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Clustering macroeconomic variables

Perricone, Chiara - In: Structural change and economic dynamics : SC+ED 44 (2018), pp. 23-33

Persistent link: https://www.econbiz.de/10012039777

Specification tests for time-varying parameter models with stochastic volatility

Chan, Joshua - In: Econometric reviews 37 (2018) 6/10, pp. 807-823

Persistent link: https://www.econbiz.de/10012040412

Likelihood-based panel cointegration test in the presence of a linear time trend and cross-sectional dependence

Arsova, Antonia; Karaman Örsal, Deniz Dilan - In: Econometric reviews 37 (2018) 6/10, pp. 1033-1050

Persistent link: https://www.econbiz.de/10012040532

Dilated convolutional neural networks for time series forecasting

Borovykh, Anastasia; Bohte, Sander; Oosterlee, Cornelis … - In: The journal of computational finance 22 (2018/2019) 4, pp. 73-101

Persistent link: https://www.econbiz.de/10012042219

An integrated model of statistical process control and maintenance planning for a two-stage dependent process under general deterioration

Rasay, Hasan; Fallahnezhad, Mohammad Saber; … - In: European journal of industrial engineering : EJIE 13 (2019) 2, pp. 149-177

Persistent link: https://www.econbiz.de/10012049440

Quantitative and empirical analysis of nonlinear dynamic macromodels

Chiarella, Carl; Franke, Reiner; Flaschel, Peter; … - 2006

Introduction / Carl Chiarella, Peter Flaschel, Reiner Franke, Willi Semmler -- New Keynesian theory and the new … Phillips curves : a competing approach / Peter Flaschel, Ekkehart Schlicht -- Keynesian theory and the AD-AS framework : a …

Persistent link: https://www.econbiz.de/10012049631

Econometric analysis of financial and economic time series

Fomby, Thomas B. (ed.); Terrell, Dek (ed.) - 2006

Realized beta : persistence and predictability / Torben G. Andersen, Tim Bollerslev, Francis X. Diebold, Ginger Wu -- Boosting-based frameworks in financial modeling : application to symbolic volatility forecasting / Valeriy V. Gavrishchaka -- Overlaying time scales in financial volatility data...