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isPartOf:"Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet"
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Zeitreihenanalyse
State space model
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Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
Discussion paper / Tinbergen Institute
59
International journal of forecasting
40
Economic modelling
38
Computational economics
34
Journal of econometrics
31
Journal of forecasting
23
Economics letters
22
Energy economics
19
Working paper / Department of Econometrics and Business Statistics, Monash University
19
Applied economics
18
CAMA working paper series
17
Journal of economic dynamics & control
16
Econometric reviews
15
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
15
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
15
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13
Empirical economics : a quarterly journal of the Institute for Advanced Studies
11
Econometrics : open access journal
10
International review of economics & finance : IREF
10
CREATES research paper
9
Discussion paper
9
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8
Finance research letters
8
Journal of macroeconomics
8
Bank of Finland research discussion papers
7
European journal of operational research : EJOR
7
Finance and economics discussion series
7
Journal of quantitative economics
7
The North American journal of economics and finance : a journal of financial economics studies
7
The econometrics journal
7
Journal of empirical finance
6
Journal of risk and financial management : JRFM
6
Macroeconomic dynamics
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Münchener Wirtschaftswissenschaftliche Beiträge : VWL ; discussion papers
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Romanian journal of economic forecasting
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Finmap working paper
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International journal of financial engineering
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ECONIS (ZBW)
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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
Integrated variance of irregularly spaced high-frequency data : a state space approach based on pre-averaging
Alexeev, Vitali
;
Chen, Jun
;
Ignatieva, Ekaterina
- In:
Studies in nonlinear dynamics and econometrics : SNDE ; …
27
(
2023
)
5
,
pp. 733-763
Persistent link: https://www.econbiz.de/10014506869
Saved in:
3
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:
4
Bayesian analysis of structural correlated unobserved components and identification via heteroskedasticity
Li, Mengheng
;
Mendieta-Muñoz, Ivan
- In:
Studies in nonlinear dynamics and econometrics : SNDE ; …
26
(
2022
)
3
,
pp. 337-359
Persistent link: https://www.econbiz.de/10013334751
Saved in:
5
Recovering cointegration via wavelets in the presence of non-linear patterns
Martínez Compains, Jorge
;
Rodríguez Carreño, Ignacio
; …
- In:
Studies in nonlinear dynamics and econometrics : SNDE ; …
25
(
2021
)
5
,
pp. 255-265
Persistent link: https://www.econbiz.de/10012806528
Saved in:
6
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:
7
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:
8
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:
9
Estimation of long memory in volatility using wavelets
Kraicová, Lucie
;
Baruník, Jozef
- In:
Studies in nonlinear dynamics and econometrics : SNDE ; …
21
(
2017
)
3
,
pp. 1-22
Persistent link: https://www.econbiz.de/10011709605
Saved in:
10
Recurrence quantification analysis of denoised index returns via alpha-stable modeling of wavelet coefficients : detecting switching volatility regimes
Tzagkarakis, George
;
Dionysopoulos, Thomas
;
Achim, Alin
- In:
Studies in nonlinear dynamics and econometrics : SNDE ; …
20
(
2016
)
1
,
pp. 75-96
Persistent link: https://www.econbiz.de/10011431136
Saved in:
11
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:
12
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:
13
Amplitude and phase synchronization of European business cycles : a wavelet approach
Bruzda, Joanna
- In:
Studies in nonlinear dynamics and econometrics : SNDE ; …
19
(
2015
)
5
,
pp. 625-655
Persistent link: https://www.econbiz.de/10011431057
Saved in:
14
Improving model performance with the integrated wavelet denoising method
Chen, Yi-Ting
;
Sun, Edward W.
;
Yu, Min-Teh
- In:
Studies in nonlinear dynamics and econometrics : SNDE ; …
19
(
2015
)
4
,
pp. 445-467
Persistent link: https://www.econbiz.de/10011339420
Saved in:
15
State space Markov switching models using wavelets
Alencar, Airlane P.
;
Morettin, Pedro A.
;
Toloi, Clelia M. C.
- In:
Studies in nonlinear dynamics and econometrics : SNDE ; …
17
(
2013
)
2
,
pp. 221-238
Persistent link: https://www.econbiz.de/10009739592
Saved in:
16
A nonlinear filtering algorithm based on wavelet transforms for high-frequency financial data analysis
Meinl, Thomas
;
Sun, Edward W.
- In:
Studies in nonlinear dynamics and econometrics : SNDE ; …
16
(
2012
)
3
,
pp. 1-22
Persistent link: https://www.econbiz.de/10009656072
Saved in:
17
Wavelet variance analysis of output in G-7 countries
Gallegati, Marco
;
Gallegati, Mauro
- In:
Studies in nonlinear dynamics and econometrics : SNDE ; …
11
(
2007
)
3
,
pp. 1-23
Persistent link: https://www.econbiz.de/10009513650
Saved in:
18
Reconstructing the Kalman filter for stationary and non stationary time series
Snyder, Ralph D.
(
contributor
); …
- In:
Studies in nonlinear dynamics and econometrics : SNDE ; …
7
(
2003
)
2
Persistent link: https://www.econbiz.de/10002004122
Saved in:
19
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:
20
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:
21
An approximate wavelet MLE of short- and long-memory parameters
Jensen, Mark J.
(
contributor
)
- In:
Studies in nonlinear dynamics and econometrics : SNDE ; …
3
(
1998
)
4
,
pp. 239-253
Persistent link: https://www.econbiz.de/10001769725
Saved in:
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