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101
Variable selection and inference for multi-period forecasting problems
Pesaran, M. Hashem
;
Pick, Andreas
;
Timmermann, Allan
-
2009
direct forecasts when
estimation
error is a first-order concern, i.e. in small samples and for long forecast horizons …
Persistent link: https://www.econbiz.de/10003807908
Saved in:
102
Predicting bid-ask spreads using long-memory autoregressive conditional poisson models
Groß-Klußmann, Axel
;
Hautsch, Nikolaus
- In:
Journal of forecasting
32
(
2013
)
8
,
pp. 724-742
Persistent link: https://www.econbiz.de/10010344462
Saved in:
103
Inflation bias and output growth in Nigeria
Atanda, Mustapha Saidi
;
Akeem Ade, Nureni-Balogun
; …
- In:
Asian African journal of economics and econometrics
13
(
2013
)
2
,
pp. 209-225
Persistent link: https://www.econbiz.de/10010353712
Saved in:
104
Beta autoregressive transition Markov-switching models for business cycle analysis
Billio, Monica
;
Casarin, Roberto
- In:
Studies in nonlinear dynamics and econometrics : SNDE ; …
15
(
2011
)
4
,
pp. 1-30
Persistent link: https://www.econbiz.de/10009521858
Saved in:
105
Effects of asymmetric adjustment among labor productivity, labor demand, and exchange rate using threshold cointegration test
Chang, Shu Chen
- In:
Emerging markets finance & trade : a journal of the …
46
(
2010
)
6
,
pp. 55-68
Persistent link: https://www.econbiz.de/10009238983
Saved in:
106
Real-time detection of the business cycle using SETAR models
Ferrara, Laurent
;
Guégan, Dominique
- In:
Growth and cycle in the Euro-zone
,
(pp. 221-232)
.
2006
Persistent link: https://www.econbiz.de/10003412187
Saved in:
107
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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108
Forecasting intraday market risk : a marked self-exciting point process with exogenous renewals
Stindl, Tom
- In:
Journal of empirical finance
70
(
2023
),
pp. 182-198
Persistent link: https://www.econbiz.de/10014423627
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109
A regime-switching model of stock returns with momentum and mean reversion
Giner, Javier
;
Zakamulin, Valeriy
- In:
Economic modelling
122
(
2023
),
pp. 1-17
Persistent link: https://www.econbiz.de/10014388630
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110
Time-transformed test for bubbles under non-stationary volatility
Kurozumi, Eiji
;
Skrobotov, Anton
;
Tsarev, Alexey
- In:
Journal of financial econometrics
21
(
2023
)
4
,
pp. 1282-1307
Persistent link: https://www.econbiz.de/10014391459
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