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~isPartOf:"Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet"
~subject:"Theorie"
~subject:"Zeitreihenanalyse"
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Zeitreihenanalyse
Markov chain
53
Markov-Kette
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Theory
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39
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39
Time series analysis
37
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Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
European journal of operational research : EJOR
180
Journal of econometrics
152
Discussion paper / Tinbergen Institute
130
International journal of forecasting
102
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
100
Journal of economic dynamics & control
79
Economics letters
70
Journal of economic theory
69
International journal of production research
66
Working paper
64
Insurance / Mathematics & economics
63
Mathematical methods of operations research
63
Economic modelling
62
Journal of forecasting
59
Econometric reviews
57
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55
Journal of the American Statistical Association : JASA
49
Operations research letters
49
Risks : open access journal
48
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
47
Journal of applied econometrics
44
Mathematics of operations research
44
Working papers
42
Computational economics
41
International journal of production economics
40
CESifo working papers
39
Working paper / Department of Econometrics and Business Statistics, Monash University
39
Discussion paper / Centre for Economic Policy Research
38
Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics
38
Working paper series / European Central Bank
38
CAMA working paper series
37
Management science : journal of the Institute for Operations Research and the Management Sciences
36
Série des documents de travail / Centre de Recherche en Économie et Statistique
36
Working paper / National Bureau of Economic Research, Inc.
35
International journal of theoretical and applied finance
34
Macroeconomic dynamics
34
Discussion papers / CEPR
33
Energy economics
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Applied economics
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ECONIS (ZBW)
60
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1
On testing for bubbles during hyperinflations
Morita, Rubens
;
Psaradakis, Zacharias G.
;
Sola, Martin
; …
- In:
Studies in nonlinear dynamics and econometrics : SNDE ; …
28
(
2024
)
1
,
pp. 25-37
Persistent link: https://www.econbiz.de/10014506885
Saved in:
2
Bayesian multivariate Beveridge-Nelson decomposition of I(1) and I(2) series with cointegration
Murasawa, Yasutomo
- In:
Studies in nonlinear dynamics and econometrics : SNDE ; …
26
(
2022
)
3
,
pp. 387-415
Persistent link: https://www.econbiz.de/10013334834
Saved in:
3
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:
4
Threshold models with time-varying threshold values and their application in estimating regime-sensitive Taylor rules
Zhu, Yanli
;
Chen, Haiqiang
;
Lin, Ming
- In:
Studies in nonlinear dynamics and econometrics : SNDE ; …
23
(
2019
)
5
,
pp. 1-17
Persistent link: https://www.econbiz.de/10012198389
Saved in:
5
Bayesian inference for order determination of double threshold variables autoregressive models
Zheng, Xiaobing
;
Xia, Qiang
;
Liang, Rubing
- In:
Studies in nonlinear dynamics and econometrics : SNDE ; …
27
(
2023
)
4
,
pp. 567-587
Persistent link: https://www.econbiz.de/10014372915
Saved in:
6
Score-driven multi-regime Markov-switching EGARCH : empirical evidence using the Meixner distribution
Blazsek, Szabolcs
;
Haddad, Michel Ferreira Cardia
- In:
Studies in nonlinear dynamics and econometrics : SNDE ; …
27
(
2023
)
4
,
pp. 589-634
Persistent link: https://www.econbiz.de/10014372917
Saved in:
7
Bayesian subset selection for two-threshold variable autoregressive models
Ni, Shuxia
;
Xia, Qiang
;
Liu, Jinshan
- In:
Studies in nonlinear dynamics and econometrics : SNDE ; …
22
(
2018
)
4
,
pp. 1-16
Persistent link: https://www.econbiz.de/10011965304
Saved in:
8
VEC-MSF models in Bayesian analysis of short- and long-run relationships
Pajor, Anna
;
Wróblewska, Justyna
- In:
Studies in nonlinear dynamics and econometrics : SNDE ; …
21
(
2017
)
3
,
pp. 1-22
Persistent link: https://www.econbiz.de/10011708691
Saved in:
9
What does Google say about credit developments in Brazil?
Neto, Alberto Ronchi
;
Candido, Osvaldo
- In:
Studies in nonlinear dynamics and econometrics : SNDE ; …
26
(
2022
)
4
,
pp. 499-527
Persistent link: https://www.econbiz.de/10013453758
Saved in:
10
Bayesian inference for unit root in smooth transition autoregressive models and its application to OECD countries
Jaiswal, Shivam
;
Chaturvedi, Anoop
;
Bhatti, Muhammad Ishaq
- In:
Studies in nonlinear dynamics and econometrics : SNDE ; …
26
(
2022
)
1
,
pp. 25-34
Persistent link: https://www.econbiz.de/10013334612
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