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ADPULS in continuous time
Lumer, Alfred (contributor) - In: European journal of operational research : EJOR 34 (1988) 2, pp. 171-177
Persistent link: https://www.econbiz.de/10003462504
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Adpuls in continuous time
Luhmer, Alfred (contributor) - 1986
Persistent link: https://www.econbiz.de/10001383860
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Endogenous Time Variation in Vector Autoregressions
Leiva-Leon, Danilo; Uzeda, Luis - 2021
We introduce a new class of time-varying parameter vector autoregressions (TVP-VARs) where the identified structural …
Persistent link: https://www.econbiz.de/10013234457
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Trading timing and the returns to trend-following
Zoicas-Ienciu, Adrian - In: Applied economics letters 26 (2019) 4, pp. 311-315
Persistent link: https://www.econbiz.de/10012204197
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Testing times
Singh, Manmohan - In: Economic developments in India : quarterly update : … (2010) 154, pp. 17-22
Persistent link: https://www.econbiz.de/10009534450
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Time irreversibility and business cycle asymmetry
Ramsey, James B.; Rothman, Philip - 1993
Persistent link: https://www.econbiz.de/10000873611
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The decomposition of economic relationships by time scale using wavelets
Ramsey, James B.; Lampart, Camille - 1997 - Rev
Persistent link: https://www.econbiz.de/10000959091
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Decomposition of economic relationships by timescale using wavelets : money and income
Ramsey, James B.; Lampart, Camille - In: Macroeconomic dynamics 2 (1998) 1, pp. 49-71
Persistent link: https://www.econbiz.de/10001617050
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Testing time reversibility without moment restrictions
Chen, Yi-ting; Chou, Ray Yeutien; Kuan, Chung-ming - In: Journal of econometrics 95 (2000) 1, pp. 199-218
Persistent link: https://www.econbiz.de/10001432563
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Time irreversibility and business cycle asymmetry
Ramsey, James B. - In: Journal of money, credit and banking : JMCB 28 (1996) 1, pp. 1-21
Persistent link: https://www.econbiz.de/10001199220