Similar Search Results

Non-stationarity in Garch models : a Bayesian analysis

Kleibergen, F.; Dijk, H. K. van - 1993

Persistent link: https://www.econbiz.de/10000122423

Nonstationarity in GARCH models : a Bayesian analysis

Kleibergen, Frank; Dijk, Herman K. van - 1993

Persistent link: https://www.econbiz.de/10000122477

Modeling and forecasting of Brazilian reservoir inflows via dynamic linear models

Lima, L. M. Marangon; Popova, Elmira; Damien, Paul - In: International journal of forecasting 30 (2014) 3, pp. 464-476

Persistent link: https://www.econbiz.de/10010511556

Testing for integration using evolving trend and seasonals models : a Bayesian approach

Koop, Gary; Dijk, Herman K. van - 1999

In this paper, we make use of state space models toinvestigate the presence of stochastic trends in economic time series. Amodel is specified where such a trend can enter either in the autoregressiverepresentation or in a separate state equation. Tests based on the formerare analogous to...

Persistent link: https://www.econbiz.de/10011302135

Testing for integration using evolving trend and seasonals models : a Bayesian approach

Koop, Gary; Dijk, Herman K. van; Hoek, Henk - 1997

In this paper, we make use of state space models to investigate the presence of stochastic trends in economic time series. A model is specified where such a trend can enter either in the autoregressive representation or in a separate state equation. Tests based on the former are analogous to...

Persistent link: https://www.econbiz.de/10010338455

Bayesian unit root test in double threshold heteroskedastic models

Chen, Cathy W. S.; Chen, Shu-yu; Lee, Sangyeol - In: Computational economics 42 (2013) 4, pp. 471-490

Persistent link: https://www.econbiz.de/10010249863

Bias, information, noise : the BIN model of forecasting

Satopää, Ville A.; Salikhov, Marat; Tetlock, Philip E.; … - In: Management science : journal of the Institute for … 67 (2021) 12, pp. 7599-7618

Persistent link: https://www.econbiz.de/10012815391

New indices for the evaluation of the statistical properties of Bayesian x̄ control charts for short runs

Nikolaidis, Yiannis; Tagaras, George - In: European journal of operational research : EJOR 259 (2017) 1, pp. 280-292

Persistent link: https://www.econbiz.de/10011644980

Stochastic tail index model for high frequency financial data with Bayesian analysis

Mao, Guangyu; Zhang, Zhengjun - In: Journal of econometrics 205 (2018) 2, pp. 470-487

Persistent link: https://www.econbiz.de/10012110325

Model-based estimation of high frequency jump diffusions with microstructure noise and stochastic volatility

Bos, Charles S. - 2008

Persistent link: https://www.econbiz.de/10003645209

1
2
3
4
5
6
7
8
9
10
Next
Last