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A Bayesian approach to modeling time-varying cointegration and cointegrating rank
Chua, Chew Lian; Tsiaplias, Sarantis - In: Journal of business & economic statistics : JBES ; a … 36 (2018) 2, pp. 267-277
Persistent link: https://www.econbiz.de/10011894727
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A scalable frequentist model averaging method
Zhu, Rong; Wang, Haiying; Zhang, Xinyu; Liang, Hua - In: Journal of business & economic statistics : JBES ; a … 41 (2023) 4, pp. 1228-1237
Persistent link: https://www.econbiz.de/10014448614
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Fast and flexible Bayesian inference in time-varying parameter regression models
Hauzenberger, Niko; Huber, Florian; Koop, Gary; … - In: Journal of business & economic statistics : JBES ; a … 40 (2022) 4, pp. 1904-1918
Persistent link: https://www.econbiz.de/10013540579
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Volatility spillovers between energy and agricultural markets : a critical appraisal of theory and practice
Chang, Chia-Lin; Li, Yiying; McAleer, Michael - 2015
Persistent link: https://www.econbiz.de/10011432558
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Multivariate volatility impulse response analysis of GFC news events
Allen, David E.; McAleer, Michael; Powell, Robert; … - 2015
Persistent link: https://www.econbiz.de/10011432589
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A multivariate asymmetric long memory conditional volatility model with x, regularity and asymptotics
Asai, Manabu; McAleer, Michael - 2016
Persistent link: https://www.econbiz.de/10011541169
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Asymptotic theory for extended asymmetric multivariate GARCH processes
Asai, Manabu; McAleer, Michael - 2016
Persistent link: https://www.econbiz.de/10011541171
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Applied mean-ETL optimization in using earnings forecasts
Shao, Barret Pengyuan; Rachev, Svetlozar T.; Mu, Yu - In: International journal of forecasting 31 (2015) 2, pp. 561-567
Persistent link: https://www.econbiz.de/10011474402
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Forecasting multivariate time series : editorial
Athanasopoulos, George; Vahid, Farshid - In: International journal of forecasting 31 (2015) 3, pp. 680-681
Persistent link: https://www.econbiz.de/10011474520
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Generalized autocontours : evaluation of multivariate density models
González-Rivera, Gloria; Sun, Yingying - In: International journal of forecasting 31 (2015) 3, pp. 799-814
Persistent link: https://www.econbiz.de/10011474574