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Applied aspects of integrated time series : seasonality, measurement errors and common factors
Kuzin, Vladimir - 2007
Persistent link: https://www.econbiz.de/10004901271
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Pooling versus model selection for nowcasting with many predictors : an application to German GDP
Kuzin, Vladimir; Marcellino, Massimiliano; Schumacher, … - 2009
Persistent link: https://www.econbiz.de/10004931299
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MIDAS versus mixed-frequency VAR : nowcasting GDP in the euro area
Kuzin, Vladimir; Marcellino, Massimiliano; Schumacher, … - 2009
Persistent link: https://www.econbiz.de/10004935628
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Unemployment and Portfolio Choice: : Does persistence matter?
Bremus, Franziska M.; Kuzin, Vladimir - 2011
Persistent link: https://www.econbiz.de/10009527808
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Non-linearities and fractional integration in the US unemployment rate
Caporale, Guglielmo Maria; Gil-Alaña, Luis A. - 2004
Persistent link: https://www.econbiz.de/10004444959
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The BDS test as a test for the adequacy of a GARCH (1,1) specification : a Monte Carlo study
Caporale, Guglielmo Maria (contributor) - 2004
Persistent link: https://www.econbiz.de/10004864709
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Long run and cyclical dynamics in the US stock market
Caporale, Guglielmo Maria; Gil-Alaña, Luis A. - 2004
Persistent link: https://www.econbiz.de/10004864712
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Parameter instability and forecasting performance : a Monte Carlo study
Anyfantakis, Costas; Caporale, Guglielmo Maria; Pittis, … - 2004
Persistent link: https://www.econbiz.de/10004864756
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Panel data tests of PPP : a critical overview
Caporale, Guglielmo Maria; Cerrato, Mario - 2004
Persistent link: https://www.econbiz.de/10004864767
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Robustness of the CUSUM and CUSUM of squares tests to serial correlation, endogeneity and lack of structural invariance : some Monte Carlo evidence
Caporale, Guglielmo Maria; Pittis, Nikitas - 2004
Persistent link: https://www.econbiz.de/10004864783