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Modelling and estimating the forward price curve in the energy market
Chiarella, Carl; Chewlow, Les; King, Boda - 2009
Persistent link: https://www.econbiz.de/10008662359
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Assessing the precision of turning point estimates in polynomial regression functions
Plassmann, Florenz; Khanna, Neha - In: Econometric reviews 26 (2007) 5, pp. 503-528
Persistent link: https://www.econbiz.de/10003549303
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Monte Carlo inference in econometric models with symmetric stable disturbances
Tsionas, Efthymios G. - In: Journal of econometrics 88 (1999) 2, pp. 365-401
Persistent link: https://www.econbiz.de/10001252778
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Künstliche neuronale Netze versus ökonometrische und zeitreihenanalytische Verfahren zur Prognose ökonomischer Zeitreihen
Zimmerer, Thomas - 1997
Persistent link: https://www.econbiz.de/10012699281
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Bayesian nonlinear panel cointegration : an empirical application to the EKC hypothesis
Polemis, Michael; Tsionas, Efthymios G. - In: Letters in spatial and resource sciences : LSRS 12 (2019) 2, pp. 113-120
Persistent link: https://www.econbiz.de/10012109664
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Climate change economics and the determinants of carbon emissions' futures returns : a regime-driven ARDL model
Kotsompolis, Giorgos; Konstantakis, Konstantinos N.; … - In: Finance research letters 58 (2023) 3, pp. 1-9
Persistent link: https://www.econbiz.de/10014631297
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Nonlinearities and parameter instability in the finance-growth nexus
Prettner, Catherine - 2016
Persistent link: https://www.econbiz.de/10011498251
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A Bayesian Monte Carlo Markov chain method for loss models and risk measure assessments
Hu, Ling; Yang, Yating - In: Review of Pacific Basin financial markets and policies 12 (2009) 3, pp. 529-543
Persistent link: https://www.econbiz.de/10003891417
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Endogeneity and panel data in growth regressions : a bayesian model averaging approach
Leon-Gonzalez, Roberto; Montolio, Daniel - 2012
Persistent link: https://www.econbiz.de/10009618450
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A jump diffusion model for agricultural commodities with Bayesian analysis
Schmitz, Adam; Wang, Zhiguang; Kimn, Jung-han - In: The journal of futures markets 34 (2014) 3, pp. 235-260
Persistent link: https://www.econbiz.de/10010355435