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Essays on univariate and multivariate modeling of financial market risks

Scheffer, Marcus - 2015

Persistent link: https://www.econbiz.de/10011645859

International evidence on time-variation in trend labor productivity growth

Wegmüller, Philipp - 2016 - This version: February 2, 2016

This paper provides international evidence on time-variation in trend productivity growth, based on the dataset for hours worked constructed by Ohanian & Raffo (2012). Applying both the endogenous break tests of Bai & Perron (1998, 2003) and the Stock & Watson (1996, 1998) TVP-MUB methodology,...

Persistent link: https://www.econbiz.de/10011419488

Bootstrapped nonlinear impulse-response analysis : the FTSE100 (UK) and the NDX100 (US) indices 2012-2021

Solibakke, Per Bjarte - In: International journal of computational economics and … 12 (2022) 1/2, pp. 197-221

Persistent link: https://www.econbiz.de/10012939622

A reality check for data snooping

White, Halbert - In: Econometrica : journal of the Econometric Society, an … 68 (2000) 5, pp. 1097-1126

Persistent link: https://www.econbiz.de/10001510571

Resampling in neural network with application to exchange-rate data

Wirjanto, Tony S.; Kim, Peter T.; Pan, Lingxue - 1999

Persistent link: https://www.econbiz.de/10001448540

Recent developments in bootstrapping time series

Berkowitz, Jeremy; Kilian, Lutz - In: Econometric reviews 19 (2000) 1, pp. 1-48

Persistent link: https://www.econbiz.de/10001455651

Comment on "Recent developments in bootstrapping time series"

Davidson, Russell - In: Econometric reviews 19 (2000) 1, pp. 49-54

Persistent link: https://www.econbiz.de/10001455658

Frequency domain inference for univariate impule responses

Wright, Jonathan H. - In: Economics letters 63 (1999) 3, pp. 269-277

Persistent link: https://www.econbiz.de/10001398929

Asset price behavior in complex environments

Brock, William A. - 1997

Persistent link: https://www.econbiz.de/10001460434

Asymmetries and the forward premium puzzle

Coakley, Jerry; Fuertes, Ana María - 1999

Persistent link: https://www.econbiz.de/10001465704

A service of the