Narrow search
Showing 1 - 10 of 1,421
Cover Image
Inference for the VEC(1) model with a heavy-tailed linear process errors
Guo, Feifei; Ling, Shiqing - In: Econometric reviews 42 (2023) 9/10, pp. 806-833
Persistent link: https://www.econbiz.de/10014420347
Cover Image
Bubbles and the Weibull distribution : was there an explosive bubble in US stock prices before the global economic crisis?
Yuhn, Ky-hyang; Kim, Sang Bong; Nam, Chu-ha - In: Applied economics 47 (2015) 1/3, pp. 255-271
Persistent link: https://www.econbiz.de/10010463934
Cover Image
An extension of cointegration to fractional autoregressive processes
Johansen, Søren - 2010
Persistent link: https://www.econbiz.de/10008663021
Cover Image
An extension of cointegration to fractional autoregressive processes
Johansen, Søren - 2011
Persistent link: https://www.econbiz.de/10008810484
Cover Image
Normalization in econometrics
Hamilton, James D.; Waggoner, Daniel F.; Zha, Tao - In: Econometric reviews 26 (2007) 2, pp. 221-252
Persistent link: https://www.econbiz.de/10003509123
Cover Image
A multiplicative error model with heterogeneous components for forecasting realized volatility
Han, Heejoon; Park, Myung D.; Zhang, Shen - In: Journal of forecasting 34 (2015) 3, pp. 209-219
Persistent link: https://www.econbiz.de/10011305259
Cover Image
Three essays on the econometric analysis of high-frequency data
Malec, Peter - 2013
Persistent link: https://www.econbiz.de/10009788959
Cover Image
Wavelet analysis of economic time series
Andersson, Fredrik N. G. - 2008
Persistent link: https://www.econbiz.de/10003801150
Cover Image
Critical values for an F-test for cointegration in a multivariate model
Kanioura, Athina; Turner, Paul - In: Applied economics 37 (2005) 3, pp. 265-270
Persistent link: https://www.econbiz.de/10002546515
Cover Image
Normalization in econometrics
Hamilton, James D. (contributor);  … - 2004
Persistent link: https://www.econbiz.de/10002572254