Essays on modeling time-varying parameters
Year of publication: |
[2019]
|
---|---|
Authors: | Vlodrop, Andries van |
Publisher: |
[Amsterdam] : Rozenberg Publishers |
Subject: | Zeitreihenanalyse | Time series analysis | Modellierung | Scientific modelling | Wirtschaftsindikator | Economic indicator | Schätzung | Estimation | Welt | World |
Description of contents: | Table of Contents [gbv.de] |
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Smooth regimes, macroeconomic variables, and bagging for the short-term interest rate process
Audrino, Francesco, (2008)
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Can parameter instability explain the Meese-Rogoff puzzle?
Bacchetta, Philippe, (2009)
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Can parameter instability explain the Meese-Rogoff puzzle?
Bacchetta, Philippe, (2010)
- More ...
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Finite sample optimality of score-driven volatility models
Blasques, Francisco, (2017)
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Forecasting with Bayesian vector autoregressions with time variation in the mean
Bańbura, Marta, (2018)
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Finite Sample Optimality of Score-Driven Volatility Models
Blasques, Francisco, (2017)
- More ...