Narrow search
Showing 1 - 7 of 7
Cover Image
A unified view of nonparametric trend-cycle predictors via reproducing kernel Hilbert spaces
Dagum, Estela Bee; Bianconcini, Silvia - In: Econometric reviews 32 (2013) 7, pp. 848-867
Persistent link: https://www.econbiz.de/10009758615
Cover Image
Semiparametric autoregressive conditional duration model : theory and practice
Saart, Patrick W.; Gao, Jiti; Allen, David E. - In: Econometric reviews 34 (2015) 6/10, pp. 849-881
Persistent link: https://www.econbiz.de/10011483396
Cover Image
A review of some modern approaches to the problem of trend extraction
Alexandrov, Theodore; Bianconcini, Silvia; Dagum, Estela Bee - In: Econometric reviews 31 (2012) 4/6, pp. 593-624
Persistent link: https://www.econbiz.de/10009539678
Cover Image
Testing for unit roots and the impact of quadratic trends, with an application to relative primary commodity prices
Harvey, David I.; Leybourne, Stephen James; Taylor, Robert - In: Econometric reviews 30 (2011) 5, pp. 514-547
Persistent link: https://www.econbiz.de/10009130228
Cover Image
Testing explosive bubbles with time-varying volatility
Harvey, David I.; Leybourne, Stephen James; Zu, Yang - In: Econometric reviews 38 (2019) 10, pp. 1131-1151
Persistent link: https://www.econbiz.de/10012181398
Cover Image
Tests for an end-of-sample bubble in financial time series
Astill, Sam; Harvey, David I.; Leybourne, Stephen James; … - In: Econometric reviews 36 (2017) 6/9, pp. 651-666
Persistent link: https://www.econbiz.de/10011795312
Cover Image
Monitoring the direction of the short-term trend of economic indicators
Dagum, Estela Bee; Bianconcini, Silvia - In: Econometric reviews 42 (2023) 5, pp. 421-440
Persistent link: https://www.econbiz.de/10014305536