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Fuzzy autoregressive rules : towards linguistic time series modeling
Aznarte, José Luis; Alcalá-Fdez, Jesús; Arauzo, Antonio - In: Econometric reviews 30 (2011) 6, pp. 646-668
Persistent link: https://www.econbiz.de/10009269799
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Classical and Bayesian analysis of unvariate and multivariate stochastic volatility models
Liesenfeld, Roman; Richard, Jean-François - In: Econometric reviews 25 (2006) 2/3, pp. 335-360
Persistent link: https://www.econbiz.de/10003355771
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Monte Carlo likelihood estimation for three multivariate stochastic volatility models
Jungbacker, Borus; Meyer, Renate; Koopman, Siem Jan - In: Econometric reviews 25 (2006) 2/3, pp. 385-408
Persistent link: https://www.econbiz.de/10003355799
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Asymmetric multivariate stochastic volatility
Asai, Manabu; McAleer, Michael - In: Econometric reviews 25 (2006) 2/3, pp. 453-473
Persistent link: https://www.econbiz.de/10003355815
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Tests for a unit root using three-regime TAR models : power comparison and some applications
Maki, Daiki - In: Econometric reviews 28 (2009) 4, pp. 335-363
Persistent link: https://www.econbiz.de/10003864021
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Assessing the precision of turning point estimates in polynomial regression functions
Plassmann, Florenz; Khanna, Neha - In: Econometric reviews 26 (2007) 5, pp. 503-528
Persistent link: https://www.econbiz.de/10003549303
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A consistent test for multivariate conditional distributions
Li, Fuchun; Tkacz, Greg - In: Econometric reviews 30 (2011) 3, pp. 251-273
Persistent link: https://www.econbiz.de/10008990441
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True versus spurious long memory : some theoretical results and a Monte Carlo comparison
Leccadito, Arturo; Rachedi, Omar; Urga, Giovanni - In: Econometric reviews 34 (2015) 1/5, pp. 452-479
Persistent link: https://www.econbiz.de/10011373268
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Bayesian analysis of instrumental variable models : acceptance-rejection within Direct Monte Carlo
Zellner, Arnold; Ando, Tomohiro; Baştürk, Nalan; … - In: Econometric reviews 33 (2014) 1/4, pp. 3-35
Persistent link: https://www.econbiz.de/10010357826
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DSGE models with student-t errors
Chib, Siddhartha; Ramamurthy, Srikanth - In: Econometric reviews 33 (2014) 1/4, pp. 152-171
Persistent link: https://www.econbiz.de/10010358321