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Nonparametric, nonlinear, short-term forecasting : theory and evidence for nonlinearities in the commodity markets
Agnon, Yehuda; Golan, Amos; Shearer, Matthew - In: Economics letters 65 (1999) 3, pp. 293-299
Persistent link: https://www.econbiz.de/10001422784
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Modelling systems with a mixture of I(d) and I(0) variables using the fractionally co-integrated VAR model
Yao, Xingzhi; Izzeldin, Marwan; Li, Zhenxiong - In: Economics letters 181 (2019), pp. 160-163
Persistent link: https://www.econbiz.de/10012121857
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The term structure of implied dividend yields and expected returns
Bilson, John F.; Kang, Sang Baum; Luo, Hong - In: Economics letters 128 (2015), pp. 9-13
Persistent link: https://www.econbiz.de/10011382973
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Mind your ps and qs! : improving ARMA forecasts with RBC priors
Lees, Kirdan; Matheson, Troy - In: Economics letters 96 (2007) 2, pp. 275-281
Persistent link: https://www.econbiz.de/10003503976
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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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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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Spectral density of Markov-switching VARMA models
Cavicchioli, Maddalena - In: Economics letters 121 (2013) 2, pp. 218-220
Persistent link: https://www.econbiz.de/10010346322
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A simple linear time series model with misleading nonlinear properties
Andersson, Michael K.; Eklund, Bruno; Lyhagen, Johan - In: Economics letters 65 (1999) 3, pp. 281-284
Persistent link: https://www.econbiz.de/10001422782
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A look at the quality of the approximation of the functional central limit theorem
Perron, Pierre; Mallet, Sylvie - In: Economics letters 68 (2000) 3, pp. 225-234
Persistent link: https://www.econbiz.de/10001499193
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A note on stationary of the MTAR process on the boundary of the stationarity region
Lee, Oesook; Shin, Dong-wan - In: Economics letters 73 (2001) 3, pp. 263-268
Persistent link: https://www.econbiz.de/10001635074