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Economic forecasting with end-of-sample tests
Haddock, Joanna Marie - 2006
Persistent link: https://www.econbiz.de/10003965318
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Modeling multivariate time series with fractional integration in macroeconomics and finance
Weigand, Roland - 2018
Persistent link: https://www.econbiz.de/10012197752
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Essays on international trade and econometrics
Chang, Pao-li - 2002
Persistent link: https://www.econbiz.de/10003774260
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Modelling time series counts data in financial microstructure
Heinen, Andreas - 2004
Persistent link: https://www.econbiz.de/10003386895
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Asymptotic and bootstrap tests for unit root and threshold cointegration
Seo, Myung Hwan - 2004
Persistent link: https://www.econbiz.de/10003550223
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Essays on nonstandard testing of trend functions in time series models
Sayginsoy, Ozgen - 2004
Persistent link: https://www.econbiz.de/10003551599
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Three essays on nonlinear nonstationary econometrics and applied macroeconomics
Bae, Youngsoo - 2006
Persistent link: https://www.econbiz.de/10003965066
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Uniform inferences in econometrics
Mikusheva, Anna - 2007
Persistent link: https://www.econbiz.de/10009689094
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Modelling and forecasting economic time series with single hidden-layer feedforward autoregressive artificial neural networks
Rech, Gianluigi - 2001
Persistent link: https://www.econbiz.de/10001628249
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Using asymmetric loss functions in time series econometrics
Titova, Anna - 2019
Persistent link: https://www.econbiz.de/10012021670