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Smooth robust multi‐horizon forecasts
Martinez, Andrew B.; Castle, Jennifer; Hendry, David F. - In: Essays in honor of M. Hashem Pesaran : prediction and …, (pp. 143-165). 2022
Persistent link: https://www.econbiz.de/10013201849
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On the modeling of financial time series
Kutergin, Aleksey; Filimonov, Vladimir - In: Financial econometrics and empirical market microstructure, (pp. 131-151). 2015
Persistent link: https://www.econbiz.de/10011326692
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Detecting housing price bubbles using panel unit roots tests
Korkmaz, Özge - In: Selected topics in applied econometrics, (pp. 87-115). 2019
Persistent link: https://www.econbiz.de/10012286929
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VaR prediction under long memory in volatility
Kinateder, Harald; Wagner, Niklas F. - In: Operations research proceedings 2010 : selected papers …, (pp. 123-128). 2011
Persistent link: https://www.econbiz.de/10009270862
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Forecasting Breaks and Forecasting During Breaks
Castle, Jennifer L.; Nicholas Fawcett, Nicholas W. P.; … - In: The Oxford handbook of economic forecasting. 2012
Persistent link: https://www.econbiz.de/10012882018
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Forecasting using nonlinear long memory models with artificial neural network expansion
Chaleampong Kongcharoen - In: Uncertainty analysis in econometrics with applications …, (pp. 241-254). 2013
Persistent link: https://www.econbiz.de/10009711144
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A VAR approach to forecasting multivariate long memory processes subject to structural breaks
Wang, Cindy S. H.; Wan, Shui Ki - In: Essays in honor of Cheng Hsiao, (pp. 105-141). 2020
Persistent link: https://www.econbiz.de/10012249359
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A random walk of stock prices in Visegrad Group : efficient market hypothesis
Saglam, Yagmur; Guresci, Gulcin - In: Efficiency in business and economics : proceedings from …, (pp. 175-185). 2018
The purpose of this paper is to investigate Efficient Market Hypothesis (EMH) for Visegrad Group. The stock prices have been analyzed for the period between 1995 and 2014 with panel multiple structural breaks unit root test which is developed by Carrion-i-Silvestre et al. (2005). According to...
Persistent link: https://www.econbiz.de/10012230857
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Schätzung einer deutschen Arbeitsnachfragefunktion unter besonderer Berücksichtigung von Strukturbrüchen bei saisonalen Zeitreihen
Reimers, Hans-Eggert - In: Implikationen der Währungsunion für …, (pp. 127-144). 2001
Persistent link: https://www.econbiz.de/10001607086
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Nonlinearity, structural breaks, or outliers in economic time series?
Koop, Gary; Potter, Simon M. - In: Nonlinear econometric modeling in time series : …, (pp. 61-78). 2000
Persistent link: https://www.econbiz.de/10001532220