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Sequential Bayesian analysis for semiparametric stochastic volatility model with applications
Wang, Nianling; Lou, Zhusheng - In: Economic modelling 123 (2023), pp. 1-10
Persistent link: https://www.econbiz.de/10014462582
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How long to own and how much to use a car? : a dynamic discrete choice model to explain holding duration and driven mileage
Lapparent, Matthieu de; Cernicchiaro, Guilia - In: Economic modelling 29 (2012) 5, pp. 1737-1744
Persistent link: https://www.econbiz.de/10009667117
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Analysing welfare reform in a microsimulation-AGE model : the value of disaggregation
Arntz, Melanie; Boeters, Stefan; Gürtzgen, Nicole; … - In: Economic modelling 25 (2008) 3, pp. 422-439
Persistent link: https://www.econbiz.de/10003724868
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Nonlinearity in ASEAN-5 export-led growth model : empirical evidence from nonparametric approach
Lim, Shiok Ye; Ho, Chong Mun - In: Economic modelling 32 (2013), pp. 136-145
Persistent link: https://www.econbiz.de/10009760682
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Improving estimation of the fractionally differencing parameter in the SARFIMA model using tapered periodogram
Ye, Xunyu; Gao, Ping; Li, Handong - In: Economic modelling 46 (2015), pp. 167-179
Persistent link: https://www.econbiz.de/10011436579
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Semiparametric generalized long-memory modeling of some mena stock market returns : a wavelet approach
Boubaker, Heni; Sghaier, Nadia - In: Economic modelling 50 (2015), pp. 254-265
Persistent link: https://www.econbiz.de/10011440563
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A semiparametric approach to value-at-risk, expected shortfall and optimum asset allocation in stock-bond portfolios
Chen, Xiangjin B.; Silvapulle, Paramsothy; Silvapulle, … - In: Economic modelling 42 (2014), pp. 230-242
Persistent link: https://www.econbiz.de/10010478162
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Real-time data revisions and the PCE measure of inflation
Tierney, Heather L. R. - In: Economic modelling 28 (2011) 4, pp. 1763-1773
Persistent link: https://www.econbiz.de/10009271200
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Modelling of scale change, periodicity and conditional heteroskedasticity in return volatility
Feng, Yuanhua; McNeil, Alexander J. - In: Economic modelling 25 (2008) 5, pp. 850-867
Persistent link: https://www.econbiz.de/10003800096
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Using the Haar wavelet transform in the semiparametric specification of time series
Taylor, Larry W. - In: Economic modelling 26 (2009) 2, pp. 392-403
Persistent link: https://www.econbiz.de/10003839772