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Using extraneous information to estimate time series models : a review of approaches applied in market response modeling
Hruschka, Harald - In: Econometrics of short and unreliable time series, (pp. 73-86). 1995
Persistent link: https://www.econbiz.de/10001290741
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Bayesian variable selection for nowcasting economic time series
Scott, Steven L.; Varian, Hal R. - In: Economic analysis of the digital economy, (pp. 119-135). 2015
Persistent link: https://www.econbiz.de/10014546807
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Spatial filtering in a regression framework : examples using data on urban crime, regional inequality, and government expenditures
Getis, Arthur - In: New directions in spatial econometrics, (pp. 172-185). 1995
Persistent link: https://www.econbiz.de/10001290022
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Modelling exchange rates using MARS
Gooijer, Jan G. de - In: Exchange rate policy in Europe, (pp. 24-44). 1997
Persistent link: https://www.econbiz.de/10001298343
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Locally weighted autoregression
Feng, Yuanhua - In: Econometrics in theory and practice : Festschrift for …, (pp. 101-117). 1998
Persistent link: https://www.econbiz.de/10001301452
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The covariance structure of mortality rates in hospitals
Staiger, Douglas - In: Inquiries in the economics of aging, (pp. 205-223). 1998
Persistent link: https://www.econbiz.de/10001304957
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Kernel estimation of financial time series
Hafner, Christian M. - In: Quantitative Verfahren im Finanzmarktbereich, (pp. 223-239). 1996
Persistent link: https://www.econbiz.de/10001319158
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Essays on statistical arbitrage
Krauss, Christopher - 2016
Persistent link: https://www.econbiz.de/10011499659
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Special issue: The information series : technology, economics and policy
Prasad, Rohit (contributor) - 2014
Persistent link: https://www.econbiz.de/10011305480
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Factor models in large cross sections of time series
Reichlin, Lucrezia - 2003
Persistent link: https://www.econbiz.de/10001771757