Jack H. W. Penm

Available identifiers

Publication	Date of Publication	Type
https://portal.mardi4nfdi.de/entity/Q4904877	2013-02-13	Paper
https://portal.mardi4nfdi.de/entity/Q3551898	2010-04-16	Paper
https://portal.mardi4nfdi.de/entity/Q3650811	2009-12-15	Paper
TESTING PPP BY MEANS OF ZNZ PATTERNED VECM	2008-08-26	Paper
https://portal.mardi4nfdi.de/entity/Q5422897	2007-10-30	Paper
Selecting the forgetting factor in subset autoregressive modelling	2007-05-29	Paper
Kernel Bandwidth Applications to the Euro and the U.S. Mutual Fund Movements	2007-05-03	Paper
AN ANALYSIS OF ASIAN MARKET INTEGRATION PRE- AND POST-CRISIS	2006-08-14	Paper
An evolutionary recursive algorithm in selecting statistical subset neural network/VDL filtering	2006-05-29	Paper
The relationship between stock markets of major developed countries and Asian emerging markets	2005-06-21	Paper
THE SEQUENTIAL ESTIMATION OF SUBSET VAR WITH FORGETTING FACTOR AND INTERCEPT VARIABLE	2005-03-18	Paper
A robust algorithm in sequentially selecting subset time series system using neural networks	2001-10-09	Paper
The selection of zero-non-zero patterned cointegrating vectors in error-correction modelling	1998-12-14	Paper
THE RECURSIVE FITTING OF SUBSET VARX MODELS	1994-01-20	Paper
https://portal.mardi4nfdi.de/entity/Q3809090	1986-01-01	Paper
Multivariate subset autoregressive modelling with zero constraints for detecting 'overall causality'	1984-01-01	Paper
A note on the recursions of multichannel complex subset autoregressions	1983-01-01	Paper
ON THE RECURSIVE FITTING OF SUBSET AUTOREGRESSIONS	1982-01-01	Paper

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