EconStor >

Search Results

 
for  

Results 71-80 of 1063.


Item hits:

DateTitle Authors
2010 Long memory and volatility dynamics in the US dollar exchange rateCaporale, Guglielmo Maria / Gil-Alana, Luis A.
2005 A simulation based specification test for diffusion processesBhardwaj, Geetesh / Corradi, Valentina / Swanson, Norman R.
2006 Predictive inference under model misspecification with an application to assessing the marginal predictive content of money for outputArmah, Nii Ayi / Swanson, Norman R.
2011 Numerically Accelerated Importance Sampling for Nonlinear Non-Gaussian State Space ModelsKoopman, Siem Jan / Lucas, Andre / Scharth, Marcel
2010 Modeling Trigonometric Seasonal Components for Monthly Economic Time SeriesHindrayanto, Irma / Aston, John A.D. / Koopman, Siem Jan / Ooms, Marius
2010 Monetary policy implementation and overnight rate persistenceNautz, Dieter / Scheithauer, Jan
2014 Reducing the Excess Variability of the Hodrick-Prescott Filter by Flexible PenalizationBloechl, Andreas
2014 Trend Estimation with Penalized Splines as Mixed Models for Series with Structural BreaksBlöchl, Andreas
2004 Modeling and Forecasting DAX Index VolatilityLazarov, Zdravetz
2003 Bootstrap Conditional Distribution Tests In the Presence of Dynamic MisspecificationCorradi, Valentina / Swanson, Norman R.

Back 1 2 3 4 5 6 7 8 9 10 11 12 13 14 15 16 17 Next