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Forecasting natural gas prices using highly flexible time-varying parameter models
Gao, Shen; Hou, Chenghan; Bao Hoang Nguyen - In: Economic modelling 105 (2021), pp. 1-14
Persistent link: https://www.econbiz.de/10013367152
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Exact formulas for the Hodrick-Prescott filter
McElroy, Tucker - In: The econometrics journal 11 (2008) 1, pp. 209-217
Persistent link: https://www.econbiz.de/10003648736
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A multivariate innovations state space BeveridgeNelson decomposition
De Silva, Ashton; Hyndman, Rob J.; Snyder, Ralph D. - In: Economic modelling 26 (2009) 5, pp. 1067-1074
Persistent link: https://www.econbiz.de/10003871265
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Semiparametric efficiency bounds in dynamic non-linear systems under elliptical symmetry
Brown, Bryan W.; Hodgson, Douglas J. - In: The econometrics journal 10 (2007) 1, pp. 35-48
Persistent link: https://www.econbiz.de/10003451746
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Testing for time series linearity
Harvey, David I.; Leybourne, Stephen James - In: The econometrics journal 10 (2007) 1, pp. 149-165
Persistent link: https://www.econbiz.de/10003451752
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Stationarity of a family of GARCH processes
Liu, Ji-chun - In: The econometrics journal 12 (2009) 3, pp. 436-446
Persistent link: https://www.econbiz.de/10003948829
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Multivariate stochastic volatility, leverage and news impact surfaces
Asai, Manabu; McAleer, Michael - In: The econometrics journal 12 (2009) 2, pp. 292-309
Persistent link: https://www.econbiz.de/10003875671
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Looking for skewness in financial time series
Grigoletto, Matteo; Lisi, Francesco - In: The econometrics journal 12 (2009) 2, pp. 310-323
Persistent link: https://www.econbiz.de/10003875680
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Locating change-points in Hodrick-Prescott trends with an application to US real GDP : a generalized unobserved components model approach
Yoon, Gawon - In: Economic modelling 45 (2015), pp. 136-141
Persistent link: https://www.econbiz.de/10011334137
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Modeling the impact of education on the economic growth : evidence from aggregated and disaggregated time series data of Pakistan
Jalil, Abdul; Idrees, Muhammad - In: Economic modelling 31 (2013), pp. 383-388
Persistent link: https://www.econbiz.de/10009729057