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Variable selection and inference for multi-period forecasting problems
Pesaran, M. Hashem; Pick, Andreas; Timmermann, Allan - 2009
Persistent link: https://www.econbiz.de/10003851191
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Intrinsically autoregressive spatiotemporal models with application to aggregated birth outcomes
Norton, Jonathan D.; Niu, Xu-feng - In: Journal of the American Statistical Association : JASA 104 (2009) 486, pp. 638-649
Persistent link: https://www.econbiz.de/10003885390
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Unit root quantile autoregression testing using covariates
Galvão Júnior, Antônio Fialho - In: Journal of econometrics 152 (2009) 2, pp. 165-178
Persistent link: https://www.econbiz.de/10003892736
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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
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Variable selection, estimation and inference for multi-period forecasting problems
Pesaran, M. Hashem; Pick, Andreas; Timmermann, Allan - 2010
Persistent link: https://www.econbiz.de/10003978514
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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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Predicting bid-ask spreads using long memory autoregressive conditional poisson models
Groß-Klußmann, Axel; Hautsch, Nikolaus - 2011 - This version: July 2011
that the LMACP nicely captures salient features of bid-ask spreads like the strong autocorrelation and discreteness of …
Persistent link: https://www.econbiz.de/10009229669
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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
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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
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Testing for unit roots in three-regime SETAR models : application to the United States per capita real health care expenditure time series
Murthy, Vasudeva N. R. - In: The empirical economics letters : a monthly … 14 (2015) 4, pp. 307-314
Persistent link: https://www.econbiz.de/10011418844