Narrow search
Showing 1 - 10 of 68
Cover Image
The square root of a matrix
Abadir, Karim Maher - In: Journal of time series econometrics 4 (2012) 2, pp. 1-5
Persistent link: https://www.econbiz.de/10009714886
Cover Image
Biases of correlograms and of AR representations of stationary series
Abadir, Karim Maher; Larsson, Rolf - In: Journal of time series econometrics 4 (2012) 1, pp. 1-9
Persistent link: https://www.econbiz.de/10009623506
Cover Image
Statistics
Abadir, Karim Maher; Heijmans, Risto; Magnus, Jan R. - 2019
Persistent link: https://www.econbiz.de/10011976163
Cover Image
Link of moments before and after transformations, with an application to resampling from fat-tailed distributions
Abadir, Karim Maher; Cornea-Madeira, Adriana - In: Econometric theory 35 (2019) 3, pp. 630-652
Persistent link: https://www.econbiz.de/10012146160
Cover Image
Where (and by how much) does a theory break down? : with an application to the expectation hypothesis
Abadir, Karim Maher; Atanasova, Christina - In: Essays in honor of M. Hashem Pesaran : panel modeling, …, (pp. 255-267). 2022
Persistent link: https://www.econbiz.de/10013194564
Cover Image
Long-term versus short-term contingencies in asset allocation
Botshekan, Mahmoud; Lucas, André - In: Journal of financial and quantitative analysis : JFQA 52 (2017) 5, pp. 2277-2303
Persistent link: https://www.econbiz.de/10011929004
Cover Image
Testing for parameter instability across different modeling frameworks
Calvori, Francesco; Creal, Drew; Koopman, Siem Jan; … - In: Journal of financial econometrics : official journal of … 15 (2017) 2, pp. 223-246
Persistent link: https://www.econbiz.de/10011987424
Cover Image
Joint Bayesian analysis of oarameters and states in nonlinear non‐Gaussian state space models
Barra, István; Hoogerheide, Lennart; Koopman, Siem Jan; … - In: Journal of applied econometrics 32 (2017) 5, pp. 1003-1026
Persistent link: https://www.econbiz.de/10011862307
Cover Image
Do negative interest rates make banks less safe?
Nucera, Federico; Lucas, André; Schaumburg, Julia; … - In: Economics letters 159 (2017), pp. 112-115
Persistent link: https://www.econbiz.de/10011903443
Cover Image
Modeling financial sector joint tail risk in the Euro Area
Lucas, André; Schwaab, Bernd; Zhang, Xin - In: Journal of applied econometrics 32 (2017) 1, pp. 171-191
Persistent link: https://www.econbiz.de/10011688510