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~isPartOf:"Economics discussion papers"
~subject:"Time series analysis"
~type_genre:"Arbeitspapier"
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ECONIS (ZBW)
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Finite sample critical values for flexible fourier form lagrange-multiplier and dickey-fuller unit root tests
King, Alan
-
2022
Persistent link: https://www.econbiz.de/10013279220
Saved in:
2
Persistence in real exchange rate convergence
Stengos, Thanasēs
;
Yazgan, Mustafa Ege
-
2012
Persistent link: https://www.econbiz.de/10009571570
Saved in:
3
Multivariate trend comparisons between autocorrelated climate series with general trend regression
McKitrick, Ross
;
Vogelsang, Timothy J.
-
2011
Persistent link: https://www.econbiz.de/10009500892
Saved in:
4
Modeling time series with zero observations
Harvey, Andrew C.
;
Ito, Ryoko
-
2017
Persistent link: https://www.econbiz.de/10011631471
Saved in:
5
Outlier detection algorithms for least squares time series regression
Johansen, Søren
;
Nielsen, Bent
-
2014
Persistent link: https://www.econbiz.de/10010405202
Saved in:
6
Martingale unobserved component models
Shephard, Neil G.
-
2013
Persistent link: https://www.econbiz.de/10009747434
Saved in:
7
Robust inference on parameters via particle filters and sandwich covariance matrices
Doucet, Arnaud
;
Shephard, Neil G.
-
2012
Persistent link: https://www.econbiz.de/10009579335
Saved in:
8
Multivariate rotated ARCH models
Noureldin, Diaa
;
Shephard, Neil G.
;
Sheppard, Kevin
-
2012
Persistent link: https://www.econbiz.de/10009532730
Saved in:
9
Forecasting in an extended chain-ladder-type model
Kuang, Di
;
Nielsen, Bent
;
Nielsen, Jens Perch
-
2010
Persistent link: https://www.econbiz.de/10003981986
Saved in:
10
On real interest rate persistence : the role of breaks
Haug, Alfred Albert
-
2013
Persistent link: https://www.econbiz.de/10009701610
Saved in:
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