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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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A high-dimensional additive nonparametric model
Wu, Frank C. Z. - In: Journal of economic dynamics & control 166 (2024), pp. 1-26
Persistent link: https://www.econbiz.de/10015051264
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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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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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A dynamic autoregressive expectile for time-invariant portfolio protection strategies
Hamidi, Benjamin; Maillet, Bertrand; Prigent, Jean-Luc - In: Journal of economic dynamics & control 46 (2014), pp. 1-29
Persistent link: https://www.econbiz.de/10010474410
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Modeling tail risks of inflation using unobserved component quantile regressions
Pfarrhofer, Michael - In: Journal of economic dynamics & control 143 (2022), pp. 1-19
Persistent link: https://www.econbiz.de/10013543015
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A nonparametric model for analysis of the EURO bond market
Abaffy, Jozsef (contributor) - In: Journal of economic dynamics & control 27 (2003) 6, pp. 1113-1131
Persistent link: https://www.econbiz.de/10001734574
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Are spectral estimators useful for long-run restrictions in SVARs?
Mertens, Elmar - In: Journal of economic dynamics & control 36 (2012) 12, pp. 1831-1844
Persistent link: https://www.econbiz.de/10009701923
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Short-memory and the PPP hypothesis
El-Gamal, Mahmoud A.; Ryu, Deockhyun - In: Journal of economic dynamics & control 30 (2006) 3, pp. 361-391
Persistent link: https://www.econbiz.de/10003289308
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Inflation persistence and robust monetary policy design
Coenen, Günter - In: Journal of economic dynamics & control 31 (2007) 1, pp. 111-140
Persistent link: https://www.econbiz.de/10003404852