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~isPartOf:"Discussion paper / Humboldt-Universität zu Berlin, Sonderforschungsbereich 373 Quantifikation und Simulation Ökonomischer Prozesse"
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Discussion paper / Humboldt-Universität zu Berlin, Sonderforschungsbereich 373 Quantifikation und Simulation Ökonomischer Prozesse
Journal of econometrics
672
International journal of forecasting
552
Economics letters
447
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Discussion paper / Tinbergen Institute
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Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
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Working paper / Department of Econometrics and Business Statistics, Monash University
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Technical report / Sonderforschungsbereich 475 Komplexitätsreduktion in Multivariaten Datenstrukturen, Universität Dortmund
155
Journal of applied econometrics
147
Working paper / National Bureau of Economic Research, Inc.
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CESifo working papers
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Discussion paper / Centre for Economic Policy Research
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International review of economics & finance : IREF
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Finance research letters
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International Journal of Energy Economics and Policy : IJEEP
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Applied financial economics
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The North American journal of economics and finance : a journal of financial economics studies
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SFB 649 discussion paper
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ECONIS (ZBW)
62
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1
Estimation and testing for varying coefficients in additive models with marginal integration
Yang, Lijian
;
Härdle, Wolfgang
;
Park, Byeong U.
-
2002
Persistent link: https://www.econbiz.de/10001715636
Saved in:
2
On the effects of aggregating cointegrated variables over time
Müller-Kademann, Christian
-
2002
Persistent link: https://www.econbiz.de/10001656711
Saved in:
3
Nonlinear GARCH models for highly persistent volatility
Lanne, Markku
;
Saikkonen, Pentti
-
2002
Persistent link: https://www.econbiz.de/10001668610
Saved in:
4
Statistical inference for time-inhomogeneous volatility models
Mercurio, Danilo
;
Spokojnyj, Vladimir G.
-
2002
Persistent link: https://www.econbiz.de/10001697768
Saved in:
5
Statistical process control
Knoth, Sven
-
2002
Persistent link: https://www.econbiz.de/10001684939
Saved in:
6
Neuere Entwicklungen in der ökonometrischen Analyse aggregierter Zeitreihen
Wolters, Jürgen
-
2002
Persistent link: https://www.econbiz.de/10012878359
Saved in:
7
Unit root tests for time series with level shifts : a comparison of different proposals
Lanne, Markku
;
Lütkepohl, Helmut
-
2001
Persistent link: https://www.econbiz.de/10001582163
Saved in:
8
Bootstrap methods for time series
Härdle, Wolfgang
;
Horowitz, Joel
;
Kreiß, Jens-Peter
-
2001
Persistent link: https://www.econbiz.de/10001606200
Saved in:
9
Unemployment and input prices : a fractional cointegration approach
Caporale, Guglielmo Maria
;
Gil-Alaña, Luis A.
-
2001
Persistent link: https://www.econbiz.de/10001606213
Saved in:
10
The dynamics of implied volatilities : a common principle components approach
Fengler, Matthias
;
Härdle, Wolfgang
;
Villa, Christophe
-
2001
Persistent link: https://www.econbiz.de/10001609556
Saved in:
11
Fractional integration and business cycle features
Candelon, Bertrand
;
Gil-Alaña, Luis A.
-
2001
Persistent link: https://www.econbiz.de/10001612100
Saved in:
12
Distributed computing in a time series analysis system
Yamamoto, Yoshikazu
;
Nakano, Junji
-
2001
Persistent link: https://www.econbiz.de/10001629745
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13
Time inhomogeneous multiple volatility modelling
Härdle, Wolfgang
;
Herwartz, Helmut
;
Spokojnyj, Vladimir G.
-
2001
Persistent link: https://www.econbiz.de/10001580374
Saved in:
14
An empirical likelihood goodness of fit test for time series
Chen, Song Xi
;
Härdle, Wolfgang
;
Kleinow, Torsten
-
2001
Persistent link: https://www.econbiz.de/10001580375
Saved in:
15
Semiparametric diffusion estimation and application to a stock market index
Härdle, Wolfgang
(
contributor
)
-
2001
Persistent link: https://www.econbiz.de/10001595495
Saved in:
16
Forecasting the real output using fractionally integrated techniques
Gil-Alaña, Luis A.
-
2001
Persistent link: https://www.econbiz.de/10001597000
Saved in:
17
A joint test of fractional cyclic integration and a linear time trend
Gil-Alaña, Luis A.
-
2001
Persistent link: https://www.econbiz.de/10001597001
Saved in:
18
Long memory analysis
Teyssière, Gilles
-
2000
Persistent link: https://www.econbiz.de/10001508112
Saved in:
19
Flexible times series analysis
Härdle, Wolfgang
;
Tschernig, Rolf
-
2000
Persistent link: https://www.econbiz.de/10001509214
Saved in:
20
ExploRing persistence in financial time series
Lee, David
-
2000
Persistent link: https://www.econbiz.de/10001509570
Saved in:
21
Fractional cointegration and real exchange rates
Caporale, Guglielmo Maria
;
Gil-Alaña, Luis A.
-
2000
Persistent link: https://www.econbiz.de/10001509581
Saved in:
22
A fractionally integrated model with a mean shift for the US and the UK real oil prices
Gil-Alaña, Luis A.
-
2000
Persistent link: https://www.econbiz.de/10001509586
Saved in:
23
A fractionally integrated exponential model for UK unemployment
Gil-Alaña, Luis A.
