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accessRights:"free"
type_genre:"Forschungsbericht"
~subject:"Forecasting model"
~subject:"Time series analysis"
~type_genre:"Collection of articles of several authors"
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Essays in empirical macroeconomics: identification in vector autoregressive models and robust inference in early warning systems
Bruns, Martin
-
2019
Persistent link: https://www.econbiz.de/10012104832
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2
Essays on robust long memory inference
Will, Michael Wolfgang
-
2018
Persistent link: https://www.econbiz.de/10012123519
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3
Modeling multivariate time series with fractional integration in macroeconomics and finance
Weigand, Roland
-
2018
Persistent link: https://www.econbiz.de/10012197752
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4
Model selection methods for panel vector autoregressive models
Camehl, Annika
-
2018
Persistent link: https://www.econbiz.de/10012154338
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5
Beveridge-Nelson decomposition with Markov switching
Low, Chin Nam
;
Anderson, Heather M.
;
Snyder, Ralph D.
-
2006
Persistent link: https://www.econbiz.de/10003365301
Saved in:
6
Structured analogies for forecasting
Green, Kesten C.
;
Armstrong, Jon Scott
-
2004
Persistent link: https://www.econbiz.de/10002474664
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7
Distinguishing between long-range dependence and deterministic trends
Sibbertsen, Philipp
;
Venetis, Ioannis
-
2003
Persistent link: https://www.econbiz.de/10001813104
Saved in:
8
On detecting jumps in time series : nonparametric setting
Pawlak, Mirek
;
Rafajlowicz, Ewaryst
;
Steland, Ansgar
-
2003
Persistent link: https://www.econbiz.de/10001813602
Saved in:
9
Jump-preserving monitoring of dependent time series using pilot estimators
Steland, Ansgar
-
2003
Persistent link: https://www.econbiz.de/10001981774
Saved in:
10
A confidence interval to combined univariate economic forecasts
Hartung, Joachim
;
Argaç, Dog̃an
-
2002
Persistent link: https://www.econbiz.de/10001742145
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