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Comparing the shape of recoveries : France, the UK and the US
Bec, Frédérique; Bouabdallah, Othman; Ferrara, Laurent - In: Economic modelling 44 (2015), pp. 327-334
Persistent link: https://www.econbiz.de/10011326210
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Star arboricity
Alon, Noga; McDiarmid, Colin; Reed, Bruce A. - 1989
Persistent link: https://www.econbiz.de/10000783887
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Climate risks and forecastability of US inflation : evidence from dynamic quantile model averaging
Luo, Jiawen; Fu, Shengjie; Cepni, Oguzhan; Gupta, Rangan - 2024
Persistent link: https://www.econbiz.de/10014529004
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A Markov switching long memory model of crude oil price return volatility
Di Sanzo, Silvestro - In: Energy economics 74 (2018), pp. 351-359
Persistent link: https://www.econbiz.de/10011972860
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Carry trade strategies with factor augmented macro fundamentals : a dynamic Markov-switching factor model
Ogruk, Gokcen - In: The international journal of business and finance … 10 (2016) 3, pp. 11-28
Persistent link: https://www.econbiz.de/10011621237
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Long-run identification in a fractionally integrated system
Tschernig, Rolf; Weber, Enzo; Weigand, Roland - 2010
Persistent link: https://www.econbiz.de/10008697066
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GARCH Models with Long Memory and Nonparametric Specifications
Conrad, Christian - 2006
Persistent link: https://www.econbiz.de/10003402366
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Empirical simultaneous confidence regions for path-forecasts
Jordà, Òscar; Knüppel, Malte; Marcellino, Massimiliano - 2010
Persistent link: https://www.econbiz.de/10003976664
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Empirical simultaneous confidence regions for path-forecasts
Jordà, Òscar; Knüppel, Malte; Marcellino, Massimiliano - 2010
Persistent link: https://www.econbiz.de/10003960556
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Empirical simultaneous confidence regions for path-forecasts
Jordà, Òscar; Knüppel, Malte; Marcellino, Massimiliano - 2010
-parametric estimation is impractical given commonly available predictive sample sizes. Instead, this paper derives the approximate …
Persistent link: https://www.econbiz.de/10003962215