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                             53 gevonden resultaten
nr titel auteur tijdschrift jaar jaarg. afl. pagina('s) type
1 A Bayesian non-parametric approach to asymmetric dynamic conditional correlation model with application to portfolio selection Virbickaitė, Audronė
 2016
 100 C p. 814-829
16 p.
 artikel
2 A bootstrap approximation for the distribution of the Local Whittle estimator Arteche, Josu
 2016
 100 C p. 645-660
16 p.
 artikel
3 Adaptive bandwidth selection in the long run covariance estimator of functional time series Horváth, Lajos
 2016
 100 C p. 676-693
18 p.
 artikel
4 A Gini-based unit root test Shelef, Amit
 2016
 100 C p. 763-772
10 p.
 artikel
5 Approximating and reducing bias in 2SLS estimation of dynamic simultaneous equation models Phillips, Garry D.A.
 2016
 100 C p. 734-762
29 p.
 artikel
6 A simple and successful shrinkage method for weighting estimators of treatment effects Pohlmeier, Winfried
 2016
 100 C p. 512-525
14 p.
 artikel
7 A simple test for a bubble based on growth and acceleration Franses, Philip Hans
 2016
 100 C p. 160-169
10 p.
 artikel
8 Asymmetry in tail dependence in equity portfolios Jondeau, Eric
 2016
 100 C p. 351-368
18 p.
 artikel
9 Bayesian model selection for unit root testing with multiple structural breaks Vosseler, Alexander
 2016
 100 C p. 616-630
15 p.
 artikel
10 Bayesian nonparametric forecasting for INAR models Bisaglia, Luisa
 2016
 100 C p. 70-78
9 p.
 artikel
11 Bootstrap prediction intervals for Markov processes Pan, Li
 2016
 100 C p. 467-494
28 p.
 artikel
12 CFEnetwork: The annals of computational and financial econometrics, 3rd issue Kontoghiorghes, Erricos J.
 2016
 100 C p. 1-3
3 p.
 artikel
13 Confidence intervals for ARMA–GARCH Value-at-Risk: The case of heavy tails and skewness Spierdijk, Laura
 2016
 100 C p. 545-559
15 p.
 artikel
14 Contents 2016
 100 C p. vi-ix
nvt p.
 artikel
15 Dynamic equicorrelation stochastic volatility Kurose, Yuta
 2016
 100 C p. 795-813
19 p.
 artikel
16 Editorial Board 2016
 100 C p. iii-v
nvt p.
 artikel
17 Efficient Gibbs sampling for Markov switching GARCH models Billio, Monica
 2016
 100 C p. 37-57
21 p.
 artikel
18 Estimation and empirical performance of non-scalar dynamic conditional correlation models Bauwens, Luc
 2016
 100 C p. 17-36
20 p.
 artikel
19 Estimation and inference in univariate and multivariate log-GARCH-X models when the conditional density is unknown Sucarrat, Genaro
 2016
 100 C p. 582-594
13 p.
 artikel
20 Fast computation of the deviance information criterion for latent variable models Chan, Joshua C.C.
 2016
 100 C p. 847-859
13 p.
 artikel
21 Forecasting inflation and GDP growth using heuristic optimisation of information criteria and variable reduction methods Kapetanios, George
 2016
 100 C p. 369-382
14 p.
 artikel
22 Generalized nonparametric smoothing with mixed discrete and continuous data Li, Degui
 2016
 100 C p. 424-444
21 p.
 artikel
23 Horizon effect in the term structure of long-run risk-return trade-offs Okou, Cédric
 2016
 100 C p. 445-466
22 p.
 artikel
24 Improved GMM estimation of panel VAR models Hayakawa, Kazuhiko
 2016
 100 C p. 240-264
25 p.
 artikel
25 Income inequality decomposition using a finite mixture of log-normal distributions: A Bayesian approach Lubrano, Michel
 2016
 100 C p. 830-846
17 p.
 artikel
26 Interval-valued time series models: Estimation based on order statistics exploring the Agriculture Marketing Service data Lin, Wei
 2016
 100 C p. 694-711
18 p.
