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Markov-switching mixed-frequency VAR models
Foroni, Claudia; Guérin, Pierre; Marcellino, Massimiliano - 2014
Persistent link: https://www.econbiz.de/10010342583
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If winning isn't everthing, ,why do they keep score? : a structural empirical analysis of Dutch flower auctions
Berg, Gerard J. van den; Klaauw, Bas van der - 2007
Persistent link: https://www.econbiz.de/10003493347
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Model-based clustering of multiple time series
Frühwirth-Schnatter, Sylvia; Kaufmann, Sylvia - 2004
Persistent link: https://www.econbiz.de/10002398968
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Panel index var models : specification, estimation, testing and leading indicators
Canova, Fabio - 2003
Persistent link: https://www.econbiz.de/10013424338
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Variable selection and inference for multi-period forecasting problems
Pesaran, M. Hashem; Pick, Andreas; Timmermann, Allan - 2009
Persistent link: https://www.econbiz.de/10003814581
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The behaviour of real exchange rates during the Post-Bretton Woods period : Mark P Taylor and Lucio Sarno
Taylor, Mark P. - 1997
Persistent link: https://www.econbiz.de/10013422399
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Forecasting macroeconomic variables under model instability
Gargano, Antonio; Timmermann, Allan - 2016
Persistent link: https://www.econbiz.de/10011521711
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The two greatest : great recession vs. great moderation
Gadea, María Dolores; Loscos, Ana Gómez; … - 2014
Persistent link: https://www.econbiz.de/10010409083
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Identification and estimation of dynamic games
Pesendorfer, Martin; Schmidt-Dengler, Philipp - 2003
Persistent link: https://www.econbiz.de/10001778712
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The dynamics of repeat migration : a Markov chain analysis
Constant, Amelie; Zimmermann, Klaus F. - 2003
Persistent link: https://www.econbiz.de/10001872446