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Search: subject:"Noncausal"
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Time series analysis
11
Zeitreihenanalyse
11
Theorie
7
Causality analysis
6
Estimation theory
6
Kausalanalyse
6
Noncausal autoregression
6
Schätztheorie
6
Theory
6
inflation
6
Bubbles
4
Noncausal time series
4
Spekulationsblase
4
maximum likelihood estimation
4
mixed causal noncausal models
4
non-stationary time-series
4
observation-driven filter
4
Maximum likelihood estimation
3
Non-Gaussian time series
3
forecasting
3
non-Gaussian time series
3
noncausal
3
ARCH
2
ARMA
2
Autocorrelation
2
Autokorrelation
2
Climate change
2
Einheitswurzeltest
2
Forecasting model
2
Hodrick-Prescott filter
2
Klimawandel
2
Maximum-Likelihood-Schätzung
2
Phillips curve
2
Prognoseverfahren
2
Stochastic process
2
Stochastischer Prozess
2
Unit root test
2
Vector autoregression
2
all-pass
2
asymptotic normality
2
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Free
43
CC license
1
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Book / Working Paper
36
Article
7
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Working Paper
14
Arbeitspapier
8
Graue Literatur
8
Non-commercial literature
8
Article in journal
5
Aufsatz in Zeitschrift
5
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1
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Undetermined
22
English
21
Author
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Saikkonen, Pentti
13
Lanne, Markku
12
Hecq, Alain W. J.
6
Blasques, Francisco
4
Koopman, Siem Jan
4
Luoto, Jani
4
Mingoli, Gabriele
4
Nyberg, Henri
4
Giancaterini, Francesco
3
Lof, Matthijs
3
Telg, Sean
3
Bec, Frédérique
2
Bohn Nielsen, Heino
2
Gouriéroux, Christian
2
Jasiak, Joann
2
Karapanagiotidis, Paul
2
Lieb, Lenard
2
Meitz, Mika
2
Morana, Claudio
2
Nientker, Marc
2
Saarinen, Erkka
2
Sandberg, Rickard
2
Cubadda, Gianluca
1
Fries, Sébastien
1
Hecq, Alain
1
Issler, João Victor
1
Ludlow-Wiechers, Jorge
1
Sai͏̈di, Sarra
1
Sorge, Marco M.
1
Sun, Li
1
Zakoian, Jean-Michel
1
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Institution
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Volkswirtschaftliche Fakultät, Ludwig-Maximilians-Universität München
16
Suomen Pankki
3
Centro Studi di Economia e Finanza (CSEF)
1
School of Economics and Management, University of Aarhus
1
İktisat Bölümü, İktisadi ve İdari Bilimler Fakültesi
1
Published in...
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MPRA Paper
16
Discussion paper / Tinbergen Institute
3
Research Discussion Papers / Suomen Pankki
3
Tinbergen Institute Discussion Paper
3
Bank of Finland Research Discussion Papers
2
Econometrics : open access journal
2
Série des documents de travail
2
CEIS Tor Vergata research papers : CEIS Tor Vergata research paper series
1
CREATES Research Papers
1
CSEF Working Papers
1
Econometrics
1
Economics Bulletin
1
Ensaios econômicos
1
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
1
Journal of forecasting
1
Koç University-TUSIAD Economic Research Forum Working Papers
1
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
1
Working Paper
1
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1
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RePEc
23
ECONIS (ZBW)
13
EconStor
7
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1
Modeling common bubbles: A mixed causal
non-causal
dynamic factor model
Mingoli, Gabriele
-
2024
modeled using mixed causal
non-causal
models, a class of heavy-tailed autoregressive models that allow processes to depend on …
Persistent link: https://www.econbiz.de/10015165870
Saved in:
2
Modeling common bubbles : a mixed causal
non-causal
dynamic factor model
Mingoli, Gabriele
-
2024
modeled using mixed causal
non-causal
models, a class of heavy-tailed autoregressive models that allow processes to depend on …
Persistent link: https://www.econbiz.de/10015133628
Saved in:
3
Optimization of the generalized covariance estimator in
noncausal
processes
Cubadda, Gianluca
;
Giancaterini, Francesco
;
Hecq, Alain …
-
2024
Persistent link: https://www.econbiz.de/10014549054
Saved in:
4
Forecast performance of
noncausal
autoregressions and the importance of unit root pretesting
Bec, Frédérique
;
Bohn Nielsen, Heino
- In:
Journal of forecasting
43
(
2024
)
8
,
pp. 3072-3088
Persistent link: https://www.econbiz.de/10015110600
Saved in:
5
Observation-Driven filters for Time-Series with Stochastic Trends and Mixed Causal
Non-Causal
Dynamics
Blasques, Francisco
;
Koopman, Siem Jan
;
Mingoli, Gabriele
-
2023
non-causal
dynamics and fat-tailed innovations. The model allows for a description of financial time-series that is …
Persistent link: https://www.econbiz.de/10014469608
Saved in:
6
Observation-driven filters for timeseries with stochastic trends and mixed causal
non-causal
dynamics
Blasques, Francisco
;
Koopman, Siem Jan
;
Mingoli, Gabriele
-
2023
non-causal
dynamics and fat-tailed innovations. The model allows for a description of financial time-series that is …
Persistent link: https://www.econbiz.de/10014380706
Saved in:
7
Is climate change time-reversible?
Giancaterini, Francesco
;
Hecq, Alain W. J.
;
Morana, Claudio
- In:
Econometrics : open access journal
10
(
2022
)
4
,
pp. 1-18
of mixed causal and
noncausal
models. It shows that they can also be used for non-stationary processes when the trend …
Persistent link: https://www.econbiz.de/10013533248
Saved in:
8
Is climate change time reversible?
Giancaterini, Francesco
;
Hecq, Alain W. J.
;
Morana, Claudio
-
2022
Persistent link: https://www.econbiz.de/10013198842
Saved in:
9
Conditional moments of
noncausal
alpha-stable processes and the prediction of bubble crash odds
Fries, Sébastien
- In:
Journal of business & economic statistics : JBES ; a …
40
(
2022
)
4
,
pp. 1596-1616
Persistent link: https://www.econbiz.de/10013540394
Saved in:
10
Selecting between causal and
noncausal
models with quantile autoregressions
Hecq, Alain W. J.
;
Sun, Li
- In:
Studies in nonlinear dynamics and econometrics : SNDE ; …
25
(
2021
)
5
,
pp. 393-416
Persistent link: https://www.econbiz.de/10012806552
Saved in:
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