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On some properties of Autoregressive Conditional Poisson (ACP) models
Ghahramani, M.; Thavaneswaran, A. - In: Economics letters 105 (2009) 3, pp. 273-275
Persistent link: https://www.econbiz.de/10003931072
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Expo-power : a flexible hazard function for duration data models
Saha, Atanu - In: Economics letters 54 (1997) 3, pp. 227-233
Persistent link: https://www.econbiz.de/10001224355
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Transition choice probabilities in logit
Delle Site, Paolo; Salucci, Marco Valerio - In: Economics letters 126 (2015), pp. 135-139
Persistent link: https://www.econbiz.de/10011376443
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Forecasting long memory time series when occasional breaks occur
Bisaglia, Luisa; Gerolimetto, Margherita - In: Economics letters 98 (2008) 3, pp. 253-258
Persistent link: https://www.econbiz.de/10003719142
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Macro-panels and reality
Cubadda, Gianluca; Hecq, Alain W. J.; Palm, Franz C. - In: Economics letters 99 (2008) 3, pp. 537-540
Persistent link: https://www.econbiz.de/10003726244
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Optimal combination forecasts for hierarchical time series
Hyndman, Rob J. (contributor); Ahmed, Roman A. (contributor) - 2007
Persistent link: https://www.econbiz.de/10003778313
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Two canonical VARMA forms : scalar component models vis-à-vis the Echelon form
Athanasopoulos, George (contributor);  … - 2007
Persistent link: https://www.econbiz.de/10003778315
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Non-linear exponential smoothing and positive data
Akram, Muhammad (contributor); Hyndman, Rob J. (contributor) - 2007
Persistent link: https://www.econbiz.de/10003778322
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A view of damped trend as incorporating a tracking signal into a state space model
Snyder, Ralph D. (contributor); Koehler, Anne B. (contributor) - 2008
Persistent link: https://www.econbiz.de/10003778339
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GARCH and irregularly spaced data
Meddahi, Nour; Renault, Eric; Werker, Bas J. M. - In: Economics letters 90 (2006) 2, pp. 200-204
Persistent link: https://www.econbiz.de/10003275843