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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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Panel index var models : specification, estimation, testing and leading indicators
Canova, Fabio - 2003
Persistent link: https://www.econbiz.de/10013424338
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Modelling scale consistent VAR with the truncated Lévy flight
Lehnert, Thorsten - 2001
Persistent link: https://www.econbiz.de/10013423320
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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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Impulse response functions from structural dynamic factor models : a Monte Carlo evaluation
Kapetanios, George; Marcellino, Massimiliano - 2006
Persistent link: https://www.econbiz.de/10003322842
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Forecasting with factor-augmendted error correction models
Banerjee, Anindya; Marcellino, Massimiliano; Masten, Igor - 2010
Persistent link: https://www.econbiz.de/10003948826
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Methods for measuring expectations and uncertainty in Markov-switching models
Bianchi, Francesco - 2013
Persistent link: https://www.econbiz.de/10010206763
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Strategic experimentation with poisson bandits
Keller, R. Godfrey; Rady, Sven - 2009
Persistent link: https://www.econbiz.de/10003836087
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Hot and cold housing markets : international evidence
Ceron, Jose A.; Suárez, Javier - 2006
Persistent link: https://www.econbiz.de/10003284998