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Markovian processes, two-side autoregressions and finite-sample inference for stationary and nonstationary autoregressive processes
Dufour, Jean-Marie; Torrès, Olivier - 2000
Persistent link: https://www.econbiz.de/10001504742
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The small firm effect and the random walk hypothesis : evidence from the London Stock Exchange using Markov chains
Mills, Terence C.; Jordanov, Jordan - 1999
Persistent link: https://www.econbiz.de/10001428365
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Contemporaneous threshold autoregressive models : Estimation, forecasting and rational expectations applications
Dueker, Michael (contributor); Sola, Martin (contributor);  … - 2003 - [Elektronische Ressource]
Persistent link: https://www.econbiz.de/10001983084
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The European business cycle
Artis, Michael J.; Krolzig, Hans-Martin; Toro, Juan - In: Oxford economic papers 56 (2004) 1, pp. 1-44
Persistent link: https://www.econbiz.de/10001860187
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The size effect and the random walk hypothesis : evidence from the London stock exchange using Markov chains
Mills, Terence C.; Jordanov, J. V. - In: Applied financial economics 13 (2003) 11, pp. 807-815
Persistent link: https://www.econbiz.de/10001804430
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Markovian processes, two-sided autoregressions and finite-sample inference for stationary and nonstationary autoregressive processes
Dufour, Jean-Marie; Torrès, Olivier - In: Journal of econometrics 99 (2000) 2, pp. 255-289
Persistent link: https://www.econbiz.de/10001511971
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Adaptive modelling and forecasting of offshore wind power fluctuations with Markov-switching autoregressive models
Pinson, Pierre; Madsen, Henrik - In: Journal of forecasting 31 (2012) 4, pp. 281-313
Persistent link: https://www.econbiz.de/10009576383
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The great recession and the effects of oil price shocks and the US recession : a Markov-switching and TAR-VEC analysis
Bildirici, Melike; Alp, Elçin Aykaç; Bakirtas, Tahsin - In: The Journal of energy and development 35 (2009/10) 1/2, pp. 215-277
Persistent link: https://www.econbiz.de/10009665784
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Combination schemes for turning point predictions
Billio, Monica; Casarin, Roberto; Ravazzolo, Francesco; … - 2012
Persistent link: https://www.econbiz.de/10009524199
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Testing for common autocorrelation in data-rich environments
Cubadda, Gianluca; Hecq, Alain W. J. - In: Journal of forecasting 30 (2011) 3, pp. 325-335
Persistent link: https://www.econbiz.de/10009233885