Found: 20
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Statistical inference for mixture GARCH models with financial application.
- Published in:
- Computational Statistics, 2021, v. 36, n. 4, p. 2615, doi. 10.1007/s00180-021-01092-5
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- Publication type:
- Article
Unfolding the relationship between mortality, economic fluctuations, and health in Italy.
- Published in:
- 2020
- By:
- Publication type:
- journal article
On the existence of stationary threshold bilinear processes.
- Published in:
- Statistical Papers, 2024, v. 65, n. 6, p. 3739, doi. 10.1007/s00362-024-01539-z
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- Publication type:
- Article
Weak VARMA representations of regime-switching state-space models.
- Published in:
- Statistical Papers, 2016, v. 57, n. 3, p. 705, doi. 10.1007/s00362-015-0675-1
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- Publication type:
- Article
Invertibility and VAR Representations of Time-Varying Dynamic Stochastic General Equilibrium Models.
- Published in:
- Computational Economics, 2020, v. 55, n. 1, p. 61, doi. 10.1007/s10614-018-9877-7
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- Publication type:
- Article
Fourth Moment Structure of Markov Switching Multivariate GARCH Models.
- Published in:
- Journal of Financial Econometrics, 2021, v. 19, n. 4, p. 565, doi. 10.1093/jjfinec/nbz020
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- Publication type:
- Article
LIKELIHOOD-BASED ANALYSIS IN MIXTURE GLOBAL VARs.
- Published in:
- Journal of Mathematical Sciences, 2023, v. 271, n. 3, p. 341, doi. 10.1007/s10958-023-06509-8
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- Publication type:
- Article
Trend and cycle decomposition of Markov switching (co)integrated time series.
- Published in:
- Statistical Methods & Applications, 2023, v. 32, n. 5, p. 1381, doi. 10.1007/s10260-023-00710-4
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- Publication type:
- Article
Evidences from survey data and fiscal data: nonresponse and measurement errors in annual incomes.
- Published in:
- Statistical Methods & Applications, 2022, v. 31, n. 3, p. 587, doi. 10.1007/s10260-021-00593-3
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- Publication type:
- Article
A note on the asymptotic and exact Fisher information matrices of a Markov switching VARMA process.
- Published in:
- Statistical Methods & Applications, 2020, v. 29, n. 1, p. 129, doi. 10.1007/s10260-019-00472-y
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- Publication type:
- Article
Estimation and asymptotic covariance matrix for stochastic volatility models.
- Published in:
- Statistical Methods & Applications, 2017, v. 26, n. 3, p. 437, doi. 10.1007/s10260-016-0373-8
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- Publication type:
- Article
Exploring differences of corporate social responsibility perceptions and expectations between eastern and western countries: Emerging patterns and managerial implications.
- Published in:
- International Journal of Cross Cultural Management, 2022, v. 22, n. 2, p. 327, doi. 10.1177/14705958221112253
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- Publication type:
- Article
Autocovariance and Linear Transformations of Markov Switching VARMA Processes.
- Published in:
- Central European Journal of Economic Modelling & Econometrics, 2014, v. 6, n. 4, p. 275
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- Publication type:
- Article
The 5 E(lements) of employee‐centric corporate social responsibility and their stimulus on happiness at work: An empirical investigation.
- Published in:
- Corporate Social Responsibility & Environmental Management, 2024, v. 31, n. 3, p. 1959, doi. 10.1002/csr.2667
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- Publication type:
- Article
ANALYSIS OF THE LIKELIHOOD FUNCTION FOR MARKOV-SWITCHING VAR(CH) MODELS.
- Published in:
- Journal of Time Series Analysis, 2014, v. 35, n. 6, p. 624, doi. 10.1111/jtsa.12085
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- Publication type:
- Article
DETERMINING THE NUMBER OF REGIMES IN MARKOV SWITCHING VAR AND VMA MODELS.
- Published in:
- Journal of Time Series Analysis, 2014, v. 35, n. 2, p. 173, doi. 10.1002/jtsa.12057
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- Publication type:
- Article
HIGHER ORDER MOMENTS OF MARKOV SWITCHING VARMA MODELS.
- Published in:
- Econometric Theory, 2017, v. 33, n. 6, p. 1502, doi. 10.1017/S0266466616000438
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- Publication type:
- Article
Spectral analysis of Markov switching GARCH models with statistical inference.
- Published in:
- Scandinavian Journal of Statistics, 2023, v. 50, n. 1, p. 102, doi. 10.1111/sjos.12571
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- Publication type:
- Article
Statistical Analysis Of Mixture Vector Autoregressive Models.
- Published in:
- Scandinavian Journal of Statistics, 2016, v. 43, n. 4, p. 1192, doi. 10.1111/sjos.12237
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- Publication type:
- Article
Quasi Maximum Likelihood Inference for Stochastic Volatility Models.
- Published in:
- Frontiers in Finance & Economics, 2014, v. 11, n. 1, p. 1
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- Publication type:
- Article