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Die parametrische und semiparametrische Analyse von Finanzzeitreihen : neue Methoden, Modelle und Anwendungsmöglichkeiten
Peitz, Christian - 2016
Persistent link: https://www.econbiz.de/10011432076
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Forecasting aggregated time series variables : a survey
Lütkepohl, Helmut - 2009
Persistent link: https://www.econbiz.de/10003867318
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Forecasting levels of log variables in vector autoregressions
Bardsen, Gunnar; Lütkepohl, Helmut - 2009
Persistent link: https://www.econbiz.de/10003867341
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Empirical simultaneous confidence regions for path-forecasts
Jordà, Òscar; Knüppel, Malte; Marcellino, Massimiliano - 2010
Persistent link: https://www.econbiz.de/10003960556
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Structural vector autoregressions with Markov switching : combining conventional with statistical identification of shocks
Herwartz, Helmut; Lütkepohl, Helmut - 2011
Persistent link: https://www.econbiz.de/10009008157
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Nonlinear causality testing with stepwise multivariate filtering
Bekiros, Stelios - 2011
Persistent link: https://www.econbiz.de/10009238617
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Challenging time series : limits to knowledge, inertia, and caprice
Stanley, T. D. - 2000
This unorthodox book derives and tests a simple theory of economic time series using several well-known empirical … economic puzzles, from stock market bubbles to the failure of conventional economic theory, to explain low levels of inflation …
Persistent link: https://www.econbiz.de/10014473885
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Measuring the social return to R&D
Jones, Charles I. - 1997
Persistent link: https://www.econbiz.de/10000961486
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Stock market fluctuations and the term structure
Zhou, Chunsheng - 1996
Persistent link: https://www.econbiz.de/10000930617