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Artificial neural networks versus multivariate statistics : an application from economics
Cooper, John C. B. - 1998
Persistent link: https://www.econbiz.de/10000683183
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Goodness-of-fit tests for multivariate copula-based time series models
Berghaus, Betina; Bücher, Axel - In: Econometric theory 33 (2017) 2, pp. 292-330
Persistent link: https://www.econbiz.de/10011665334
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What do German short-term interest rates tell us about future inflation?
Grech, Harald - 2004
Persistent link: https://www.econbiz.de/10002718486
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The asymptotic distribution of the cointegration rank estimator under the Akaike information criterion
Kapetanios, George - In: Econometric theory 20 (2004) 4, pp. 735-742
Persistent link: https://www.econbiz.de/10002163092
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Multivariate autoregression of order one with infinite variance innovations
Zarepour, Mahmoud; Roknossadati, S. M. - In: Econometric theory 24 (2008) 3, pp. 677-695
Persistent link: https://www.econbiz.de/10003894283
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Multivariate ecogarch processes
Haug, Stephan; Stelzer, Robert - In: Econometric theory 27 (2011) 2, pp. 344-371
Persistent link: https://www.econbiz.de/10009310772
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QML estimation of a class of multivariate asymmetric GARCH models
Francq, Christian; Zakoïan, Jean-Michel - In: Econometric theory 28 (2012) 1, pp. 179-206
Persistent link: https://www.econbiz.de/10009520966
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On the relation between the vec and BEKK multivariate GARCH models
Stelzer, Robert - In: Econometric theory 24 (2008) 4, pp. 1131-1136
Persistent link: https://www.econbiz.de/10003736871
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Multivariate contemporaneous threshold autoregressive models
Dueker, Michael; Psaradakis, Zacharias G.; Sola, Martin; … - 2007
Persistent link: https://www.econbiz.de/10003740624
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Multivariate forecast evaluation and rationality testing
Komunjer, Ivana (contributor);  … - 2007
Persistent link: https://www.econbiz.de/10003741004