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Asymmetric time aggregation and its potential benefits for forecasting annual data
Kunst, Robert M.; Franses, Philip Hans - In: Empirical economics : a journal of the Institute for … 49 (2015) 1, pp. 363-387
Persistent link: https://www.econbiz.de/10011326579
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Evaluating the survey of professional forecasters probability distributions of expected inflation based on derived event probability forecasts
Clements, Michael P. - In: Empirical economics : a journal of the Institute for … 31 (2006) 1, pp. 49-64
Persistent link: https://www.econbiz.de/10003307044
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Forecasting spatially dependent origin and destination commodity flows
Lesage, James P.; Llano Verduras, Carlos - In: Empirical economics : a journal of the Institute for … 47 (2014) 4, pp. 1543-1562
Persistent link: https://www.econbiz.de/10010461898
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Nonparametric quantile regression analysis of R&D-sales relationship for Korean firms
Nahm, Joon-woo - In: Empirical economics : a journal of the Institute for … 26 (2001) 1, pp. 259-270
Persistent link: https://www.econbiz.de/10001563710
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Estimation of an endogenous switching regression model with discrete dependent variables : Monte-Carlo analysis and empirical application of three estimators
Qimḥî, Ayyāl - In: Empirical economics : a journal of the Institute for … 24 (1999) 2, pp. 225-241
Persistent link: https://www.econbiz.de/10001388877
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Spurious deterministic seasonality and autocorrelation corrections with quarterly data : further Monte Carlo results
Silva Lopes, Arthur C. B. da - In: Empirical economics : a journal of the Institute for … 24 (1999) 2, pp. 341-359
Persistent link: https://www.econbiz.de/10001388907
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Detecting cointegration relationships under nonlinear models : Monte Carlo analysis and some applications
Maki, Daiki - In: Empirical economics : a journal of the Institute for … 45 (2013) 1, pp. 605-625
Persistent link: https://www.econbiz.de/10009780025
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Revisiting the FDI impact on GDP growth in errors-in-variables models : a panel data GMM analysis allowing for error memory
Biørn, Erik; Han, Xuehui - In: Empirical economics : a journal of the Institute for … 53 (2017) 4, pp. 1379-1398
Persistent link: https://www.econbiz.de/10012019369
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Panel data dynamics with mis-measured variables : modeling and GMM estimation
Biørn, Erik - In: Empirical economics : a journal of the Institute for … 48 (2015) 2, pp. 517-535
Persistent link: https://www.econbiz.de/10011292296
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Robustness and sensitivity analyses for stochastic volatility models under uncertain data structure
Pospíšil, Jan; Sobotka, Tomáš; Ziegler, Philipp - In: Empirical economics : a journal of the Institute for … 57 (2019) 6, pp. 1935-1958
Persistent link: https://www.econbiz.de/10012215941