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Attrition in panel data and the estimation of dynamic labor market models
Berg, Gerard J. van den; Lindeboom, Maarten - 1994
Persistent link: https://www.econbiz.de/10000896327
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Can cohort data be treated as genuine panel data?
Verbeek, Marno; Nijman, Theodore E. - 1990
Persistent link: https://www.econbiz.de/10000801227
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Outliers in statistical data analysis
Pemajayantha, V. - 1995
Persistent link: https://www.econbiz.de/10000603553
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Kleine-Stichproben-Eigenschaften von Parameterschätzern in einem einfachen strukturellen Trendmodell
Pauly, Ralf; Bousardt, Dieter; Trenkler, Dietrich - 1994
Persistent link: https://www.econbiz.de/10000665371
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State-space models with regime switching : classical and Gibbs-sampling approaches with applications
Kim, Chang-jin; Nelson, Charles R. - 1999
Persistent link: https://www.econbiz.de/10000672140
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GLS detrending and regime-wise stationarity testing in small samples
Lopez, Claude (contributor) - 2008
Persistent link: https://www.econbiz.de/10003732589
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Modulated cycles, an approach to modelling periodic components from rapidly sampled data
Pedregal, Diego J.; Young, Peter C. - In: International journal of forecasting 22 (2006) 1, pp. 181-194
Persistent link: https://www.econbiz.de/10003283986
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Resampling and subsampling for financial time series
Paparoditis, Efstathios; Politis, Dimitris N. - In: Handbook of financial time series, (pp. 983-999). 2009
Persistent link: https://www.econbiz.de/10003834282
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Is forecasting with large models informative? : assessing the role of judgement in macroeconomic forecasts
Mestre, Ricardo; McAdam, Peter - 2008
-for breaks in forecast accuracy and off-model judgment. Conclusions reached are that simple mechanical residual adjustments have …
Persistent link: https://www.econbiz.de/10003794046