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A non-Gaussian panel time series model for estimating and decomposing default risk
Koopman, Siem Jan; Lucas, André - In: Journal of business & economic statistics : JBES ; a … 26 (2008) 4, pp. 510-525
Persistent link: https://www.econbiz.de/10003772293
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Null recurrent unit root processes
Myklebust, Terje; Karlsen, Hans Arnfinn; Tjøstheim, Dag - In: Econometric theory 28 (2012) 1, pp. 1-41
Persistent link: https://www.econbiz.de/10009520976
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Evaluating the effectiveness of state-switching time series models for US real output
Ashley, Richard A.; Patterson, Douglas M. - In: Journal of business & economic statistics : JBES ; a … 24 (2006) 3, pp. 266-277
Persistent link: https://www.econbiz.de/10003349339
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Business cycle asymmetries : characterization and testing based on Markov-Switching autoregressions
Clements, Michael P.; Krolzig, Hans-Martin - In: Journal of business & economic statistics : JBES ; a … 21 (2003) 1, pp. 196-211
Persistent link: https://www.econbiz.de/10001728896
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Can economic time series be differenced to stationarity?
Leybourne, Stephen James - In: Journal of business & economic statistics : JBES ; a … 14 (1996) 4, pp. 435-446
Persistent link: https://www.econbiz.de/10001209345
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Modeling cyclical behavior with differential-difference equations in an unobserved components framework
Chambers, Marcus J.; MacGarry, Joanne - In: Econometric theory 18 (2002) 2, pp. 387-419
Persistent link: https://www.econbiz.de/10001661304
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Further evidence on the Great Crash, the oil-price shock, and the unit-root hypothesis
Zivot, Eric; Andrews, Donald W. K. - In: Journal of business & economic statistics : JBES ; a … 20 (2002) 1, pp. 25-44
Persistent link: https://www.econbiz.de/10001639874
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Structural breaks, incomplete information, and stock prices
Timmermann, Allan - In: Journal of business & economic statistics : JBES ; a … 19 (2001) 3, pp. 299-314
Persistent link: https://www.econbiz.de/10001603250
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Bayes estimates of Markov trends in possibly cointegrated series : an application to U.S. consumption and income
Paap, Richard; Dijk, Herman K. van - In: Journal of business & economic statistics : JBES ; a … 21 (2003) 4, pp. 547-563
Persistent link: https://www.econbiz.de/10001807014
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Foreign-exchange rate dynamics : An empirical study using maximum entropy spectral analysis
Callen, Jeffrey L. - In: Journal of business & economic statistics : JBES ; a … 3 (1985) 2, pp. 149-155
Persistent link: https://www.econbiz.de/10001977213