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An Efficient Filtering Approac...
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91
Structural changes in the Czech, Slovak and euro area economies during the Great Recession
Tvrz, Stanislav
;
Vašíček, Osvald
- In:
Národohospodářský obzor : časopis věnovaný …
16
(
2016
)
4
,
pp. 297-336
Persistent link: https://www.econbiz.de/10011719819
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92
Estimating the price impact of trades in a high-frequency microstructure model with jumps
Jondeau, Eric
;
Lahaye, Jérôme
;
Rockinger, Michael
- In:
Journal of banking & finance
61
(
2015
)
2
,
pp. 205-224
Persistent link: https://www.econbiz.de/10011585573
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93
Modeling changes in US monetary policy with a time-varying nonlinear Taylor rule
Nguyen, Anh D. M.
;
Pavlidis, Efthymios G.
;
Peel, David
- In:
Studies in nonlinear dynamics and econometrics : SNDE ; …
22
(
2018
)
5
,
pp. 1-16
Persistent link: https://www.econbiz.de/10011966001
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94
Estimation of geometric Brownian motion model with a t-distribution-based particle filter
Nkemnole, Bridget
;
Abass, Olaide
- In:
Journal of economic and financial sciences : JEF
12
(
2019
)
1
,
pp. 1-9
Persistent link: https://www.econbiz.de/10012018946
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95
The dynamic spillovers of entry : an application to the generic drug industry
Gallant, A. Ronald
;
Hong, Han
;
Khwaja, Ahmed
- In:
Management science : journal of the Institute for …
64
(
2018
)
3
,
pp. 1189-1211
Persistent link: https://www.econbiz.de/10011847192
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96
Equity index variance : evidence from flexible parametric jump-diffusion models
Kaeck, Andreas
;
Rodrigues, Paulo Jorge Maurício
; …
- In:
Journal of banking & finance
83
(
2017
),
pp. 85-103
Persistent link: https://www.econbiz.de/10011816827
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97
Bayesian estimation of state space models using moment conditions
Gallant, A. Ronald
;
Giacomini, Raffaella
;
Ragusa, Giuseppe
- In:
Journal of econometrics
201
(
2017
)
2
,
pp. 198-211
Persistent link: https://www.econbiz.de/10011918691
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98
Firm expansion, size spillovers, and market dominance in retail chain dynamics
Blevins, Jason R.
;
Khwaja, Ahmed
;
Yang, Nathan
- In:
Management science : journal of the Institute for …
64
(
2018
)
9
,
pp. 4070-4093
Persistent link: https://www.econbiz.de/10011921482
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99
The accuracy of linear and nonlinear estimation in the presence of the zero lower bound
Atkinson, Tyler
;
Richter, Alexander W.
;
Throckmorton, …
-
2018
Persistent link: https://www.econbiz.de/10011880508
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100
Benchmarking filter-based demand estimates for airline revenue management
Bartke, Philipp
;
Kliewer, Natalia
;
Cleophas, Catherine
- In:
EURO journal on transportation and logistics
7
(
2018
)
1
,
pp. 57-88
Persistent link: https://www.econbiz.de/10011855859
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