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subject:"Zeitreihenanalyse"
~person:"Clements, Michael P."
~subject:"ARCH model"
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Search: subject_exact:"Autoregressives Modell"
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Zeitreihenanalyse
ARCH model
Autocorrelation
10
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5
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Clements, Michael P.
Phillips, Peter C. B.
23
Teräsvirta, Timo
23
Rahbek, Anders
15
Koopman, Siem Jan
14
Lanne, Markku
12
Blasques, Francisco
11
Medeiros, Marcelo C.
11
Lucas, André
10
Saikkonen, Pentti
10
Franses, Philip Hans
9
He, Changli
8
Kapetanios, George
8
Luoto, Jani
8
Magdalinos, Tassos
8
Sun, Yixiao
8
Talmain, Gabriel
8
Cavaliere, Giuseppe
7
Dijk, Dick van
7
Dufour, Jean-Marie
7
Pesaran, M. Hashem
7
Pitarakis, Jean-Yves
7
Abadir, Karim Maher
6
Funke, Michael
6
Gronwald, Marc
6
Hafner, Christian M.
6
Kang, Jian
6
Krolzig, Hans-Martin
6
Psaradakis, Zacharias G.
6
Ravazzolo, Francesco
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Shin, Yongcheol
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Taylor, Robert
6
Timmermann, Allan
6
Bec, Frédérique
5
Bohn Nielsen, Heino
5
Bollerslev, Tim
5
Busetti, Giorgio
5
Cubadda, Gianluca
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International journal of finance & economics : IJFE
1
Journal of applied econometrics
1
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
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Journal of forecasting
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Warwick economic research papers
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ECONIS (ZBW)
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1
Can regime-switching models reproduce the business cycle features of US aggregate consumption, investment and output?
Clements, Michael P.
;
Krolzig, Hans-Martin
- In:
International journal of finance & economics : IJFE
9
(
2004
)
1
,
pp. 1-14
Persistent link: https://www.econbiz.de/10001904952
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2
Business cycle asymmetries : characterization and testing based on Markov-Switching autoregressions
Clements, Michael P.
;
Krolzig, Hans-Martin
- In:
Journal of business & economic statistics : JBES ; a …
21
(
2003
)
1
,
pp. 196-211
Persistent link: https://www.econbiz.de/10001728896
Saved in:
3
On SETAR non-linearity and forecasting
Clements, Michael P.
;
Franses, Philip Hans
;
Smith, Jeremy
; …
- In:
Journal of forecasting
22
(
2003
)
5
,
pp. 359-375
Persistent link: https://www.econbiz.de/10001781684
Saved in:
4
A Monte Carlo study of the forecasting performance of empirical SETAR models
Clements, Michael P.
;
Smith, Jeremy
- In:
Journal of applied econometrics
14
(
1999
)
2
,
pp. 123-141
Persistent link: https://www.econbiz.de/10001387355
Saved in:
5
Business cycle asymmetries : characterisation and testing based on Markov-switching autoregressions
Clements, Michael P.
;
Krolzig, Hans-Martin
-
1998
Persistent link: https://www.econbiz.de/10001370037
Saved in:
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