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Synchronization of cycles
Harding, Don; Pagan, Adrian R. - In: Journal of econometrics 132 (2006) 1, pp. 59-79
Persistent link: https://www.econbiz.de/10003320244
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A unified approach to validating univariate and multivariate conditional distribution models in time series
Chen, Bin; Hong, Yongmiao - In: Journal of econometrics 178 (2014) 1, pp. 22-44
Persistent link: https://www.econbiz.de/10010254990
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Change-point analysis of time series with evolutionary spectra
Casini, Alessandro; Perron, Pierre - In: Journal of econometrics 242 (2024) 2, pp. 1-18
Persistent link: https://www.econbiz.de/10015075220
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An I(d) model with trend and cycles
Abadir, Karim Maher; Distaso, Walter; Giraitis, Liudas - In: Journal of econometrics 163 (2011) 2, pp. 186-199
Persistent link: https://www.econbiz.de/10009270611
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Business cycle durations
Filardo, Andrew J. - In: Journal of econometrics 85 (1998) 1, pp. 99-123
Persistent link: https://www.econbiz.de/10001240380
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Nonparametric evidence on asymmetry in business cycles using aggregate employment time series
Hussey, Robert Miller - In: Journal of econometrics 51 (1992) 1, pp. 217-231
Persistent link: https://www.econbiz.de/10001118267
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Sparse HP filter : finding kinks in the COVID-19 contact rate
Lee, Sokbae; Liao, Yuan; Seo, Myung Hwan; Shin, Youngki - In: Journal of econometrics 220 (2021) 1, pp. 158-180
Persistent link: https://www.econbiz.de/10012618477
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Improving GDP measurement : a measurement-error perspective
Aruoba, S. Borağan; Diebold, Francis X.; Nalewaik, Jeremy - In: Journal of econometrics 191 (2016) 2, pp. 384-397
Persistent link: https://www.econbiz.de/10011610607
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Modelling cycles in climate series : the fractional sinusoidal waveform process
Proietti, Tommaso; Maddanu, Federico - In: Journal of econometrics 239 (2024) 1, pp. 1-24
Persistent link: https://www.econbiz.de/10015073959
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Spillover dynamics for systemic risk measurement using spatial financial time series models
Blasques, Francisco; Koopman, Siem Jan; Lucas, André; … - In: Journal of econometrics 195 (2016) 2, pp. 211-223
Persistent link: https://www.econbiz.de/10011705251