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Wild bootstrap Ljung-Box test for cross correlations of multivariate time series
Lee, Taewook - In: Economics letters 147 (2016), pp. 59-62
Persistent link: https://www.econbiz.de/10011619440
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The functional central limit theorem for the multivariate MS-ARMA-GARCH model
Lee, Oesook; Lee, Jungwha - In: Economics letters 125 (2014) 3, pp. 331-335
Persistent link: https://www.econbiz.de/10010506097
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Linear time-varying regression with Copula-DCC-GARCH models for volatility
Kim, Jong-Min; Jung, Hojin - In: Economics letters 145 (2016), pp. 262-265
Persistent link: https://www.econbiz.de/10011618857
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Copula-MGARCH with continuous covariance decomposition
Herwartz, Helmut; Raters, Fabian H. C. - In: Economics letters 133 (2015), pp. 73-76
Persistent link: https://www.econbiz.de/10011431988
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Characterizing correlation matrices that admit a clustered factor representation
Tong, Chen; Hansen, Peter Reinhard - In: Economics letters 233 (2023), pp. 1-4
Persistent link: https://www.econbiz.de/10014506906
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A modified Diebold-Mariano test for equal forecast accuracy with clustered dependence
Zhou, Jin; Li, Haiqi; Zhong, Wanling - In: Economics letters 207 (2021), pp. 1-5
Persistent link: https://www.econbiz.de/10013170014
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Forecasting macroeconomic variables in data-rich environments
Medeiros, Marcelo C.; Vasconcelos, Gabriel F. R. - In: Economics letters 138 (2016), pp. 50-52
Persistent link: https://www.econbiz.de/10011615474
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Forecasting national recessions of the United States with state-level climate risks : evidence from model averaging in Markov-switching models
Cepni, Oguzhan; Christou, Christina; Gupta, Rangan - In: Economics letters 227 (2023), pp. 1-6
Persistent link: https://www.econbiz.de/10014335747
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Recursive predictive tests for structural change of long-memory ARFIMA processes with unknown brak points
Wang, Shin-huei; Vasilakis, Chrysovalantis - In: Economics letters 118 (2013) 2, pp. 389-392
Persistent link: https://www.econbiz.de/10009708863
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A robust test for predictability with unknown persistence
Liu, Guannan; Yao, Shuang - In: Economics letters 189 (2020), pp. 1-5
Persistent link: https://www.econbiz.de/10012228019