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Some aspects of modeling seasonality in economic time series
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Asymptotics for unit-root processes with underspecified deterministic structures
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Unit roots, change and decision bounds
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Testing common deterministic seasonality, with an application to industrial production
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Testing for converging deterministic seasonal variation in European industrial production
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The effects of exchange-rate exposures on equity asset markets
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On mean reversion in real interest rates
an application of threshold cointegration -
The effects of Dollar, Sterling exchange rate volatility on futures markets for coffee and cocoa
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Decision maps for bivariate time series with potential threshold cointegration
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Testing for stationarity in a cointegrated system
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Modeling national accounts sub-aggregates
an application of non-linear error correction -
Testing for relative predictive accuracy
a critical viewpoint -
Decisions on seasonal unit roots
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Fourth-moments structures in financial time series
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Fractionally integrated models with ARCH errors
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Seasonality in the Austrian economy
common seasonals and forecasting -
Seasonal cointegration in macroeconomic systems
case studies for small and large European countries -
Cointegration in macroeconomic systems
seasonality and explosive roots -
Cointegration in a macro-economic system
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Forecasting vector autoregressions
the influence of cointegration ; a Monte Carlo study -
Some aspects of modeling seasonality in economic time series
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Unit roots, change, and decision bounds
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On using predictive-ability tests in the selection of time-series prediction models
a Monte Carlo evaluation -
Asymptotics for unit-root processes with underspecified deterministic structures
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Optimizing time-series forecasts for inflation and interest rates using simulation and model averaging