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subject:"Capital income"
subject:"Zeitreihenanalyse"
~isPartOf:"Working paper"
~person:"Attanasio, Orazio P."
~person:"Escribano, Álvaro"
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Capital income
Zeitreihenanalyse
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Attanasio, Orazio P.
Escribano, Álvaro
McAleer, Michael
10
Engsted, Tom
6
Kapetanios, George
4
Blazsek, Szabolcs
3
Honoré, Peter
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Lund, Jesper
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Manera, Matteo
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Mikkelsen, Hans Ole Æ.
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Caporin, Massimiliano
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Dueker, Michael
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Giraitis, Liudas
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Karlsson, Sune
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Licht, Adrian
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Neely, Christopher J.
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Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
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Nonlinear econometric modeling in time series : proceedings of the Eleventh International Symposium in Economic Theory
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ECONIS (ZBW)
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Robust estimation and forecasting of climate change using score-driven ice-age models
Blazsek, Szabolcs
;
Escribano, Álvaro
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2021
Persistent link: https://www.econbiz.de/10013259967
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2
Prediction accuracy of bivariate score-driven risk premium and volatility filters : an illustration for the Dow Jones
Blazsek, Szabolcs
;
Escribano, Álvaro
;
Licht, Adrian
-
2020
Persistent link: https://www.econbiz.de/10012310604
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3
Markov-switching score-driven multivariate models : outlier-robust measurement of the relationships between world crude oil production and US industrial production
Blazsek, Szabolcs
;
Escribano, Álvaro
;
Licht, Adrian
-
2019
Persistent link: https://www.econbiz.de/10012158760
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4
Risk, Gordon's growth model, and the predictability of stock market returns
Attanasio, Orazio P.
;
Wadhwani, Sushil B.
-
1989
-
Rev
Persistent link: https://www.econbiz.de/10000819088
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