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~isPartOf:"Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet"
~subject:"Stochastischer Prozess"
~subject:"USA"
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Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
Discussion paper / Tinbergen Institute
38
CAMA working paper series
17
Tinbergen Institute Discussion Paper
15
Journal of econometrics
14
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
10
Economic modelling
9
Economics letters
9
Working paper / Department of Econometrics and Business Statistics, Monash University
9
Computational economics
8
Finance and economics discussion series
7
International journal of forecasting
7
Econometric reviews
6
Energy economics
6
Tinbergen Institute research series
6
CESifo working papers
5
Discussion paper / Centre for Economic Policy Research
5
International journal of theoretical and applied finance
5
International review of economics & finance : IREF
5
Journal of economic dynamics & control
5
Macroeconomic dynamics
5
Research series / Universiteit van Amsterdam
5
ANU working papers in economics and econometrics
4
Bank of Finland research discussion papers
4
CREATES research paper
4
Econometrics : open access journal
4
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
4
Empirical economics : a quarterly journal of the Institute for Advanced Studies
4
European journal of operational research : EJOR
4
Finance research letters
4
International journal of finance & economics : IJFE
4
Journal of forecasting
4
Risks : open access journal
4
The North American journal of economics and finance : a journal of financial economics studies
4
Wavelet applications in economics and finance
4
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Discussion paper / Universität St. Gallen, Volkswirtschaftliche Abteilung ; School of Economics and Political Science, Department of Economics
3
Discussion paper series / Center for Economic Studies, Leuven
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1
Testing for random coefficient autoregressive and stochastic unit root models
Nagakura, Daisuke
- In:
Studies in nonlinear dynamics and econometrics : SNDE ; …
27
(
2023
)
1
,
pp. 117-129
Persistent link: https://www.econbiz.de/10014288865
Saved in:
2
Air pollution, mortality, at-risk population, new entry and life expectancy of the frail elderly in three U.S. cities
Murray, Christian J.
;
Lipfert, Frederick W.
- In:
Studies in nonlinear dynamics and econometrics : SNDE ; …
25
(
2021
)
4
,
pp. 135-142
Persistent link: https://www.econbiz.de/10012657676
Saved in:
3
Long-memory modeling and forecasting : evidence from the U.S. historical series of inflation
Boubaker, Heni
;
Canarella, Giorgio
;
Gupta, Rangan
; …
- In:
Studies in nonlinear dynamics and econometrics : SNDE ; …
25
(
2021
)
5
,
pp. 289-310
Persistent link: https://www.econbiz.de/10012806531
Saved in:
4
An effcient exact Bayesian method for state space models with stochastic volatility
Huang, Yu-Fan
- In:
Studies in nonlinear dynamics and econometrics : SNDE ; …
25
(
2021
)
2
,
pp. 1-10
Persistent link: https://www.econbiz.de/10012507436
Saved in:
5
An efficient sequential learning algorithm in regime-switching environments
Kim, Jaeho
;
Lee, Sunhyung
- In:
Studies in nonlinear dynamics and econometrics : SNDE ; …
23
(
2019
)
3
,
pp. 1-14
Persistent link: https://www.econbiz.de/10012054894
Saved in:
6
Modeling changes in US monetary policy with a time-varying nonlinear Taylor rule
Nguyen, Anh D. M.
;
Pavlidis, Efthymios G.
;
Peel, David
- In:
Studies in nonlinear dynamics and econometrics : SNDE ; …
22
(
2018
)
5
,
pp. 1-16
Persistent link: https://www.econbiz.de/10011966001
Saved in:
7
Robust estimation of nonstationary, fractionally integrated, autoregressive, stochastic volatility
Jensen, Mark J.
- In:
Studies in nonlinear dynamics and econometrics : SNDE ; …
20
(
2016
)
4
,
pp. 455-475
Persistent link: https://www.econbiz.de/10011649139
Saved in:
8
Effects of filtering data on testing asymmetry in threshold autoregressive models
Li, Jing
- In:
Studies in nonlinear dynamics and econometrics : SNDE ; …
20
(
2016
)
5
,
pp. 549-565
Persistent link: https://www.econbiz.de/10011649160
Saved in:
9
The relationship between financial variables and real economic activity : evidence from spectral and wavelet analyses
Kim, Sangbae
(
contributor
);
In, Francis Haeuck
(
contributor
)
- In:
Studies in nonlinear dynamics and econometrics : SNDE ; …
7
(
2003
)
4
Persistent link: https://www.econbiz.de/10002004177
Saved in:
10
The decomposition of economic relationships by time scale using wavelets : expenditure and income
Ramsey, James B.
(
contributor
);
Lampart, Camille
(
contributor
)
- In:
Studies in nonlinear dynamics and econometrics : SNDE ; …
3
(
1998
)
1
,
pp. 23-42
Persistent link: https://www.econbiz.de/10001769695
Saved in:
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