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Bayesian analysis of periodic asymmetric power GARCH models
Aknouche, Abdelhakim
;
Demmouche, Nacer
; …
- In:
Studies in nonlinear dynamics and econometrics : SNDE ; …
24
(
2020
)
4
,
pp. 1-24
Persistent link: https://www.econbiz.de/10012299605
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2
Forecasting transaction counts with integer-valued GARCH models
Aknouche, Abdelhakim
;
Almohaimeed, Bader S.
; …
- In:
Studies in nonlinear dynamics and econometrics : SNDE ; …
26
(
2022
)
4
,
pp. 529-539
Persistent link: https://www.econbiz.de/10013453761
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3
Semiparametric Bayesian inference for time-varying parameter regression models with stochastic volatility
Dimitrakopoulos, Stefanos
- In:
Economics letters
150
(
2017
),
pp. 10-14
Persistent link: https://www.econbiz.de/10011761750
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4
The semiparametric asymmetric stochastic volatility model with time-varying parameters : the case of US inflation
Dimitrakopoulos, Stefanos
- In:
Economics letters
155
(
2017
),
pp. 14-18
Persistent link: https://www.econbiz.de/10011821483
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5
Accounting for persistence in panel count data models : an application to the number of patents awarded
Dimitrakopoulos, Stefanos
- In:
Economics letters
171
(
2018
),
pp. 245-248
Persistent link: https://www.econbiz.de/10012021796
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6
Two-stage weighted least squares estimation of nonstationary random coefficient autoregressions
Aknouche, Abdelhakim
- In:
Journal of time series econometrics
5
(
2013
)
1
,
pp. 25-46
Persistent link: https://www.econbiz.de/10010147982
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7
Two-stage weighted least squares estimation of nonstationary random coefficient autoregressions
Aknouche, Abdelhakim
- In:
Journal of time series econometrics
5
(
2013
)
1
,
pp. 25-46
Persistent link: https://www.econbiz.de/10009753102
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8
State dependence and stickiness of sovereign credit ratings : evidence from a panel of countries
Dimitrakopoulos, Stefanos
;
Kolossiatis, Michalis
- In:
Journal of applied econometrics
31
(
2016
)
6
,
pp. 1065-1082
Persistent link: https://www.econbiz.de/10011686276
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9
Discrete-response state space models with conditional heteroscedasticity : an application to forecasting the federal funds rate target
Dimitrakopoulos, Stefanos
;
Dey, Dipak
- In:
Economics letters
154
(
2017
),
pp. 20-23
Persistent link: https://www.econbiz.de/10011810690
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10
Ordinal-response GARCH models for transaction data : a forecasting exercise
Dimitrakopoulos, Stefanos
;
Tsionas, Efthymios G.
- In:
International journal of forecasting
35
(
2019
)
4
,
pp. 1273-1287
Persistent link: https://www.econbiz.de/10012305278
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