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Non-Fungible Tokens (NFTs) : a review of pricing determinants, applications and opportunities
Kräussl, Roman; Tugnetti, Alessandro - In: Journal of economic surveys 38 (2024) 2, pp. 555-574
Persistent link: https://www.econbiz.de/10014517076
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Positivity conditions for stochastic state space modelling of time series
Heij, Christiaan - In: Econometric reviews 11 (1992) 3, pp. 379-396
Persistent link: https://www.econbiz.de/10001133926
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Outlier detection in cointegration analysis
Franses, Philip Hans - In: Journal of business & economic statistics : JBES ; a … 16 (1998) 4, pp. 459-468
Persistent link: https://www.econbiz.de/10001251800
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Predicting time-varying parameters with parameter-driven and observation-driven models
Koopman, Siem Jan; Lucas, André; Scharth, Marcel - In: The review of economics and statistics 98 (2016) 1, pp. 97-110
Persistent link: https://www.econbiz.de/10011477094
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A stochastic recurrence equations approach for score driven correlation models
Blasques, Francisco; Lucas, André; Silde, Erkki - In: Econometric reviews 37 (2018) 1/5, pp. 166-181
Persistent link: https://www.econbiz.de/10012038166
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Testing for parameter instability across different modeling frameworks
Calvori, Francesco; Creal, Drew; Koopman, Siem Jan; … - In: Journal of financial econometrics : official journal of … 15 (2017) 2, pp. 223-246
Persistent link: https://www.econbiz.de/10011987424
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Numerically accelerated importance sampling for nonlinear non-Gaussian state-space models
Koopman, Siem Jan; Lucas, André; Scharth, Marcel - In: Journal of business & economic statistics : JBES ; a … 33 (2015) 1, pp. 114-127
Persistent link: https://www.econbiz.de/10011389921
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Accounting for missing values in score-driven time-varying parameter models
Lucas, André; Opschoor, Anne; Schaumburg, Julia - In: Economics letters 148 (2016), pp. 96-98
Persistent link: https://www.econbiz.de/10011619937
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In-sample confidence bands and out-of-sample forecast bands for time-varying parameters in observation-driven models
Blasques, Francisco; Koopman, Siem Jan; Łasak, Katarzyna; … - In: International journal of forecasting 32 (2016) 3, pp. 875-887
Persistent link: https://www.econbiz.de/10011621857
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In-sample confidence bands and out-of-sample forecast bands for time-varying parameters : some comments
Forbes, Catherine Scipione - In: International journal of forecasting 32 (2016) 3, pp. 888-890
Persistent link: https://www.econbiz.de/10011621862