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The lower bound and the causes of monetary policy inertia : evidence from Sweden
Chappell, Henry W.; McGregor, Rob Roy - In: Applied economics 49 (2017) 11, pp. 1132-1146
Persistent link: https://www.econbiz.de/10011811174
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Like milk or wine : does firm performance improve with age?
Coad, Alexander; Segarra Blasco, Agustí; Teruel, Mercedes - In: Structural change and economic dynamics : SC+ED 24 (2013), pp. 173-189
Persistent link: https://www.econbiz.de/10009719681
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Equipment mean residual life estimation using logical analysis of data
Ghasemi, Alireza; Esmaeili, Sasan; Yacout, Soumaya - In: International journal of decision sciences, risk and … 6 (2015) 1, pp. 16-33
Persistent link: https://www.econbiz.de/10011471408
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GARCH model estimation using estimated quadratic variation
Galbraith, John W.; Zinde-Walsh, Victoria; Zhu, Jingmei - In: Econometric reviews 34 (2015) 6/10, pp. 1172-1192
Persistent link: https://www.econbiz.de/10011483454
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GEFCom2012 : electric load forecasting and backcasting with semi-parametric models
Nedellec, Raphael; Cugliari, Jairo; Goude, Yannig - In: International journal of forecasting 30 (2014) 2, pp. 375-381
Persistent link: https://www.econbiz.de/10010510898
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Multivariate time series modeling, estimation and prediction of mortalities
Ekheden, Erland; Hössjer, Ola - In: Insurance / Mathematics & economics 65 (2015), pp. 156-171
Persistent link: https://www.econbiz.de/10011428648
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Asymptotic properties of QML estimators for VARMA models with time-dependent coefficients : part I
Alj, Abdelkamel; Ley, Christophe; Mélard, Guy - 2015
Persistent link: https://www.econbiz.de/10011289207
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Forecasting multivariate time series with the Theta method
Thomakos, Dimitrios D.; Nikolopoulos, Konstantinos - In: Journal of forecasting 34 (2015) 3, pp. 220-229
Persistent link: https://www.econbiz.de/10011305253
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Decomposability and selection of graphical models for multivariate time series
Fried, Roland; Didelez, Vanessa - 2002
We derive conditions for decomposition and collapsibility of graphical interaction models for multivariate time series. These properties enable us to perform stepwise model selection under certain restrictions. For illustration, we apply the results to a multivariate time series describing the...
Persistent link: https://www.econbiz.de/10009772050
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On diagnostic checking of vector ARMA-GARCH models with Gaussian and Student-t innovations
Wang, Yongning; Tsay, Ruey S. - In: Econometrics : open access journal 1 (2013) 1, pp. 1-31
This paper focuses on the diagnostic checking of vector ARMA (VARMA) models with multivariate GARCH errors. For a fitted VARMA-GARCH model with Gaussian or Student-t innovations, we derive the asymptotic distributions of autocorrelation matrices of the cross-product vector of standardized...
Persistent link: https://www.econbiz.de/10009754537