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Business cycle asymmetries : characterization and testing based on Markov-Switching autoregressions
Clements, Michael P.; Krolzig, Hans-Martin - In: Journal of business & economic statistics : JBES ; a … 21 (2003) 1, pp. 196-211
Persistent link: https://www.econbiz.de/10001728896
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Dynamic asymmetries in US unemployment
Koop, Gary; Potter, Simon M. - In: Journal of business & economic statistics : JBES ; a … 17 (1999) 3, pp. 298-312
Persistent link: https://www.econbiz.de/10001410712
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A discrete-state continuous-time model of financial transactions prices and times : the autoregressive conditional multinomial-autoregressive conditional duration model
Russell, Jeffrey R.; Engle, Robert F. - In: Journal of business & economic statistics : JBES ; a … 23 (2005) 2, pp. 166-180
Persistent link: https://www.econbiz.de/10002781639
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On mixture double autoregressive time series models
Li, Guodong; Zhu, Qianqian; Liu, Zhao; Li, Wai Keung - In: Journal of business & economic statistics : JBES ; a … 35 (2017) 2, pp. 306-317
Persistent link: https://www.econbiz.de/10011704199
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Inference for local autocorrelations in locally stationary models
Zhao, Zhibiao - In: Journal of business & economic statistics : JBES ; a … 33 (2015) 2, pp. 296-306
Persistent link: https://www.econbiz.de/10011390046
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Inference on filtered and smoothed probabilities in Markov-switching autoregressive models
Álvarez, Rocío; Camacho, Maximo; Ruiz Marín, Manuel - In: Journal of business & economic statistics : JBES ; a … 37 (2019) 3, pp. 484-495
Persistent link: https://www.econbiz.de/10012178190
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R2 bounds for predictive models : what univariate properties tell us about multivariate predictability
Mitchell, James; Robertson, Donald; Wright, Stephen - In: Journal of business & economic statistics : JBES ; a … 37 (2019) 4, pp. 681-695
Persistent link: https://www.econbiz.de/10012179363
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Bootstrapping noncausal autoregressions : with applications to explosive bubble modeling
Cavaliere, Giuseppe; Bohn Nielsen, Heino; Rahbek, Anders - In: Journal of business & economic statistics : JBES ; a … 38 (2020) 1, pp. 55-67
Persistent link: https://www.econbiz.de/10012179509
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Testing for uncorrelated residuals in dynamic count models with an application to corporate bankruptcy
Sant'Anna, Pedro H. C. - In: Journal of business & economic statistics : JBES ; a … 35 (2017) 3, pp. 349-358
Persistent link: https://www.econbiz.de/10011705946
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Buffered autoregressive models with conditional heteroscedasticity : an application to exchange rates
Zhu, Ke; Li, Wai Keung; Yu, Philip L. H. - In: Journal of business & economic statistics : JBES ; a … 35 (2017) 4, pp. 528-542
Persistent link: https://www.econbiz.de/10011893733