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Estimation of multivariate models for time series of possibly different lengths
Patton, Andrew J. - In: Journal of applied econometrics 21 (2006) 2, pp. 147-173
Persistent link: https://www.econbiz.de/10003310036
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Daily house price indices : construction, modeling, and longer-run predictions
Bollerslev, Tim; Patton, Andrew J.; Wang, Wenjing - In: Journal of applied econometrics 31 (2016) 6, pp. 1005-1025
Persistent link: https://www.econbiz.de/10011686220
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Estimation of multivariate models for time series of possibly different lengths
Patton, Andrew J. - In: Journal of applied econometrics 21 (2006) 2, pp. 147-174
Persistent link: https://www.econbiz.de/10006955192
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Semiparametric vector MEM
Cipollini, Fabrizio; Engle, Robert F.; Gallo, Giampiero M. - In: Journal of applied econometrics 28 (2013) 7, pp. 1067-1086
Persistent link: https://www.econbiz.de/10010351085
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New frontiers for ARCH models
Engle, Robert F. - In: Journal of applied econometrics 17 (2002) 5, pp. 425-446
Persistent link: https://www.econbiz.de/10001709309
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Common trends and common cycles
Vahid, Farshid - In: Journal of applied econometrics 8 (1993) 4, pp. 341-360
Persistent link: https://www.econbiz.de/10001149734