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Unobserved components in economic time series
Maravall Herrero, Agustín - 1993
Persistent link: https://www.econbiz.de/10000889047
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Cross-temporal probabilistic forecast reconciliation
Girolimetto, Daniele; Athanasopoulos, George; Di Fonzo, … - 2023
Persistent link: https://www.econbiz.de/10014316407
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Unobserved components in economic time series
Maravall, Agustín - 1993
Persistent link: https://www.econbiz.de/10000142923
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Non-parametric specification tests for conditional duration models
Fernandes, Marcelo; Grammig, Joachim - 2000
Persistent link: https://www.econbiz.de/10001480448
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Bayesian arbitrage threshold analysis
Forbes, Catherine Scipione - 1997
Persistent link: https://www.econbiz.de/10000978712
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Multivariate tests of fractionally integrated hypotheses
Gil-Alaña, Luis A. - 1998
Persistent link: https://www.econbiz.de/10000994030
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Nelson and Plosser revisited: evidence from fractional ARIMA models
Gil-Alaña, Luis A. - 1998
Persistent link: https://www.econbiz.de/10000994031
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A general volatility framework and the generalised historical volatility estimator
Bollen, Bernard - 1998
Persistent link: https://www.econbiz.de/10000995980
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Multivariate tests of fractionally integrated hypotheses
Gil-Alaña, Luis A. - 1998
Persistent link: https://www.econbiz.de/10013420178
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Three tests for the existence of cycles in time series
Canova, Fabio - 1992
Persistent link: https://www.econbiz.de/10013419672