Entity usage

This page lists pages that use the given entity (e.g. Q42). The list is sorted by descending page ID, so that newer pages are listed first.

Showing below up to 50 results in range #1 to #50.

Forecasting the risk of cryptocurrencies: comparison and combination of GARCH and stochastic volatility models: Label: en
Recurrent neural network go-GARCH model for portfolio selection: Label: en
Quasi maximum likelihood estimation of vector multiplicative error model using the ECCC-GARCH representation: Label: en
Small sample adjustment for hypotheses testing on cointegrating vectors: Label: en
On a different way of understanding the edge-effect for the inference of ARMA-type processes (in \(\mathbb{Z}^d\)): Label: en
A robust test for monotonicity in asset returns: Label: en
Temporally local maximum likelihood with application to SIS model: Label: en
In-fill asymptotic distribution of the change point estimator when estimating breaks one at a time: Label: en
Seasonal Adjustment of Daily Time Series: Label: en
Methods for Computing Numerical Standard Errors: Review and Application to Value-at-Risk Estimation: Label: en
Bootstrap, Jackknife and COLS: Bias and Mean Squared Error in Estimation of Autoregressive Models: Label: en
Regression with Autocorrelated Errors Using Design-Adapted Haar Wavelets: Label: en
Markov Breaks in Regression Models: Label: en
First Stage Estimation of Fractional Cointegration: Label: en
Biases of Correlograms and of AR Representations of Stationary Series: Label: en
Wavelet Estimation of Copulas for Time Series: Label: en
Forecasting with Universal Approximators and a Learning Algorithm: Label: en
Noncausal Autoregressions for Economic Time Series: Label: en
On the Irrelevance of Impossibility Theorems: The Case of the Long-run Variance: Label: en
Estimating Autocorrelations in the Presence of Deterministic Trends: Label: en
Nonparametric Unit Root Test and Structural Breaks: Label: en
Detection of Additive Outliers in Seasonal Time Series: Label: en
Some New Results for Threshold AR(1) Models: Label: en
HYBRID GARCH Models and Intra-Daily Return Periodicity: Label: en
Modeling the Volatility-Return Trade-Off When Volatility May Be Nonstationary: Label: en
On a Graphical Technique for Evaluating Some Rational Expectations Models: Label: en
Evaluating Automatic Model Selection: Label: en
Forecasting Annual Inflation with Seasonal Monthly Data: Using Levels versus Logs of the Underlying Price Index: Label: en
Econometric Modelling of Time Series with Outlying Observations: Label: en
Nearly Efficient Likelihood Ratio Tests for Seasonal Unit Roots: Label: en
Nonparametric Tests for Periodic Integration: Label: en
Detecting Common Dynamics in Transitory Components: Label: en
Consideration of Trends in Time Series: Label: en
Periodicity, Non-stationarity, and Forecasting of Economic and Financial Time Series: Editors' Introduction: Label: en
Testing for a Deterministic Trend When There is Evidence of Unit Root: Label: en
Estimation and Inference in Time Series with Omitted I(1) Variables: Label: en
Costationarity of Locally Stationary Time Series: Label: en
The PCSE Estimator is Good -- Just Not As Good As You Think: Label: en
Extended Fractional Gaussian Noise and Simple ARFIMA Approximations: Label: en
Has the Volatility of U.S. Inflation Changed and How?: Label: en
A Nonlinear IV Likelihood-Based Rank Test for Multivariate Time Series and Long Panels: Label: en
Signal Extraction Revision Variances as a Goodness-of-Fit Measure: Label: en
On Convergence of the QMLE for Misspecified GARCH Models: Label: en
Testing Unit Root Based on Partially Adaptive Estimation: Label: en
Nonlinearity and Spatial Lag Dependence: Tests Based on Double-Length Regressions: Label: en
Panel Unit Root Testing with Nonlinear Instruments for Infinite-Order Autoregressive Processes: Label: en
Autoregression with Non-Gaussian Innovations: Label: en
Forecasting and Prequential Validation for Time Varying Meta-Elliptical Distributions: Label: en
The KPSS Test Using Fixed-b Critical Values: Size and Power in Highly Autocorrelated Time Series: Label: en
Selecting Instrumental Variables in a Data Rich Environment: Label: en