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Is the wealth of the Forbes 400 lists really Pareto distributed?

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Laplace random variables with application to price indices

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Distribution properties and estimation of the ratio of independent Weilbull random variables

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Pearson type VII ratio distribution

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Time-varying trend models for forecasting inflation in Australia

Guo, Na; Zhang, Bo; Cross, Jamie - 2020

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Extent pursuit for cross-sectional dependence in large panels

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Time-varying trend models for forecasting inflation in Australia

Guo, Na; Zhang, Bo; Cross, Jamie - 2020

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Stochastic volatility models with ARMA innovations : an application to G7 inflation forecasts

Zhang, Bo; Chan, Joshua; Cross, Jamie - In: International journal of forecasting 36 (2020) 4, pp. 1318-1328

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Time-varying trend models for forecasting inflation in Australia

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Stochastic Volatility Models with ARMA Innovations an Application to G7 Inflation Forecasts

Zhang, Bo - 2018

We introduce a new class of stochastic volatility models with autoregressive moving average (ARMA) innovations. The conditional mean process has a flexible form that can accommodate both a state space representation and a conventional dynamic regression. The ARMA component introduces serial...

Persistent link: https://www.econbiz.de/10012913784