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Modeling and estimation of synchronization in multistate Markov-switching models

Çakmaklı, Cem; Paap, Richard; Dijk, Dick van - 2011

Persistent link: https://www.econbiz.de/10008809882

Nonlinear forecasting with many predictors using kernel ridge regression

Exterkate, Peter; Groenen, Patrick J. F.; Heij, Christiaan - 2011

Persistent link: https://www.econbiz.de/10008809883

Cointegration in a historical perspective

Boswijk, Herman Peter; Franses, Philip Hans; Dijk, Dick van - In: Journal of econometrics 158 (2010) 1, pp. 156-159

Persistent link: https://www.econbiz.de/10008826866

Editorial: Twenty years of cointegration

Boswijk, Herman Peter; Franses, Philip Hans; Dijk, Dick van - In: Journal of econometrics 158 (2010) 1, pp. 1-2

Persistent link: https://www.econbiz.de/10008826882

Twenty years of cointegration : [... special Conference on Cointegration ... held in Rotterdam, March 23 and 24, 2007]

Boswijk, Herman Peter (contributor); … - 2010

Persistent link: https://www.econbiz.de/10008827063

Improved construction of diffusion indexes for macroeconomic forecasting

Heij, Christiaan (contributor); Dijk, Dick van (contributor) - 2006

Persistent link: https://www.econbiz.de/10003303551

Measuring volatility with the realized range

Martens, Martin (contributor); Dijk, Dick van (contributor) - 2006

Persistent link: https://www.econbiz.de/10003303567

Bayesian model averaging in the presence of structural breaks

Ravazzolo, Francesco; Paap, Richard; Dijk, Dick van; … - 2006

Persistent link: https://www.econbiz.de/10003385036

Time series forecasting by principal covariate regression

Heij, Christiaan (contributor); … - 2006

Persistent link: https://www.econbiz.de/10003385047

Instability and nonlinearity in the euro area Phillips curve

Musso, Alberto (contributor); Stracca, Livio (contributor); … - 2007

This paper provides a comprehensive analysis of the functional form of the euro area Phillips curve over the past three decades. In particular, compared to previous literature we analyse the stability of the relationship in detail, especially as regards the possibility of a time-varying mean of...

Persistent link: https://www.econbiz.de/10003554817