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Out-of-sample comparison of copula specifications in multivariate density forecasts
Diks, Cees G. H.; Panchenko, Valentyn; Dijk, Dick van - In: Journal of economic dynamics & control 34 (2010) 9, pp. 1596-1609
Persistent link: https://www.econbiz.de/10009125848
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Computing observation weights for signal extraction and filtering
Koopman, Siem Jan; Harvey, Andrew C. - In: Journal of economic dynamics & control 27 (2003) 7, pp. 1317-1333
Persistent link: https://www.econbiz.de/10001736096
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An alternative maximum likelihood estimator of long-memory processes using compactly supported wavelets
Jensen, Mark J. - In: Journal of economic dynamics & control 24 (2000) 3, pp. 361-387
Persistent link: https://www.econbiz.de/10001433033
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A dynamic factor approach to nonlinear stability analysis
Shintani, Mototsugu - In: Journal of economic dynamics & control 32 (2008) 9, pp. 2788-2808
Persistent link: https://www.econbiz.de/10003775098
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A new statistic and practical guidelines for nonparametric Granger causality testing
Diks, Cees G. H.; Panchenko, Valentyn - In: Journal of economic dynamics & control 30 (2006) 9/10, pp. 1647-1669
Persistent link: https://www.econbiz.de/10003370351
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Modeling regional economic dynamics : spatial dependence, spatial heterogeneity and nonlinearities
Basile, Roberto; Durbán, María; Minguez Salido, Román; … - In: Journal of economic dynamics & control 48 (2014), pp. 229-245
Persistent link: https://www.econbiz.de/10010486663
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A note on the radius of convergence of the USA algorithm
Khilnani, Arvind - In: Journal of economic dynamics & control 13 (1989) 2, pp. 313-316
Persistent link: https://www.econbiz.de/10001061838
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On the extrapolation method and the USA algorithm
Herceg, Dragoslav - In: Journal of economic dynamics & control 13 (1989) 2, pp. 301-311
Persistent link: https://www.econbiz.de/10001061839
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Forecasting in the presence of large shocks
Phillips, Robert F. - In: Journal of economic dynamics & control 20 (1996) 9, pp. 1581-1608
Persistent link: https://www.econbiz.de/10001209461
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A general framework for predicting returns from multiple currency investments
Christou, Costas - In: Journal of economic dynamics & control 22 (1998) 7, pp. 977-1000
Persistent link: https://www.econbiz.de/10001243972