflation is specified by a long memory autoregressive fractionally integrated moving average process and the conditional variance is modelled by a stochastic...

Persistent link: https://www.econbiz.de/10011373822