Works matching IS 19411928 AND DT 2011 AND VI 3 AND IP 1

Results: 11

Modeling the Volatility-Return Trade-Off When Volatility May Be Nonstationary.

Published in:

Journal of Time Series Econometrics, 2011, v. 3, n. 1, p. 1, doi. 10.2202/1941-1928.1093

By:

Dahl, Christian M.;
Iglesias, Emma

Publication type:

Article

Econometric Modelling of Time Series with Outlying Observations.

Published in:

Journal of Time Series Econometrics, 2011, v. 3, n. 1, p. 1, doi. 10.2202/1941-1928.1100

By:

Hendry, David F.;
Mizon, Grayham E.

Publication type:

Article

Evaluating Automatic Model Selection.

Published in:

Journal of Time Series Econometrics, 2011, v. 3, n. 1, p. 1, doi. 10.2202/1941-1928.1097

By:

Castle, Jennifer L.;
Doornik, Jurgen A.;
Hendry, David F.

Publication type:

Article

Nearly Efficient Likelihood Ratio Tests for Seasonal Unit Roots.

Published in:

Journal of Time Series Econometrics, 2011, v. 3, n. 1, p. 1, doi. 10.2202/1941-1928.1096

By:

Jansson, Michael;
Nielsen, Morten Ørregaard

Publication type:

Article

HYBRID GARCH Models and Intra-Daily Return Periodicity.

Published in:

Journal of Time Series Econometrics, 2011, v. 3, n. 1, p. 1, doi. 10.2202/1941-1928.1095

By:

Xilong Chen;
Ghysels, Eric;
Fangfang Wang

Publication type:

Article

Forecasting Annual Inflation with Seasonal Monthly Data: Using Levels versus Logs of the Underlying Price Index.

Published in:

Journal of Time Series Econometrics, 2011, v. 3, n. 1, p. 1, doi. 10.2202/1941-1928.1094

By:

Luetkepohl, Helmut;
Fang Xu

Publication type:

Article

Periodicity, Non-stationarity, and Forecasting of Economic and Financial Time Series: Editors' Introduction.

Published in:

Journal of Time Series Econometrics, 2011, v. 3, n. 1, p. 1, doi. 10.2202/1941-1928.1098

By:

Bollerslev, Tim;
Christensen, Bent Jesper;
Haldrup, Niels;
Lunde, Asger

Publication type:

Article

Consideration of Trends in Time Series.

Published in:

Journal of Time Series Econometrics, 2011, v. 3, n. 1, p. 1, doi. 10.2202/1941-1928.1092

By:

White, Halbert;
Granger, Clive W. J.

Publication type:

Article

Nonparametric Tests for Periodic Integration.

Published in:

Journal of Time Series Econometrics, 2011, v. 3, n. 1, p. 1, doi. 10.2202/1941-1928.1090

By:

Castro, Tomás del Barrio;
Osborn, Denise R.

Publication type:

Article

On a Graphical Technique for Evaluating Some Rational Expectations Models.

Published in:

Journal of Time Series Econometrics, 2011, v. 3, n. 1, p. 1, doi. 10.2202/1941-1928.1089

By:

Johansen, Søren;
Swensen, Anders R.

Publication type:

Article

Detecting Common Dynamics in Transitory Components.

Published in:

Journal of Time Series Econometrics, 2011, v. 3, n. 1, p. 1, doi. 10.2202/1941-1928.1088

By:

Christensen, Timothy;
Hurn, Stan;
Pagan, Adrian

Publication type:

Article