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Article
Krolzig, Hans-Martin, Clements, M.P. (2003) Business Cycle Asymmetries: Characterisation and Testing based on Markov-Switching Autoregressions. Journal of Business and Economic Statistics, 21 . pp. 196-211. (The full text of this publication is not currently available from this repository. You may be able to access a copy if URLs are provided) (KAR id:582) |
Barassi, M., Horváth, L., Zhao, Y. (2020) Change‐Point Detection in the Conditional Correlation Structure of Multivariate Volatility Models. Journal of Business and Economic Statistics, 38 (2). pp. 340-349. ISSN 0735-0015. (doi:10.1080/07350015.2018.1505630) (KAR id:93924) |
Kalli, Maria, Griffin, Jim E. (2015) Flexible Modelling of Dependence in Volatility Processes. Journal of Business and Economic Statistics, 33 (1). pp. 102-113. ISSN 0735-0015. E-ISSN 1537-2707. (doi:10.1080/07350015.2014.925457) (The full text of this publication is not currently available from this repository. You may be able to access a copy if URLs are provided) (KAR id:47183) |
Kalli, Maria, Walker, Stephen G., Damien, Paul (2013) Modelling the conditional distribution of daily stock index returns: an alternative Bayesian semiparametric model. Journal of Business and Economic Statistics, 31 (4). pp. 371-383. ISSN 0735-0015. (doi:10.1080/07350015.2013.794142) (KAR id:69649) |
Koop, Gary, McIntyre, Stuart, Mitchell, James, Poon, Aubrey (2022) Reconciled Estimates of Monthly GDP in the United States. Journal of Business and Economic Statistics, 41 (2). pp. 563-577. ISSN 0735-0015. (doi:10.1080/07350015.2022.2044336) (The full text of this publication is not currently available from this repository. You may be able to access a copy if URLs are provided) (KAR id:103835) |
Fernandes, Marcelo, Guerre, Emmanuel, Horta, Eduardo (2019) Smoothing Quantile Regressions. Journal of Business and Economic Statistics, . ISSN 0735-0015. E-ISSN 1537-2707. (doi:10.1080/07350015.2019.1660177) (KAR id:76315) |