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institution:"University of Cambridge / Department of Applied Economics"
~institution:"Centre for Quantitative Economics & Computing"
~institution:"State University of New York at Albany / Department of Economics"
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Search: subject_exact:"Trend-cycle estimation"
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ECONIS (ZBW)
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1
Forecasting time series subject to multiple structural breaks
Pesaran, M. Hashem
(
contributor
); …
-
2004
-
[Elektronische Ressource]
Persistent link: https://www.econbiz.de/10002153301
Saved in:
2
How costly is it to ignore breaks when forecasting the direction of a time series?
Pesaran, M. Hashem
(
contributor
); …
-
2003
-
[Elektronische Ressource]
Persistent link: https://www.econbiz.de/10001729369
Saved in:
3
Cyclical components in economic time series : a Bayesian approach
Harvey, Andrew C.
(
contributor
);
Trimbur, Thomas
(
contributor
)
-
2003
-
[Elektronische Ressource]
Persistent link: https://www.econbiz.de/10001726438
Saved in:
4
Macroeconomic instability and business exit : determinants of failures and acquisitions of large UK firms
Bhattacharjee, A.
;
Higson, C.
;
Holly, Sean
;
Kattuman, P.
-
2002
-
[Elektronische Ressource]
Persistent link: https://www.econbiz.de/10001647198
Saved in:
5
Testing for drift in a time series
Busetti, Fabio
(
contributor
);
Harvey, Andrew C.
(
contributor
)
-
2002
-
[Elektronische Ressource]
Persistent link: https://www.econbiz.de/10001715100
Saved in:
6
Growth, cycles and convergence in US regional time series
Carvalho, Vasco M.
(
contributor
); …
-
2002
-
[Elektronische Ressource]
Persistent link: https://www.econbiz.de/10001691504
Saved in:
7
Improving the estimates of the risk premia : application in the UK financial market
Pitsillis, M.
;
Satchell, Stephen
-
2001
-
[Elektronische Ressource]
Persistent link: https://www.econbiz.de/10001593475
Saved in:
8
General model-based filters for extracting cycles and trends in economic time series
Harvey, Andrew C.
(
contributor
); …
-
2001
-
[Elektronische Ressource]
Persistent link: https://www.econbiz.de/10001593484
Saved in:
9
The business cycle, macroeconomic shocks and the cross section : the growth of UK quoted companies
Higson, C.
(
contributor
)
-
2001
-
[Elektronische Ressource]
Persistent link: https://www.econbiz.de/10001628522
Saved in:
10
Modeling regional interdependencies using a global error-correcting macroeconometric model
Pesaran, M. Hashem
(
contributor
); …
-
2001
-
[Elektronische Ressource]
Persistent link: https://www.econbiz.de/10001629728
Saved in:
11
On the distribution and dynamics of health costs
French, Eric
(
contributor
);
Jones, John Bailey
(
contributor
)
-
2002
-
[Elektronische Ressource]
Persistent link: https://www.econbiz.de/10001757476
Saved in:
12
Large and small sample information criteria for GARCH models based on the estimation of the Kullback-Leibler discrepancy
Brooks, Chris
-
1997
Persistent link: https://www.econbiz.de/10000978781
Saved in:
13
Linear and nonlinear (non-)forecastability of high frequency exchange rates
Brooks, Chris
-
1996
Persistent link: https://www.econbiz.de/10000944084
Saved in:
14
Moment generating function and further exact results for autoregression with multiple frequency unit roots
Pitarakis, Jean-Yves
-
1996
Persistent link: https://www.econbiz.de/10000944147
Saved in:
15
A graphical analysis of a wavelet-based outlier test
Greenblatt, Seth A.
-
1995
Persistent link: https://www.econbiz.de/10000903018
Saved in:
16
Testing for nonlinearity in daily sterling exchange rates
Brooks, Chris
-
1995
Persistent link: https://www.econbiz.de/10000911564
Saved in:
17
Large sample properties of posterior densities in a time series model with nonstationary components
Kim, Chae-yŏng
-
1995
Persistent link: https://www.econbiz.de/10000952792
Saved in:
18
Structural change in linear time series and the unit root versus multiple trend breaks
Kim, Chae-yŏng
-
1995
Persistent link: https://www.econbiz.de/10000952793
Saved in:
19
Wavelets in econometrics : an application to outlier testing
Greenblatt, Seth A.
-
1994
Persistent link: https://www.econbiz.de/10000897123
Saved in:
20
Consumption: innovation persistence and the excess smoothness debate
Patterson, Kerry D.
;
Sowell, Fallaw
-
1994
Persistent link: https://www.econbiz.de/10000897124
Saved in:
21
Engle and Yoo three step estimation of consumers' expenditure and housing equity withdrawal
Patterson, Kerry D.
-
1994
Persistent link: https://www.econbiz.de/10000897126
Saved in:
22
Confirmatory data analysis : the joint application of stationarity and unit root tests
Burke, Simon P.
-
1994
Persistent link: https://www.econbiz.de/10000891381
Saved in:
23
Residual based tests for cointegration : their actual size under aggregation over time
Mamingi, Nlandu
-
1993
Persistent link: https://www.econbiz.de/10000911320
Saved in:
24
An investigation of some small alternatives in autoregressive unit root testing with model selection
Burke, Simon P.
-
1993
Persistent link: https://www.econbiz.de/10000877388
Saved in:
25
Residual based tests for cointegration : their actual size under aggregation over time
Mamingi, Nlandu
-
1993
Persistent link: https://www.econbiz.de/10000860434
Saved in:
26
An evaluation of the index of leading indicators as predictor of cyclical turning points using Markov switching model as filter
Lahiri, Kajal
;
Wang, Jiazhuo G.
-
1993
Persistent link: https://www.econbiz.de/10000862469
Saved in:
27
A taxonomy of certain unit root tests
Burke, Simon P.
-
1993
Persistent link: https://www.econbiz.de/10000868756
Saved in:
28
Augmented Dickey-Fuller unit root tests and the use of information criteria
Burke, Simon P.
-
1993
Persistent link: https://www.econbiz.de/10000868853
Saved in:
29
Unit root tests of the Phillips type with data dependent selection of the lag truncation parameter
Burke, Simon P.
-
1993
Persistent link: https://www.econbiz.de/10000869171
Saved in:
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