EconStor >

Search Results


Results 131-140 of 1021.

Item hits:

DateTitle Authors
2009 A new simple test against spurious long memory using temporal aggregationKuswanto, Heri
2010 Mean shift detection under long-range dependencies with ARTWillert, Juliane
2007 Why bayes rules: A note on Bayesian vs. classical inference in regime switching modelsGärtner, Dennis
2010 Financial development and economic growth: An empirical analysis for IrelandAdamopoulos, Antonios
2014 The Hodrick-Prescott Filter with a Time-Varying Penalization Parameter. An Application for the Trend Estimation of Global Temperature.Blöchl, Andreas / Flaig, Gebhard
2011 Predictive inference under model misspecification with an application to assessing the marginal predictive content of money for outputArmah, Nii Ayi / Swanson, Norman R.
2011 Persistence and cyclical dependence in the monthly Euribor rateCaporale, Guglielmo Maria / Gil-Alana, Luis A.
2007 Testing for a break in persistence under long-range dependenciesSibbertsen, Philipp / Kruse, Robinson
2007 Can we distinguish between common nonlinear time series models and long memory?Kuswanto, Heri / Sibbertsen, Philipp
2012 A Donsker theorem for Lévy measuresNickl, Richard / Reiß, Markus

Back 5 6 7 8 9 10 11 12 13 14 15 16 17 18 19 20 21 22 23 Next