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Partial likelihood-based scoring rules for evaluating density forecasts in tails
Diks, Cees G. H.; Panchenko, Valentyn; Dijk, Dick van - 2008
Persistent link: https://www.econbiz.de/10003739119
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Normal log-normal mixture, leptokurtosis and skewness
Yang, Minxian - In: Applied economics letters 15 (2008) 7/9, pp. 737-742
Persistent link: https://www.econbiz.de/10003741693
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Minimum distance estimation and testing of DSGE models from structural VARs
Fève, Patrick; Matheron, Julien; Sahuc, Jean-Guillaume - 2009
Persistent link: https://www.econbiz.de/10003882210
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Minimum distance estimation and testing of DSGE models from structural VARs
Fève, Patrick; Matheron, Julien; Sahuc, Jean-Guillaume - In: Oxford bulletin of economics and statistics 71 (2009) 6, pp. 883-894
Persistent link: https://www.econbiz.de/10003899016
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Extracting business cycle fluctuations : what do time series filters really do?
Estrella, Arturo (contributor) - 2007
Persistent link: https://www.econbiz.de/10003522705
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Behaviour of skewness, kurtosis and normality tests in long memory data
Boutahar, Mohamed - In: Statistical methods & applications : SMA ; journal of … 19 (2010) 2, pp. 193-215
Persistent link: https://www.econbiz.de/10003983085
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Estimating point and density forecasts for the US economy with a factor-augmented vector autoregressive DSGE model
Bekiros, Stelios; Paccagnini, Alessia - In: Studies in nonlinear dynamics and econometrics : SNDE ; … 19 (2015) 2, pp. 107-136
Persistent link: https://www.econbiz.de/10011313595
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The limited usefulness of macroeconomic Bayesian VARs when estimating the probability of a US recession
Österholm, Pär - In: Journal of macroeconomics 34 (2012) 1, pp. 76-86
Persistent link: https://www.econbiz.de/10009624475
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Forecasting VaR using analytic higher moments for GARCH processes
Alexander, Carol; Lazar, Emese; Stanescu, Silvia - In: International review of financial analysis 30 (2013), pp. 36-45
Persistent link: https://www.econbiz.de/10010460001
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Outlier detection in the lognormal logarithmic conditional autoregressive range model
Chiang, Min-Hsien; Chou, Ray Yeutien; Wang, Li-Min - In: Oxford bulletin of economics and statistics 78 (2016) 1, pp. 126-144
Persistent link: https://www.econbiz.de/10011494656