 artikel
27 Iteratively reweighted adaptive lasso for conditional heteroscedastic time series with applications to AR–ARCH type processes Ziel, Florian
 2016
 100 C p. 773-793
21 p.
 artikel
28 Linking Tukey’s legacy to financial risk measurement Vijverberg, Chu-Ping C.
 2016
 100 C p. 595-615
21 p.
 artikel
29 Managing risk with a realized copula parameter Fengler, Matthias R.
 2016
 100 C p. 131-152
22 p.
 artikel
30 Matrix exponential stochastic volatility with cross leverage Ishihara, Tsunehiro
 2016
 100 C p. 331-350
20 p.
 artikel
31 Moment Ratio estimation of autoregressive/unit root parameters and autocorrelation-consistent standard errors McCulloch, J. Huston
 2016
 100 C p. 712-733
22 p.
 artikel
32 Neighbourhood GMM estimation of dynamic panel data models Sarafidis, Vasilis
 2016
 100 C p. 526-544
19 p.
 artikel
33 On conditional covariance modelling: An approach using state space models Hendrych, R.
 2016
 100 C p. 304-317
14 p.
 artikel
34 On selection of statistics for approximate Bayesian computing (or the method of simulated moments) Creel, Michael
 2016
 100 C p. 99-114
16 p.
 artikel
35 On the behaviour of the GMM estimator in persistent dynamic panel data models with unrestricted initial conditions Hayakawa, Kazuhiko
 2016
 100 C p. 265-303
39 p.
 artikel
36 On the computation of multivariate scenario sets for the skew- t and generalized hyperbolic families Giorgi, Emanuele
 2016
 100 C p. 205-220
16 p.
 artikel
37 Predicting the yield curve using forecast combinations Caldeira, João F.
 2016
 100 C p. 79-98
20 p.
 artikel
38 Real-time factor model forecasting and the effects of instability Clements, Michael P.
 2016
 100 C p. 661-675
15 p.
 artikel
39 Revisiting useful approaches to data-rich macroeconomic forecasting Groen, Jan J.J.
 2016
 100 C p. 221-239
19 p.
 artikel
40 Semiparametric GMM estimation and variable selection in dynamic panel data models with fixed effects Li, Rui
 2016
 100 C p. 401-423
23 p.
 artikel
41 Semiparametric score driven volatility models Blasques, Francisco
 2016
 100 C p. 58-69
12 p.
 artikel
42 Skewness and kurtosis of multivariate Markov-switching processes Fiorentini, Gabriele
 2016
 100 C p. 153-159
7 p.
 artikel
43 Special issue on Bayesian econometrics Bauwens, Luc
 2016
 100 C p. 794-
1 p.
 artikel
44 Special issue on Time Series Econometrics Boswijk, H. Peter
 2016
 100 C p. 631-632
2 p.
 artikel
45 Spectral approach to parameter-free unit root testing Bailey, Natalia
 2016
 100 C p. 4-16
13 p.
 artikel
46 State space modeling of Gegenbauer processes with long memory Dissanayake, G.S.
 2016
 100 C p. 115-130
16 p.
 artikel
47 Testing for jumps in conditionally Gaussian ARMA–GARCH models, a robust approach Laurent, Sébastien
 2016
 100 C p. 383-400
18 p.
 artikel
48 Testing for the number of states in hidden Markov models Holzmann, Hajo
 2016
 100 C p. 318-330
13 p.
 artikel
49 The ability to correct the bias in the stable AD(1,1) model with a feedback effect van Giersbergen, Noud P.A.
 2016
 100 C p. 186-204
19 p.
 artikel
50 The exact Gaussian likelihood estimation of time-dependent VARMA models Alj, Abdelkamel
 2016
 100 C p. 633-644
12 p.
 artikel
51 The Fisher effect in the presence of time-varying coefficients Panopoulou, Ekaterini
 2016
 100 C p. 495-511
17 p.
 artikel
52 The Split-SV model Stojanović, Vladica S.
 2016
 100 C p. 560-581
22 p.
 artikel
53 The uncertainty of conditional returns, volatilities and correlations in DCC models Fresoli, Diego E.
 2016
 100 C p. 170-185
16 p.
 artikel
                             53 gevonden resultaten
 
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