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Monitoring memory parameter change-points in long-memory time series
Chen, Zhanshou; Xiao, Yanting; Li, Fuxiao - In: Empirical economics : a quarterly journal of the … 60 (2021) 5, pp. 2365-2389
Persistent link: https://www.econbiz.de/10012585571
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Testing for relevant dependence change in financial data : a CUSUM copula approach
Kutzker, Tim; Stark, Florian; Wied, Dominik - In: Empirical economics : a quarterly journal of the … 60 (2021) 4, pp. 1875-1894
Persistent link: https://www.econbiz.de/10012490683
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Horizon confidence sets
Fosten, Jack; Gutknecht, Daniel - In: Empirical economics : a quarterly journal of the … 61 (2021) 2, pp. 667-692
Persistent link: https://www.econbiz.de/10012616872
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Approximating long-memory processes with low-order autoregressions : implications for modeling realized volatility
Baillie, Richard; Cho, Dooyeon; Rho, Seunghwa - In: Empirical economics : a quarterly journal of the … 64 (2023) 6, pp. 2911-2937
Persistent link: https://www.econbiz.de/10014329017
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Forecasting in the presence of in-sample and out-of-sample breaks
Xu, Jiawen; Perron, Pierre - In: Empirical economics : a quarterly journal of the … 64 (2023) 6, pp. 3001-3035
Persistent link: https://www.econbiz.de/10014329022
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Multivariate models of commodity futures markets : a dynamic copula approach
Chen, Sihong; Li, Qi; Wang, Qiaoyu; Zhang, Yu Yvette - In: Empirical economics : a quarterly journal of the … 64 (2023) 6, pp. 3037-3057
Persistent link: https://www.econbiz.de/10014329023
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Residual-based cointegration and non-cointegration tests for cointegrating polynomial regressions
Wagner, Martin - In: Empirical economics : a quarterly journal of the … 65 (2023) 1, pp. 1-31
Persistent link: https://www.econbiz.de/10014329033
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Global and local components of output gaps
Eckert, Florian; Mühlebach, Nina - In: Empirical economics : a quarterly journal of the … 65 (2023) 5, pp. 2301-2331
Persistent link: https://www.econbiz.de/10014388930
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Measuring macroeconomic convergence and divergence within EMU using long memory
Dräger, Lena; Kolaiti, Theoplasti; Sibbertsen, Philipp - In: Empirical economics : a quarterly journal of the … 65 (2023) 5, pp. 2333-2356
Persistent link: https://www.econbiz.de/10014388932
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Is unemployment hysteretic or structural? : a Bayesian model selection approach
Clavijo-Cortes, Pedro - In: Empirical economics : a quarterly journal of the … 65 (2023) 6, pp. 2837-2866
Persistent link: https://www.econbiz.de/10014388985