Search Results - isPartOf:"Journal of Time Series Econometrics"

In-fill asymptotic distribution of the change point estimator when estimating breaks one at a time

Tayanagi, Toshikazu; Kurozumi, Eiji - In: Journal of time series econometrics 15 (2023) 2, pp. 111-149

Persistent link: https://www.econbiz.de/10014465604

Improving the estimation and predictions of small time series models

Liu-Evans, Gareth - In: Journal of time series econometrics 15 (2023) 1, pp. 1-26

Persistent link: https://www.econbiz.de/10014288356

Forecasting inflation in Mongolia : a dynamic model averaging approach

Doojav, Gan-Ochir; Luvsannyam, Davaajargal - In: Journal of time series econometrics 15 (2023) 1, pp. 27-48

Persistent link: https://www.econbiz.de/10014288359

Simple factor realized stochastic volatility models

Kawakatsu, Hiroyuki - In: Journal of time series econometrics 15 (2023) 1, pp. 79-110

Persistent link: https://www.econbiz.de/10014288373

Temporally local maximum likelihood with application to SIS model

Gourieroux, Christian; Jasiak, Joann - In: Journal of time series econometrics 15 (2023) 2, pp. 151-198

Persistent link: https://www.econbiz.de/10014465605

A robust test for monotonicity in asset returns

Taufemback, Cleiton Guollo; Troster, Victor; Shahbaz, … - In: Journal of time series econometrics 14 (2022) 1, pp. 1-24

Persistent link: https://www.econbiz.de/10013260108

On a different way of understanding the edge-effect for the inference of ARMA-type processes (in z d )

Dimitriou-Fakalou, Chrysoula - In: Journal of time series econometrics 14 (2022) 1, pp. 25-50

Persistent link: https://www.econbiz.de/10013260112

The export of commodities and the validity of the export-led growth (ELG) hypothesis for the Brazilian economy : an analysis of the commodity boom period

Carrara, Aniela Fagundes; Pesquero, Tiago Luiz - In: Journal of time series econometrics 14 (2022) 1, pp. 87-106

The present study examines the Brazilian economy in the light of the export-led growth (ELG) hypothesis, in order to examine if this hypothesis is valid for periods in which commodities occupy a significant part of exports, for this reason, for the period known as the “commodity boom”. In...

Persistent link: https://www.econbiz.de/10013260151

Goodness-of-fit tests for SPARMA models with dependent error terms

Maïnassara, Yacouba Boubacar; Amir, Abdoulkarim Ilmi - In: Journal of time series econometrics 14 (2022) 2, pp. 107-140

Persistent link: https://www.econbiz.de/10013260167

Estimating SPARMA models with dependent error terms

Maïnassara, Yacouba Boubacar; Amir, Abdoulkarim Ilmi - In: Journal of time series econometrics 14 (2022) 2, pp. 141-174

Persistent link: https://www.econbiz.de/10013260186