Similar Search Results

Derivation of a leading index for the United States using Kalman filters

Martin, Vance - 1990

Persistent link: https://www.econbiz.de/10000833511

Threshold time series models as multimodal distribution jump processes : the MATS model

Martin, Vance - 1990

Persistent link: https://www.econbiz.de/10000836340

Derivation of composite leading index based on Kalman filters

Martin, Vance - 1986

Persistent link: https://www.econbiz.de/10000752915

Leads and lags in the Australian business cycle : a canonical approach in the frequency domain

Martin, Vance - 1987

Persistent link: https://www.econbiz.de/10000754015

Factor analysis of predictive curves, with applications to the term structure of interest rates

Bowden, Roger J.; Lim, Guay C.; Martin, Vance - 1994

Persistent link: https://www.econbiz.de/10000881564

Indirect estimation of ARFIMA and VARFIMA models

Martin, Vance; Wilkins, Nigel P. - 1997

Persistent link: https://www.econbiz.de/10000954487

Econometric modelling with time series : specification, estimation and testing

Martin, Vance; Hurn, Stan; Harris, David - 2013

Maximum likelihood estimation is a general method for estimating the parameters of econometric models from observed data. The principle of maximum likelihood plays a central role in the exposition of this book, since a number of estimators used in econometrics can be derived within this...

Persistent link: https://www.econbiz.de/10009720457

A non-linear model of the real US UK exchange rate

Creedy, John - In: Journal of applied econometrics 11 (1996) 6, pp. 669-686

Persistent link: https://www.econbiz.de/10001211069

Nonlinear modelling using the generalized exponential family of distributions

Creedy, John - In: Bulletin of economic research 50 (1998) 3, pp. 229-255

Persistent link: https://www.econbiz.de/10001241937

International business cycles and financial integration

Bowden, Roger J. - In: The review of economics and statistics 77 (1995) 2, pp. 305-320

Persistent link: https://www.econbiz.de/10001182252