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Direkte Schätzung der Trend-Konjunktur-Komponente versus Saisonbereinigung am aktuellen Zeitreihenrand

Goldrian, Georg - In: Jahrbücher für Nationalökonomie und Statistik 221 (2001) 2, pp. 129-144

Persistent link: https://www.econbiz.de/10001569145

Time-varying coefficient models : a comparison of alternative estimation strategies

Neumann, Thorsten - 1999

Persistent link: https://www.econbiz.de/10001556999

Wagner's law : a pooled time-series, cross-section comparison

Abizadeh, Sohrab; Gray, John - In: National tax journal 38 (1985) 2, pp. 209-218

Persistent link: https://www.econbiz.de/10001805987

Time-varying coefficient models : a comparison of alternative estimation strategies

Neumann, Thorsten - In: Allgemeines statistisches Archiv : AStA ; journal of … 87 (2003) 3, pp. 257-280

Persistent link: https://www.econbiz.de/10001968144

The Lognormal Autoregressive Conditional Duration (LNACD) Model and a Comparison with an Alternative ACD Models

Xu, Yongdeng - 2014

Engle and Russell (1998) introduce the autoregressive conditional duration (ACD) model to model the dynamics of financial duration. It is recognized that the ACD model can be specified in ARMA form. We show that as long as the innovations of the ACD model follows a lognormal distribution, the...

Persistent link: https://www.econbiz.de/10013060503