Narrow search
Showing 1 - 10 of 400
Cover Image
The Henderson smoother in reproducing kernel Hilbert space
Dagum, Estela Bee; Bianconcini, Silvia - In: Journal of business & economic statistics : JBES ; a … 26 (2008) 4, pp. 536-545
Persistent link: https://www.econbiz.de/10003772308
Cover Image
Testing and valuing dynamic correlations for asset allocation
Engle, Robert F.; Colacito, Riccardo - In: Journal of business & economic statistics : JBES ; a … 24 (2006) 2, pp. 238-253
Persistent link: https://www.econbiz.de/10003317174
Cover Image
Inhomogeneous dependence modeling with time-varying copulae
Giacomini, Enzo; Härdle, Wolfgang; Spokojnyj, Vladimir G. - In: Journal of business & economic statistics : JBES ; a … 27 (2009) 2, pp. 224-234
Persistent link: https://www.econbiz.de/10003885784
Cover Image
Common features in economics and finance : an overview of recent developments
Urga, Giovanni - In: Journal of business & economic statistics : JBES ; a … 25 (2007) 1, pp. 2-11
Persistent link: https://www.econbiz.de/10003410118
Cover Image
A note on common cycles, common trends and convergence
Carvalho, Vasco M.; Harvey, Andrew C.; Trimbur, Thomas - In: Journal of business & economic statistics : JBES ; a … 25 (2007) 1, pp. 12-20
Persistent link: https://www.econbiz.de/10003410120
Cover Image
Co-breaking : recent advances and a synopsis of the literature
Hendry, David F.; Massmann, Michael - In: Journal of business & economic statistics : JBES ; a … 25 (2007) 1, pp. 33-51
Persistent link: https://www.econbiz.de/10003410141
Cover Image
Determining the number of primitive shocks in factor models
Bai, Jushan; Ng, Serena - In: Journal of business & economic statistics : JBES ; a … 25 (2007) 1, pp. 52-60
Persistent link: https://www.econbiz.de/10003410155
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
Testing business cycle asymmetries based on autoregressions with a Markov-switching intercept
Knüppel, Malte - In: Journal of business & economic statistics : JBES ; a … 27 (2009) 4, pp. 544-552
Persistent link: https://www.econbiz.de/10003913438
Cover Image
Testing linearity in cointegrating relations with an application to purchasing power parity
Hong, Seung Hyun; Phillips, Peter C. B. - In: Journal of business & economic statistics : JBES ; a … 28 (2010) 1, pp. 96-114
Persistent link: https://www.econbiz.de/10003992805