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~subject:"Time series analysis"
~subject:"Prognoseverfahren"
~isPartOf:"Working paper / Department of Econometrics and Business Statistics, Monash University"
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Prognoseverfahren
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Working paper / Department of Econometrics and Business Statistics, Monash University
Journal of econometrics
61
Economic modelling
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International journal of forecasting
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Applied economics
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Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
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Economics letters
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Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
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The empirical economics letters : a monthly international journal of economics
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Robust M-estimation for additive single-index cointegrating time series models
Donga, Chaohua
;
Gao, Jiti
;
Peng, Bin
;
Tu, Yundong
-
2023
Persistent link: https://www.econbiz.de/10014315933
Saved in:
2
The behaviour of betting and currency markets on the night of the EU referendum
Auld, Tom
;
Linton, Oliver
-
2018
Persistent link: https://www.econbiz.de/10012583380
Saved in:
3
Specification testing for nonlinear multivariate cointegrating regressions
Dong, Chaohua
;
Gao, Jiti
;
Tjostheim, Dag
;
Yin, Jiying
-
2016
-
Revised 14, 08
Persistent link: https://www.econbiz.de/10011781762
Saved in:
4
Orthogonal series estimation in nonlinear cointegrating models with endogeneity
Cai, Biqing
;
Dong, Chaohua
;
Gao, Jiti
-
2015
Persistent link: https://www.econbiz.de/10011781377
Saved in:
5
Determination of long-run and short-run dynamics in EC-VARMA models via canonical correlations
Athanasopoulos, George
;
Poskitt, Donald Stephen
;
Vahid, …
-
2014
Persistent link: https://www.econbiz.de/10011780861
Saved in:
6
Specification testing for nonlinear multivariate cointegrating regressions
Dong, Chaohua
;
Gao, Jiti
;
Tjostheim, Dag
;
Yin, Jiying
-
2014
Persistent link: https://www.econbiz.de/10010245240
Saved in:
7
Hermite series estimation in nonlinear cointegrating models
Cai, Biqing
;
Gao, Jiti
-
2013
Persistent link: https://www.econbiz.de/10009789500
Saved in:
8
Estimating smooth structural change in cointegration models
Phillips, Peter C. B.
;
Li, Degui
;
Gao, Jiti
-
2013
Persistent link: https://www.econbiz.de/10010189524
Saved in:
9
Model specification between parametric and nonparametric cointegration
Gao, Jiti
;
Tjostheim, Dag
;
Yin, Jiying
-
2012
Persistent link: https://www.econbiz.de/10009625671
Saved in:
10
VARs, cointegration and common cycle restrictions
Anderson, Heather M.
;
Vahid, Farshid
-
2010
Persistent link: https://www.econbiz.de/10008662304
Saved in:
11
Vector autoregresive moving average identification for macroeconomic modeling : algorithms and theory
Poskitt, Donald Stephen
-
2009
Persistent link: https://www.econbiz.de/10008661976
Saved in:
12
Exponential smoothing : a prediction error decomposition principle
Snyder, Ralph D.
-
2004
Persistent link: https://www.econbiz.de/10002474548
Saved in:
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