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Random walk forecasts of stationary processes have low bias
Lunsford, Kurt G.; West, Kenneth D. - 2023
Persistent link: https://www.econbiz.de/10014340065
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Gibbs sampling in AR models with random walk priors
Polasek, Wolfgang; Jin, Song - 1994
Persistent link: https://www.econbiz.de/10000897047
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Evidence of the unit root hypothesis in quarterly unemployment rates
Mitchell, William - 1995
Persistent link: https://www.econbiz.de/10000910246
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Semiparametric Bayesian inference for time series with mixed spectra
Carter, Chris K.; Kohn, Robert - 1995
Persistent link: https://www.econbiz.de/10000912047
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Markov chain Monte Carlo in state space models
Carter, Chris K.; Kohn, Robert - 1993
Persistent link: https://www.econbiz.de/10000878114
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Invertibility of non-linear time series models
Gooijer, Jan G. de; Brännäs, Kurt - 1993
Persistent link: https://www.econbiz.de/10000880510
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Simulation and estimation of long memory continuous time models
Comte, Fabienne - 1994
Persistent link: https://www.econbiz.de/10000883136
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Estimation and testing in integer-valued AR(1) models
Brännäs, Kurt - 1993
Persistent link: https://www.econbiz.de/10000883935
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Chaos and conditional heteroskedasticity - an experimental study
Kam, Simon W. - 1996
Persistent link: https://www.econbiz.de/10000933312
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The reliability of the Johansen-procedure : some Monte-Carlo-results
Hansen, Gerd - 1996
Persistent link: https://www.econbiz.de/10000937607