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Identification of fractional ARIMA models in the presence of long memory
Schmidt, Christoph M.; Tschernig, Rolf - 1993
Persistent link: https://www.econbiz.de/10000345713
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Using asymmetric loss functions in time series econometrics
Titova, Anna - 2019
Persistent link: https://www.econbiz.de/10012021670
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Smooth transition regression models in finance
Leppin, Julian Sebastian - 2017
and uses oil price forecast as an empirical application. Another commonly found restriction is that smooth transition …
Persistent link: https://www.econbiz.de/10011623746
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Essays on economic sentiment dynamics and asymmetric multifractal models of financial volatility
Sushko, Stepan S. - 2021
Persistent link: https://www.econbiz.de/10012887751
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Essays on economic sentiment dynamics and asymmetric multifractal models of financial volatility
Sushko, Stepan S. - 2021
Persistent link: https://www.econbiz.de/10012940057
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Macroeconomic forecasting and business cycle analysis with nonlinear models
Heinrich, Markus - 2020
Persistent link: https://www.econbiz.de/10012624946
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Model-independent detrending for determining the cyclical properties of macroeconomic time series
Hillinger, Claude - 1992
Persistent link: https://www.econbiz.de/10013427948
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Tackling and understanding the small sample bias in ARFIMA models
Tschernig, Rolf - 1993
Persistent link: https://www.econbiz.de/10013427962
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Evaluation of discrete and continuous time dynamic models by spectral methods with an application to automobile demand
Reiter, Michael - 1993
Persistent link: https://www.econbiz.de/10013427977
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A Bayesian way to identify the order of autoregressive process
Heintel, Markus - 1994
Persistent link: https://www.econbiz.de/10013427980