Narrow search
Showing 1 - 10 of 1,332
Cover Image
Information in the revision process of real-time datasets
Corradi, Valentina; Fernández, Andrés; Swanson, Norman R. - In: Journal of business & economic statistics : JBES ; a … 27 (2009) 4, pp. 455-467
Persistent link: https://www.econbiz.de/10003913382
Cover Image
A new class of multivariate skew densities, with application to generalized autoregressive conditionalheteroscedasticity models
Bauwens, Luc; Laurent, Sébastien - In: Journal of business & economic statistics : JBES ; a … 23 (2005) 3, pp. 346-354
Persistent link: https://www.econbiz.de/10003013029
Cover Image
Can economic time series be differenced to stationarity?
Leybourne, Stephen James - In: Journal of business & economic statistics : JBES ; a … 14 (1996) 4, pp. 435-446
Persistent link: https://www.econbiz.de/10001209345
Cover Image
The use of Butterworth filters for trend and cycle estimation in economic time series
Gómez, Víctor - In: Journal of business & economic statistics : JBES ; a … 19 (2001) 3, pp. 365-373
Persistent link: https://www.econbiz.de/10001603260
Cover Image
Foreign-exchange rate dynamics : An empirical study using maximum entropy spectral analysis
Callen, Jeffrey L. - In: Journal of business & economic statistics : JBES ; a … 3 (1985) 2, pp. 149-155
Persistent link: https://www.econbiz.de/10001977213
Cover Image
The effects of additive outliers on tests for unit roots and cointegration
Franses, Philip Hans - In: Journal of business & economic statistics : JBES ; a … 12 (1994) 4, pp. 471-478
Persistent link: https://www.econbiz.de/10001170590
Cover Image
Testing for a unit root in time series with pretest data-based model selection
Hall, Alastair R. - In: Journal of business & economic statistics : JBES ; a … 12 (1994) 4, pp. 461-470
Persistent link: https://www.econbiz.de/10001170594
Cover Image
A comparison between different order-determination criteria for identification of ARIMA models
Koreisha, Sergio G. - In: Journal of business & economic statistics : JBES ; a … 13 (1995) 1, pp. 127-131
Persistent link: https://www.econbiz.de/10001177094
Cover Image
A multivariate GARCH model of international transmissions of stock returns and volatility : the case of the United States and Canada
Karolyi, G. Andrew - In: Journal of business & economic statistics : JBES ; a … 13 (1995) 1, pp. 11-25
Persistent link: https://www.econbiz.de/10001177129
Cover Image
ARCH and bilinearity as competing models for nonlinear dependence
Bera, Anil K. - In: Journal of business & economic statistics : JBES ; a … 15 (1997) 1, pp. 43-50
Persistent link: https://www.econbiz.de/10001214314