EconStor >

Search Results

 
for  

Results 161-170 of 919.


Item hits:

DateTitle Authors
2007 Testing the Granger noncausality hypothesis in stationary nonlinear models of unknown functional formPéguin-Feissolle, Anne / Strikholm, Birgit
2013 The PPP hypothesis revisited: Evidence using a multivariate long-memory modelCaporale, Guglielmo Maria / Gil-Alana, Luis A. / Lovcha, Yuliya
2013 Long memory and fractional integration in high frequency data on the US Dollar / British Pound spot exchange rateCaporale, Guglielmo Maria / Gil-Alana, Luis A.
2012 What moves the European carbon market? Insights from conditional jump modelsGronwald, Marc / Ketterer, Janina
2012 Why we should use high values for the smoothing parameter of the Hodrick-Prescott filterFlaig, Gebhard
2004 Evaluating exponential GARCH modelsMalmsten, Hans
2002 Forecasting with artificial network modelsRech, Gianluigi
2002 Error correction in DHSYEliasson, Ann-Charlotte / Teräsvirta, Timo
1996 Geldpolitik und Staatsverschuldung - welche Rolle spielt die Unabhängigkeit der Notenbank?Solveen, Ralph
2003 Testing the unit root hypothesis against the logistic smooth transition autoregressive modelEklund, Bruno

Back 8 9 10 11 12 13 14 15 16 17 18 19 20 21 22 23 24 25 26 Next