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How to deal with intercept and trend in practical cointegration analysis?
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On the interpretation of seasonally adjusted data
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Outlier detection in the GARCH (1,1) model
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Seasonal adjustment and the business cycle in unemployment
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Testing common deterministic seasonality, with an application to industrial production
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Cointegration in a periodic vector autoregression
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Testing for converging deterministic seasonal variation in European industrial production
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Do the US and Canada have a conmmon non-linear cycle in unemployment?
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Estimating dynamic effects of promotion on interpurchase times
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The impact of satisfaction on the breadth of the relationship with a multi-service provider
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Testing for residual autocorrelation in trend curve models
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Estimating dynamic effects of promotions on brand choice
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On testing for unit roots in market shares
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Estimating baselines
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Which brands gain share from which brands?
Inference from store-level scanner data -
Monitoring st[ru]ctural change in variance, with an application to European nominal exchange rate volatility
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Monitoring time-varying parameters in an autoregression
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A multivariate STAR analysis of the relationship between money and output
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Does the index of consumer sentiment only measure expectations?
An empirical assessment for the Netherlands -
Visualizing time-varying correlations across stock markets
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Forecasting with periodic autoregressive time series models
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Testing market share attraction models