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Bayesian methods for dynamic multivariate models
Sims, Christopher A. - In: International economic review 39 (1998) 4, pp. 949-968
Persistent link: https://www.econbiz.de/10001338805
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Count data autoregression modelling
Hellström, Jörgen - 1999
Persistent link: https://www.econbiz.de/10001372883
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Dynamic foreign currency trading guided by adaptive forecasting
Chen, An-sing; Leung, Mark T. - In: Review of Pacific Basin financial markets and policies 1 (1998) 3, pp. 383-418
Persistent link: https://www.econbiz.de/10001367327
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Variance estimation for multivariate dynamic linear models
Barbosa, Emanuel - In: Journal of forecasting 11 (1992) 7, pp. 621-628
Persistent link: https://www.econbiz.de/10001136566
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VAR models of inflation
Henry, S. G. B. - In: Quarterly bulletin / Bank of England 33 (1993) 2, pp. 231-239
Persistent link: https://www.econbiz.de/10001144505
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Performance of the official composite leading index in monitoring the Singapore economy
Chow, Hwee-kwan - In: Asian economic journal : journal of the East Asian … 7 (1993) 1, pp. 25-34
Persistent link: https://www.econbiz.de/10001144972
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Interaction between autocorrelation and conditional heteroscedasticity : a random-coefficient approach
Bera, Anil K. - In: Journal of business & economic statistics : JBES ; a … 10 (1992) 2, pp. 133-142
Persistent link: https://www.econbiz.de/10001124475
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Time series modeling of sample survey data from the US current population survey
Tiller, Richard B. - In: Journal of official statistics : JOS ; an international … 8 (1992) 2, pp. 149-166
Persistent link: https://www.econbiz.de/10001126204
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The performance of periodic autoregressive models in forecasting seasonal UK consumption
Osborn, Denise R. - In: Journal of business & economic statistics : JBES ; a … 7 (1989) 1, pp. 117-127
Persistent link: https://www.econbiz.de/10001090225