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~isPartOf:"Journal of business & economic statistics : JBES ; a publication of the American Statistical Association"
~isPartOf:"Journal of economic dynamics & control"
~subject:"Simulation"
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Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
Journal of economic dynamics & control
Discussion paper / Tinbergen Institute
11
Journal of econometrics
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Diskussionspapiere der Wirtschaftswissenschaftlichen Fakultät / Wirtschaftswissenschaftliche Fakultät, Universität Hannover : Hannover economic papers (HEP)
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ECONIS (ZBW)
14
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1
Do "complex" financial models really lead to complex dynamics? : agent-based models and multifractality
Kukacka, Jiri
;
Krištoufek, Ladislav
- In:
Journal of economic dynamics & control
113
(
2020
),
pp. 1-23
Persistent link: https://www.econbiz.de/10012502448
Saved in:
2
Improving forecasts with the co-range dynamic conditional correlation model
Fiszeder, Piotr
;
Fałdziński, Marcin
- In:
Journal of economic dynamics & control
108
(
2019
),
pp. 1-16
Persistent link: https://www.econbiz.de/10012313608
Saved in:
3
Simulation-based density estimation for time series using covariate data
Liao, Yin
;
Stachurski, John
- In:
Journal of business & economic statistics : JBES ; a …
33
(
2015
)
4
,
pp. 595-606
Persistent link: https://www.econbiz.de/10011403245
Saved in:
4
Are spectral estimators useful for long-run restrictions in SVARs?
Mertens, Elmar
- In:
Journal of economic dynamics & control
36
(
2012
)
12
,
pp. 1831-1844
Persistent link: https://www.econbiz.de/10009701923
Saved in:
5
Modelling long memory and structural breaks in conditional variances : an adaptive FIGARCH approach
Baillie, Richard
;
Morana, Claudio
- In:
Journal of economic dynamics & control
33
(
2009
)
8
,
pp. 1577-1592
Persistent link: https://www.econbiz.de/10003861075
Saved in:
6
Time series properties of an artificial stock market
LeBaron, Blake Dean
;
Arthur, W. Brian
;
Palmer, Richard
- In:
Journal of economic dynamics & control
23
(
1999
)
9/10
,
pp. 1487-1516
Persistent link: https://www.econbiz.de/10001415378
Saved in:
7
A comparison between different order-determination criteria for identification of ARIMA models
Koreisha, Sergio G.
- In:
Journal of business & economic statistics : JBES ; a …
13
(
1995
)
1
,
pp. 127-131
Persistent link: https://www.econbiz.de/10001177094
Saved in:
8
A decision-theoretic analysis of the unit-root hypothesis using mixtures of elliptical models
Koop, Gary
- In:
Journal of business & economic statistics : JBES ; a …
12
(
1994
)
1
,
pp. 95-107
Persistent link: https://www.econbiz.de/10001167027
Saved in:
9
A consistent test for a unit root
Leybourne, Stephen James
- In:
Journal of business & economic statistics : JBES ; a …
12
(
1994
)
2
,
pp. 157-166
Persistent link: https://www.econbiz.de/10001167122
Saved in:
10
A locally most mean powerful based score test for ARCH and GARCH regression disturbances
Lee, John H. H.
- In:
Journal of business & economic statistics : JBES ; a …
11
(
1993
)
1
,
pp. 17-27
Persistent link: https://www.econbiz.de/10001137106
Saved in:
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