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Clustering financial time series : new insights from an extended hidden Markov model
Dias, José G.; Vermunt, Jeroen K.; Ramos, Sofia B. - In: European journal of operational research : EJOR 243 (2015) 3, pp. 852-864
Persistent link: https://www.econbiz.de/10010513848
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Degradation-based maintenance decision using stochastic filtering for systems under imperfect maintenance
Zhang, Mimi; Gaudoin, Olivier; Xie, Min - In: European journal of operational research : EJOR 245 (2015) 2, pp. 531-541
Persistent link: https://www.econbiz.de/10011308973
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Stochastic inflow modeling for hydropower scheduling problems
Pritchard, Geoffrey - In: European journal of operational research : EJOR 246 (2015) 2, pp. 496-504
Persistent link: https://www.econbiz.de/10011338122
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Spurious inference in reduced-rank asset-pricing models
Gospodinov, Nikolaj; Kan, Raymond; Robotti, Cesare - In: Econometrica : journal of the Econometric Society, an … 85 (2017) 5, pp. 1613-1628
Persistent link: https://www.econbiz.de/10011791596
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The multivariate bullwhip effect
Nagaraja, Chaitra H.; McElroy, Tucker - In: European journal of operational research : EJOR 267 (2018) 1, pp. 96-106
Persistent link: https://www.econbiz.de/10011812320
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A stochastic program with time series and affine decision rules for the reservoir management problem
Gauvin, Charles; Delage, Erick; Gendreau, Michel - In: European journal of operational research : EJOR 267 (2018) 2, pp. 716-732
Persistent link: https://www.econbiz.de/10011812732
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Testing for common conditionally heteroskedastic factors
Dovonon, Prosper; Renault, Eric - In: Econometrica : journal of the Econometric Society, an … 81 (2013) 6, pp. 2561-2586
Persistent link: https://www.econbiz.de/10010237396
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Estimating vector autoregressions with panel data
Holtz-Eakin, Douglas - In: Econometrica : journal of the Econometric Society, an … 56 (1988) 6, pp. 1371-1395
Persistent link: https://www.econbiz.de/10001059823
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Trends versus random walks in time series analysis
Durlauf, Steven N. - In: Econometrica : journal of the Econometric Society, an … 56 (1988) 6, pp. 1333-1354
Persistent link: https://www.econbiz.de/10001059825
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An improved heteroskedasticity and autocorrelation consistent covariance matrix estimator
Andrews, Donald W. K. - In: Econometrica : journal of the Econometric Society, an … 60 (1992) 4, pp. 953-966
Persistent link: https://www.econbiz.de/10001129056