-
2000
Persistent link: https://www.econbiz.de/10001509590
Saved in:
24
Testing stochastic cycles in macroeconomic time series
Gil-Alaña, Luis A.
-
2000
Persistent link: https://www.econbiz.de/10001509600
Saved in:
25
Web quantlets for time series analysis
Härdle, Wolfgang
;
Kleinow, Torsten
;
Knust, Florian
-
2000
Persistent link: https://www.econbiz.de/10001470340
Saved in:
26
A time series analysis system using visual operations
Yamamoto, Yoshikazu
;
Nakano, Junji
-
2000
Persistent link: https://www.econbiz.de/10001485486
Saved in:
27
A generalized fractional time series model
Gil-Alaña, Luis A.
-
2000
Persistent link: https://www.econbiz.de/10001550564
Saved in:
28
Testing of fractional cointegration in macroeconomic time series
Gil-Alaña, Luis A.
-
2000
Persistent link: https://www.econbiz.de/10001550570
Saved in:
29
Deterministic seasonality versus seasonal fractional integration
Gil-Alaña, Luis A.
-
2000
Persistent link: https://www.econbiz.de/10001550571
Saved in:
30
Cointegrating smooth transition regressions with application to the Asian currency crisis
Saikkonen, Pentti
;
Choi, In
-
2000
Persistent link: https://www.econbiz.de/10001555318
Saved in:
31
Common cycles : a frequency domain approach
Breitung, Jörg
;
Candelon, Bertrand
-
2000
Persistent link: https://www.econbiz.de/10001558560
Saved in:
32
Leave-k-out diagnostics in state space models
Proietti, Tommaso
-
2000
Persistent link: https://www.econbiz.de/10001528143
Saved in:
33
Modelling the US short-term interest rate by mixture autoregressive processes
Lanne, Markku
;
Saikkonen, Pentti
-
2000
Persistent link: https://www.econbiz.de/10001528164
Saved in:
34
Nonparametric estimation of generalized impulse response function
Tschernig, Rolf
;
Yang, Lijian
-
2000
Persistent link: https://www.econbiz.de/10001531799
Saved in:
35
A simple variable selection technique for nonlinear models
Rech, Gianluigi
;
Teräsvirta, Timo
;
Tschernig, Rolf
-
1999
Persistent link: https://www.econbiz.de/10001373295
Saved in:
36
Forecasting cointegrated VARMA processes
Lütkepohl, Helmut
-
1999
Persistent link: https://www.econbiz.de/10001413243
Saved in:
37
Semiparametric bootstrap approach to hypothesis tests and confidence intervals for the Hurst coefficient
Hall, Peter
(
contributor
);
Härdle, Wolfgang
(
contributor
); …
-
1999
Persistent link: https://www.econbiz.de/10001413436
Saved in:
38
Comparison of unit root tests for time series with level shifts
Lanne, Markku
;
Lütkepohl, Helmut
;
Saikkonen, Pentti
-
1999
Persistent link: https://www.econbiz.de/10001424859
Saved in:
39
Testing for a unit root in a time series with a level shift at unknown time
Saikkonen, Pentti
;
Lütkepohl, Helmut
-
1999
Persistent link: https://www.econbiz.de/10001425254
Saved in:
40
Stabilisation policy and business cycle phases in Europe : a Markov Switching Var analysis
Beine, Michel
;
Candelon, Bertrand
;
Sekkat, Khalid
-
1999
Persistent link: https://www.econbiz.de/10001470750
Saved in:
41
Local linear smootherns using asymmetric kernels
Chen, Song Xi
-
1999
Persistent link: https://www.econbiz.de/10001473132
Saved in:
42
On estimating a dynamic function of a stochastic system with averaging
Liptser, R.
;
Spokojnyj, Vladimir G.
-
1998
Persistent link: https://www.econbiz.de/10000168629
Saved in:
43
Non- and semiparametric identification of seasonal nonlinear autoregession models
Yang, Lijian
;
Tschernig, Rolf
-
1998
Persistent link: https://www.econbiz.de/10000168640
Saved in:
44
A nonparametric test for the stationary density
Neumann, Michael H.
;
Paparoditis, Efstathios
-
1998
Persistent link: https://www.econbiz.de/10000992454
Saved in:
45
The Beveridge-Nelson decomposition : a different perspective with new results
Gómez, Víctor
;
Breitung, Jörg
-
1998
Persistent link: https://www.econbiz.de/10000992526
Saved in:
46
Temporal aggregation and causality in multiple time series models
Breitung, Jörg
;
Swanson, Norman R.
-
1998
Persistent link: https://www.econbiz.de/10000992528
Saved in:
47
Rank tests for nonlinear cointegration relationships
Breitung, Jörg
-
1998
Persistent link: https://www.econbiz.de/10000993117
Saved in:
48
Canonical decomposition of linear transformations of two independent Brownian motions
Föllmer, Hans
;
Wu, Ching-Tang
;
Yor, Marc
-
1998
Persistent link: https://www.econbiz.de/10000993120
Saved in:
49
Nonparametric factor analysis of time series
Rodríguez Poo, Juan Manuel
;
Linton, Oliver
-
1998
Persistent link: https://www.econbiz.de/10000995833
Saved in:
50
Adaptive weights smoothing with applications to image restoration
Polzehl, Jörg
;
Spokojnyj, Vladimir G.
-
1998
Persistent link: https://www.econbiz.de/10000995914
Saved in:
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