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Measuring business cycles : empirical evidence based on an unobserved component approach
Alqaralleh, Huthaifa - In: Cogent economics & finance 7 (2019) 1, pp. 1-10
We adopt an unobserved components time series model to track the business cycles in the G7 countries using the Industrial production index over the period from 1:1961 to 8:2017. The advantage of adopting the industrial production series frequency is that the business cycle can be investigated in...
Persistent link: https://www.econbiz.de/10012023355
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Likelihood inference for dynamic linear models with Markov switching parameters : on the efficiency of the Kim filter
Kim, Young Min; Kang, Kyu Ho - In: Econometric reviews 38 (2019) 10, pp. 1109-1130
Persistent link: https://www.econbiz.de/10012181397
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Hawkes-based models for high frequency financial data
Nyström, Kaj; Zhang, Changyong - In: Journal of the Operational Research Society 73 (2022) 10, pp. 2168-2185
Persistent link: https://www.econbiz.de/10013532430
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Econometrics : an introduction to maximum likelihood methods
Valavanis, Stefan - 1959
Persistent link: https://www.econbiz.de/10000597213
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Estimation, inference and specification analysis
White, Halbert - 1994 - 1. publ.
Persistent link: https://www.econbiz.de/10000339922
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Econometric applications of maximum likelihood methods
Cramer, Jan S. - 1986 - 1. publ.
Persistent link: https://www.econbiz.de/10000691087
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Incorporating transportation network structure in spatial econometric models of commodity flows
Lesage, James P.; Polasek, Wolfgang - 2006
Persistent link: https://www.econbiz.de/10003318052
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Panel VAR models with spatial dependence
Mutl, Jan - 2009
Persistent link: https://www.econbiz.de/10003835608
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An introduction to MATLAB for econometrics
Frain, John C. - 2010
Persistent link: https://www.econbiz.de/10003996465
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Behavioral econometrics for psychologists
Andersen, Steffen; Harrison, Glenn W.; Igel Lau, Morten; … - 2007
Persistent link: https://www.econbiz.de/10003520995