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~isPartOf:"Journal of business & economic statistics : JBES ; a publication of the American Statistical Association"
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1
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
Saved in:
2
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
Saved in:
3
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
Saved in:
4
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
Saved in:
5
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
Saved in:
6
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
Saved in:
7
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
Saved in:
8
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
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9
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
Saved in:
10
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
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