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88
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Gao, Jiti
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Mills, Terence C.
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Robinson, Peter M.
39
Saikkonen, Pentti
39
Stock, James H.
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Feng, Yuanhua
37
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Conference on Applied Probability and Time Series Analysis <1995, Athen>
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Econometric reviews
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Journal of economic dynamics & control
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60
NBER Working Paper
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Cowles Foundation discussion paper
55
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55
Energy economics
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Oxford bulletin of economics and statistics
53
Journal of empirical finance
52
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CESifo working papers
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Finance research letters
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ECONIS (ZBW)
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1
Is
entrepreneurship
a leading or lagging indicator of the business cycle? : evidence from UK self-employment data
Parker, Simon C.
;
Congregado, Emilio
;
Golpe, Antonio A.
- In:
International small business journal : researching …
30
(
2012
)
7
,
pp. 736-753
Persistent link: https://www.econbiz.de/10009753455
Saved in:
2
Assessing new economic activity : process and performance in new ventures
Dahlqvist, Jonas
-
2007
Persistent link: https://www.econbiz.de/10003512290
Saved in:
3
Rethinking new venture growth : a time series cluster analysis of biotech startups’ heterogeneous growth trajectories
Göttel, Vincent
;
Lichtinger, Yasmina
;
Engelen, Andreas
- In:
Long range planning : LRP ; international journal of …
57
(
2024
)
2
,
pp. 1-21
Persistent link: https://www.econbiz.de/10014529433
Saved in:
4
Detrending and the distributional properties of US output time series
Fagiolo, Giorgio
;
Napoletano, Mauro
;
Piazza, Marco
; …
-
2009
We study the impact of alternative detrending techniques on the distributional properties of U.S. output time series. We detrend GDP and industrial production time series employing first-differencing, Hodrick-Prescott and bandpass filters. We show that the resulting distributions can be...
Persistent link: https://www.econbiz.de/10008732406
Saved in:
5
Some like it smooth, and some like it rough : untangling continuous and jump components in measuring, modeling, and forecasting asset return volatility
Andersen, Torben
;
Bollerslev, Tim
;
Diebold, Francis X.
-
2003
-
This version: September 2003
A rapidly growing literature has documented important improvements in volatility measurement and forecasting performance through the use of realized volatilities constructed from high-frequency returns coupled with relatively simple reduced-form time series modeling procedures. Building on...
Persistent link: https://www.econbiz.de/10009764770
Saved in:
6
Measuring the distance between sets of ARMA models
Triacca, Umberto
- In:
Econometrics : open access journal
4
(
2016
)
3
,
pp. 1-11
A distance between pairs of sets of autoregressive moving average (ARMA) processes is proposed. Its main properties are discussed. The paper also shows how the proposed distance finds application in time series analysis. In particular it can be used to evaluate the distance between portfolios of...
Persistent link: https://www.econbiz.de/10011506519
Saved in:
7
Learning Causal Relations in Multivariate Time Series Data
Chen, Pu
-
2011
Applying a probabilistic causal approach, we define a class of time series causal models (TSCM) based on stationary Bayesian networks. A TSCM can be seen as a structural VAR identified by the causal relations among the variables. We classify TSCMs into observationally equivalent classes by...
Persistent link: https://www.econbiz.de/10013132163
Saved in:
8
Learning Causal Relations in Multivariate Time Series Data
Fair, Ray C.
-
2011
Applying a probabilistic causal approach, we define a class of time series causal models (TSCM) based on stationary Bayesian networks. A TSCM can be seen as a structural VAR identified by the causal relations among the variables. We classify TSCMs into observationally equivalent classes by...
Persistent link: https://www.econbiz.de/10013132436
Saved in:
9
Continuous-Time Linear Models
Cochrane, John H.
-
2012
I translate familiar concepts of discrete-time time-series to continuous-time equivalent. I cover lag operators, ARMA models, the relation between levels and differences, integration and cointegration, and the Hansen-Sargent prediction formulas
Persistent link: https://www.econbiz.de/10013105103
Saved in:
10
Bayesian Analysis of a Threshold Stochastic Volatility Model
Wirjanto, Tony S.
-
2013
This paper proposes a parsimonious threshold stochastic volatility (SV) model for financial asset returns. Instead of imposing a threshold value on the dynamics of the latent volatility process of the SV model, we assume that the innovation of the mean equation follows a threshold distribution...
Persistent link: https://www.econbiz.de/10013084224
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