JMulTi

swMATH477MaRDI QIDQ13234FDOQ13234

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Official website: http://www.jmulti.de/

Cited In (39)

• Monitoring mean changes in persistent multivariate time series
• Statistical estimation of multivariate Ornstein-Uhlenbeck processes and applications to co-integration
• The convergence of estimators based on heuristics: theory and application to a GARCH model
• Applied Time Series Econometrics
• Reducing confidence bands for simulated impulse responses
• Modeling the impact of real and financial shocks on Mercosur: The role of the exchange rate regime
• Bootstrapping the likelihood ratio cointegration test in error correction models with unknown lag order
• Forecasting of global market prices of major financial instruments
• Residual autocorrelation testing for vector error correction models
• The univariate MT-STAR model and a new linearity and unit root test procedure
• Exploring US business cycles with bivariate loops using penalized spline regression
• An e-E-insensitive support vector regression machine
• Analysis of integrated and cointegrated time series with R.
• Uncovered interest rate parity and the expectations hypothesis of the term structure: empirical results for the US and Europe
• Autoregressive distributed lag models and cointegration
• Structural vector autoregressive analysis for cointegrated variables
• The convergence of optimization based GARCH estimators: theory and application
• Recent Advances in Cointegration Analysis
• Using a projection method to analyze inflation bias in a micro-founded model
• The uncertainty of conditional returns, volatilities and correlations in DCC models
• Improved inference for moving average disturbances in nonlinear regression models
• JBendge
• MFE toolbox
• A power comparison between autocorrelation based tests
• Using multiple time series analysis for geosensor data forecasting
• clus
• Asymmetric heavy-tailed vector auto-regressive processes with application to financial data
• Global hemispheric temperatures and co-shifting: a vector shifting-mean autoregressive analysis
• fpp
• Bootstrapping systems cointegration tests with a prior adjustment for deterministic terms
• Analytical quasi maximum likelihood inference in multivariate volatility models
• Title not available (Why is that?)
• A software framework for data analysis
• Panel unit root tests under cross-sectional dependence: an overview
• Financial fragmentation and the monetary transmission mechanism in the euro area: a smooth transition VAR approach
• Testing for the Cointegrating Rank of a VAR Process with Level Shift and Trend Break
• Construction of multi-step forecast regions of VAR processes using ordered block bootstrap
• The transfer problem in the euro area
• Testing for identification in SVAR-GARCH models

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