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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. - 2013
Persistent link: https://www.econbiz.de/10010205275
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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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Deriving dynamic marketing effectiveness from econometric time series models
Horváth, Csilla (contributor);  … - 2003 - [Elektronische Ressource]
Persistent link: https://www.econbiz.de/10001812014
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Weathering tight economic times : the sales evolution of consumer durables over the business cycle
Deleersnyder, Barbara; Dekimpe, Marnik G.; Sárváry, … - 2003 - [Elektronische Ressource]
Persistent link: https://www.econbiz.de/10001825606
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Weathering tight economic times : the sales evolution of consumer durables over the business cycle
Deleersnyder, Barbara; Dekimpe, Marnik G.; Sárváry, … - 2003
Persistent link: https://www.econbiz.de/10001765180
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Financial market efficiency tests
Bollerslev, Tim; Hodrick, Robert J. - 1992
Persistent link: https://www.econbiz.de/10000136709
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Structural breaks, incomplete information and stock prices
Timmermann, Allan - 1998
Persistent link: https://www.econbiz.de/10000168054
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On the estimation of persistence in the context of general ARFIMA processes
Xu, Qiang - 1992
Persistent link: https://www.econbiz.de/10000898893
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The predictability of stock returns
Zhou, Zong-guo - 1993
Persistent link: https://www.econbiz.de/10000902613