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1
Modelling circular time series
Harvey, Andrew C.
;
Hurn, Stan
;
Palumbo, Dario
;
Thiele, …
- In:
Journal of econometrics
239
(
2024
)
1
,
pp. 1-15
Persistent link: https://www.econbiz.de/10015073958
Saved in:
2
Regime switching models for directional and linear observations
Harvey, Andrew C.
;
Palumbo, Dario
-
2021
Persistent link: https://www.econbiz.de/10013257296
Saved in:
3
Modeling best practice life expectancy using gumbel autoregressive models
Medford, Anthony
- In:
Risks : open access journal
9
(
2021
)
3
,
pp. 1-9
Best practice life expectancy has recently been modeled using extreme value
theory
. In this paper we present the Gumbel …
Persistent link: https://www.econbiz.de/10012508517
Saved in:
4
Comparison of the forecasting performance of methods for fitting autoregressive models
Lütkepohl, Helmut
-
1984
Persistent link: https://www.econbiz.de/10000073449
Saved in:
5
Order determination of multivariate autoregressive time series with unit roots
Paulsen, Jostein
-
1982
Persistent link: https://www.econbiz.de/10000012037
Saved in:
6
Properties of the autocorrelation function of squared observations for second order GARCH processes under two sets of parameter constraints
He, Changli
;
Teräsvirta, Timo
-
1997
Persistent link: https://www.econbiz.de/10000960149
Saved in:
7
A lagged dependent variable, autocorrelated disturbances, and unit root tests - peculiar OLS bias properties - a pedagogical note
Maeshiro, Asatoshi
- In:
Applied economics
31
(
1999
)
3
,
pp. 381-396
Persistent link: https://www.econbiz.de/10001364531
Saved in:
8
Time series multistep-ahead predictability estimation and ranking
Hong, X.
;
Billings, S. A.
- In:
Journal of forecasting
18
(
1999
)
2
,
pp. 139-149
Persistent link: https://www.econbiz.de/10001368237
Saved in:
9
Business cycle asymmetries : characterisation and testing based on Markov-switching autoregressions
Clements, Michael P.
;
Krolzig, Hans-Martin
-
1998
Persistent link: https://www.econbiz.de/10001370037
Saved in:
10
A Monte Carlo study of the forecasting performance of empirical SETAR models
Clements, Michael P.
;
Smith, Jeremy
- In:
Journal of applied econometrics
14
(
1999
)
2
,
pp. 123-141
Persistent link: https://www.econbiz.de/10001387355
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