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Theorie und Empirie flexibler Wechselkurse : eine ökonometrische Untersuchung mit Methoden der Kointegration und der multivariaten Zeitreihenanalyse

Gerhards, Tilmann - 1994

Persistent link: https://www.econbiz.de/10000415959

Proceedings of the Hong Kong International Workshop on Statistics and Finance: an Interface : Centre of Financial Time Series, the University of Hong Kong 4-8 July 1999

Chan, Wai-Sum (contributor); Li, Wai Keung (contributor); … - International Workshop on Statistics and Finance <1999, … - 2000

Persistent link: https://www.econbiz.de/10001490756

Applications of artificial intelligence in finance and economics

Binner, Jane M. (ed.); Kendall, Graham (ed.); … - 2004 - 1. ed

Persistent link: https://www.econbiz.de/10002346905

Nonparametric modelling of financial time series

Heid, Frank - 1998

Persistent link: https://www.econbiz.de/10000668367

Wechselkursunsicherheit und Außenhandel : eine empirische Analyse unter besonderer Berücksichtigung bilateraler und sektoral disaggregierter Handelsströme

Schwier, Rolf - 1993

Persistent link: https://www.econbiz.de/10000347976

Künstliche neuronale Netze versus ökonometrische und zeitreihenanalytische Verfahren zur Prognose ökonomischer Zeitreihen

Zimmerer, Thomas - 1997

Persistent link: https://www.econbiz.de/10012699281

Have the effects of shocks to oil price expectations changed? : evidence from heteroskedastic proxy vector autoregressions

Bruns, Martin; Lütkepohl, Helmut - In: Economics letters 233 (2023), pp. 1-5

Persistent link: https://www.econbiz.de/10014506905

Journal of business & economic statistics : JBES ; a publication of the American Statistical Association

1983-: Alexandria, Va. : American Statistical Association; … - 1.1983 -

Persistent link: https://www.econbiz.de/10000369485

Journal of forecasting

Chichester : Wiley - 1.1982 -

Persistent link: https://www.econbiz.de/10000367780

Finding relevant variables in sparse Bayesian factor models : economic applications and simulation results

Kaufmann, Sylvia; Schumacher, Christian - 2012

This paper considers factor estimation from heterogenous data, where some of the variables are noisy and only weakly informative for the factors. To identify the irrelevant variables, we search for zero rows in the loadings matrix of the factor model. To sharply separate these irrelevant...

Persistent link: https://www.econbiz.de/10009674269

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