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Testing for smooth transition nonlinearity in the presence of outliers
Dijk, Dick van; Franses, Philip Hans; Lucas, André - In: Journal of business & economic statistics : JBES ; a … 17 (1999) 2, pp. 217-235
Persistent link: https://www.econbiz.de/10001410684
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Special Section on Consumer Price Research - Testing for Smooth Transition Nonlinearity in the Presence of Outliers
Dijk, Dick Van; Franses, Philip Hans; Lucas, André - In: Journal of business & economic statistics : JBES ; a … 17 (1999) 2, pp. 217-235
Persistent link: https://www.econbiz.de/10008218548
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Flexible mixture-amount models using multivariate Gaussian processes
Ruseckaite, Aiste; Fok, Dennis; Goos, Peter - In: Journal of business & economic statistics : JBES ; a … 38 (2020) 2, pp. 257-271
Persistent link: https://www.econbiz.de/10012262461
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Are statistical reporting agencies getting it right? Data rationality and business cycle asymmetry
Swanson, Norman R.; Dijk, Dick van - In: Journal of business & economic statistics : JBES ; a … 24 (2006) 1, pp. 24-42
Persistent link: https://www.econbiz.de/10003279768
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Do leading indicators lead peaks more than troughs?
Paap, Richard; Segers, Rene; Dijk, Dick van - In: Journal of business & economic statistics : JBES ; a … 27 (2009) 4, pp. 528-543
Persistent link: https://www.econbiz.de/10003913434
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Time-varying smooth transition autoregressive models
Lundbergh, Stefan; Teräsvirta, Timo; Dijk, Dick van - In: Journal of business & economic statistics : JBES ; a … 21 (2003) 1, pp. 104-121
Persistent link: https://www.econbiz.de/10001728841
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Closed-form multi-factor copula models with observation-driven dynamic factor loadings
Opschoor, Anne; Lucas, André; Barra, István; Dijk, … - In: Journal of business & economic statistics : JBES ; a … 39 (2021) 4, pp. 1066-1079
Persistent link: https://www.econbiz.de/10012653226
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New HEAVY models for fat-tailed realized covariances and returns
Opschoor, Anne; Janus, Paweł; Lucas, André; Dijk, Dick van - In: Journal of business & economic statistics : JBES ; a … 36 (2018) 4, pp. 643-657
Persistent link: https://www.econbiz.de/10012249228
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Do Leading Indicators Lead Peaks More Than Troughs?
Paap, Richard; Segers, Rene; van Dijk, Dick - In: Journal of business & economic statistics : JBES ; a … 27 (2009) 4, pp. 528-543
Persistent link: https://www.econbiz.de/10008328084
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Modeling purchases as repeated events
Bijwaard, Govert; Franses, Philip Hans; Paap, Richard - In: Journal of business & economic statistics : JBES ; a … 24 (2006) 4, pp. 487-502
Persistent link: https://www.econbiz.de/10003385180