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A threshold mixed count time series model : estimation and application
Dungey, Mardi H.; Martin, Vance; Tang, Chrismin; … - In: Studies in nonlinear dynamics and econometrics : SNDE ; … 24 (2020) 2, pp. 1-18
Persistent link: https://www.econbiz.de/10012198537
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Derivation of a leading index for the United States using Kalman filters
Martin, Vance - 1990
Persistent link: https://www.econbiz.de/10000833511
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Threshold time series models as multimodal distribution jump processes : the MATS model
Martin, Vance - 1990
Persistent link: https://www.econbiz.de/10000836340
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Indirect estimation of ARFIMA and VARFIMA models
Martin, Vance; Wilkins, Nigel P. - 1997
Persistent link: https://www.econbiz.de/10000954487
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Factor analysis of predictive curves, with applications to the term structure of interest rates
Bowden, Roger J.; Lim, Guay C.; Martin, Vance - 1994
Persistent link: https://www.econbiz.de/10000881564
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Nonlinear modelling using the generalized exponential family of distributions
Creedy, John - In: Bulletin of economic research 50 (1998) 3, pp. 229-255
Persistent link: https://www.econbiz.de/10001241937
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International business cycles and financial integration
Bowden, Roger J. - In: The review of economics and statistics 77 (1995) 2, pp. 305-320
Persistent link: https://www.econbiz.de/10001182252
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A non-linear model of the real US UK exchange rate
Creedy, John - In: Journal of applied econometrics 11 (1996) 6, pp. 669-686
Persistent link: https://www.econbiz.de/10001211069
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Derivation of composite leading index based on Kalman filters
Martin, Vance - 1986
Persistent link: https://www.econbiz.de/10000752915
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Leads and lags in the Australian business cycle : a canonical approach in the frequency domain
Martin, Vance - 1987
Persistent link: https://www.econbiz.de/10000754015