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Macroscopic features of production network and sequential graph drawing
Fujita, Yuji; Fujiwara, Yoshi; Sōma, Wataru - In: Evolutionary and institutional economics review 16 (2019) 1, pp. 183-199
Persistent link: https://www.econbiz.de/10012034594
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Forecasting electricity price in Colombia : a comparison between neural network, ARMA process and hybrid models
Barrientos, Jorge Hugo; Orozco, Elkin Tabares; Velilla, … - In: International Journal of Energy Economics and Policy : IJEEP 8 (2018) 3, pp. 97-106
Persistent link: https://www.econbiz.de/10011881289
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The correlation integral and the independence of Gaussian and related processes
Dechert, W. Davis - 1994 - Rev
Persistent link: https://www.econbiz.de/10000896409
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Sharing stochastic trends
Pellegrini, Guido - 1992 - Rev
Persistent link: https://www.econbiz.de/10000861948
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A time series model with periodic stochastic regime switching
Ghysels, Eric - 1993
Persistent link: https://www.econbiz.de/10000865918
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Testing the null hypothesis of stationarity against the alternative of a unit root : how sure are we that economic time series have a unit root?
Kwiatkowski, Denis E.; Phillips, Peter C. B.; Schmidt, Peter - 1991
Persistent link: https://www.econbiz.de/10000828125
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Heteroscedasticity in non-stationary time series : some Monte Carlo evidence
Haldrup, Niels - 1992
Persistent link: https://www.econbiz.de/10000842147
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A note on the normalized residuals from ARCH and stochastic volatility models
Nelson, Daniel B. - 1990 - Rev
Persistent link: https://www.econbiz.de/10000809491
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Estimation of continuous-time models in finance
Melino, Angelo - 1991
Persistent link: https://www.econbiz.de/10000815348
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A consistent test for the null of stationarity against the alternative of a unit root
Kahn, James A.; Ōgaki, Masao - 1991
Persistent link: https://www.econbiz.de/10000826504