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Testing for noninvertible models with applications
Tsay, Ruey S. - In: Journal of business & economic statistics : JBES ; a … 11 (1993) 2, pp. 225-233
Persistent link: https://www.econbiz.de/10001142122
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Statistical analysis of shapes in macroeconomic time series : is there a business cycle?
Neftci, Salih N. - In: Journal of business & economic statistics : JBES ; a … 11 (1993) 2, pp. 215-224
Persistent link: https://www.econbiz.de/10001142124
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Are higher levels of inflation less predictable? : A state-dependent conditional heteroscedasticity approach
Brunner, Allan D. - In: Journal of business & economic statistics : JBES ; a … 11 (1993) 2, pp. 187-197
Persistent link: https://www.econbiz.de/10001142127
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Theoretical relations between risk premiums and conditional variances
Backus, David - In: Journal of business & economic statistics : JBES ; a … 11 (1993) 2, pp. 177-185
Persistent link: https://www.econbiz.de/10001142128
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Common volatility in international equity markets
Engle, Robert F. - In: Journal of business & economic statistics : JBES ; a … 11 (1993) 2, pp. 167-176
Persistent link: https://www.econbiz.de/10001142130
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An alternative approach to modeling and forecasting seasonal time series
Canova, Fabio - In: Journal of business & economic statistics : JBES ; a … 10 (1992) 1, pp. 97-108
Persistent link: https://www.econbiz.de/10001120241
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A reexamination of finite- and infinite-variance distributions as models of daily stock returns
Tucker, Alan L. - In: Journal of business & economic statistics : JBES ; a … 10 (1992) 1, pp. 73-81
Persistent link: https://www.econbiz.de/10001120243
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Conditional asymmetries in real GNP : a seminonparametric approach
Brunner, Allan D. - In: Journal of business & economic statistics : JBES ; a … 10 (1992) 1, pp. 65-72
Persistent link: https://www.econbiz.de/10001120244
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Inequality constraints in the univariate GARCH model
Nelson, Daniel B. - In: Journal of business & economic statistics : JBES ; a … 10 (1992) 2, pp. 229-235
Persistent link: https://www.econbiz.de/10001124462
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Using the bootstrap as an aid in choosing the approximate representation for vector time series
Penm, Jack H. W. - In: Journal of business & economic statistics : JBES ; a … 10 (1992) 2, pp. 213-219
Persistent link: https://www.econbiz.de/10001124464