Search Results

There are 27834 results for: content related to: Forecasting Aggregated Moving Average Processes with an Application to the Euro Area Real Interest Rate

  1. Hybrid Forecasting with Estimated Temporally Aggregated Linear Processes

    Journal of Forecasting

    Volume 33, Issue 8, December 2014, Pages: 577–595, Lyudmila Grigoryeva and Juan-Pablo Ortega

    Version of Record online : 23 OCT 2014, DOI: 10.1002/for.2308

  2. Simple Identification and Specification of Cointegrated Varma Models

    Journal of Applied Econometrics

    Volume 30, Issue 4, June/July 2015, Pages: 675–702, Christian Kascha and Carsten Trenkler

    Version of Record online : 22 APR 2014, DOI: 10.1002/jae.2393

  3. BMO spaces related to Laguerre semigroups

    Mathematische Nachrichten

    Volume 287, Issue 2-3, February 2014, Pages: 254–280, Eleonor Harboure and Aníbal Chicco Ruiz

    Version of Record online : 15 AUG 2013, DOI: 10.1002/mana.201200227

  4. Vector Autoregressions

    A Companion to Theoretical Econometrics

    Badi H. Baltagi, Pages: 678–699, 2007

    Published Online : 30 NOV 2007, DOI: 10.1002/9780470996249.ch33

  5. Forecasting Cointegrated VARMA Processes

    A Companion to Economic Forecasting

    Michael P. Clements, David F. Hendry, Pages: 179–205, 2007

    Published Online : 30 NOV 2007, DOI: 10.1002/9780470996430.ch8

  6. Posterior inference in curved exponential families under increasing dimensions

    The Econometrics Journal

    Volume 17, Issue 2, June 2014, Pages: S75–S100, Alexandre Belloni and Victor Chernozhukov

    Version of Record online : 12 MAY 2014, DOI: 10.1111/ectj.12027

  7. Hierarchical Bayesian modeling of heterogeneous cluster- and subject-level associations between continuous and binary outcomes in dairy production

    Biometrical Journal

    Volume 54, Issue 2, March 2012, Pages: 230–248, Nora M. Bello, Juan P. Steibel and , Robert J. Tempelman

    Version of Record online : 20 APR 2012, DOI: 10.1002/bimj.201100055

  8. Comparison of unit root tests for time series with level shifts

    Journal of Time Series Analysis

    Volume 23, Issue 6, November 2002, Pages: 667–685, MARKKU LANNE, HELMUT LÜTKEPOHL and PENTTI SAIKKONEN

    Version of Record online : 9 DEC 2002, DOI: 10.1111/1467-9892.00285

  9. Value-Enhancing Capital Budgeting and Firm-specific Stock Return Variation

    The Journal of Finance

    Volume 59, Issue 1, February 2004, Pages: 65–105, Art Durnev, Randall Morck and Bernard Yeung

    Version of Record online : 27 NOV 2005, DOI: 10.1111/j.1540-6261.2004.00627.x

  10. THE ROLE OF CONDITIONAL HETEROSKEDASTICITY IN IDENTIFYING AND ESTIMATING LINEAR TRIANGULAR SYSTEMS, WITH APPLICATIONS TO ASSET PRICING MODELS THAT INCLUDE A MISMEASURED FACTOR

    Journal of Applied Econometrics

    Volume 29, Issue 5, August 2014, Pages: 800–824, Todd Prono

    Version of Record online : 26 JUN 2013, DOI: 10.1002/jae.2340

  11. Testing for the Cointegrating Rank of a VAR Process with Level Shift at Unknown Time

    Econometrica

    Volume 72, Issue 2, March 2004, Pages: 647–662, Helmut Lütkepohl, Pentti Saikkonen and Carsten Trenkler

    Version of Record online : 26 JAN 2004, DOI: 10.1111/j.1468-0262.2004.00505.x

  12. On modelling and diagnostic checking of vector periodic autoregressive time series models

    Journal of Time Series Analysis

    Volume 30, Issue 1, January 2009, Pages: 70–96, Eugen Ursu and Pierre Duchesne

    Version of Record online : 25 NOV 2008, DOI: 10.1111/j.1467-9892.2008.00601.x

  13. STRUCTURAL VECTOR AUTOREGRESSIONS: CHECKING IDENTIFYING LONG-RUN RESTRICTIONS VIA HETEROSKEDASTICITY

    Journal of Economic Surveys

    Volume 30, Issue 2, April 2016, Pages: 377–392, Helmut Lütkepohl and Anton Velinov

    Version of Record online : 5 DEC 2014, DOI: 10.1111/joes.12100

  14. Time domain study of the Drude–Born–Fedorov model for a class of heterogeneous chiral materials

    Mathematical Methods in the Applied Sciences

    Volume 36, Issue 7, 15 May 2013, Pages: 794–813, Serge Nicaise

    Version of Record online : 21 JUN 2012, DOI: 10.1002/mma.2627

  15. Comparison of P-wave attenuation models of wave-induced flow

    Geophysical Prospecting

    Volume 63, Issue 2, March 2015, Pages: 378–390, Weitao Sun, Jing Ba, Tobias M. Müller, José M. Carcione and Hong Cao

    Version of Record online : 14 NOV 2014, DOI: 10.1111/1365-2478.12196

  16. LONG-RUN DETERMINANTS OF JAPANESE EXPORTS TO CHINA AND THE UNITED STATES: A SECTORAL ANALYSIS

    Pacific Economic Review

    Volume 17, Issue 1, February 2012, Pages: 1–28, JACQUES JAUSSAUD and SERGE REY

    Version of Record online : 23 FEB 2012, DOI: 10.1111/j.1468-0106.2011.00569.x

  17. Nonstationary flow for the Navier–Stokes equations in a cylindrical pipe

    Mathematical Methods in the Applied Sciences

    Volume 35, Issue 12, August 2012, Pages: 1434–1455, Joanna Rencławowicz and Wojciech M. Zajączkowski

    Version of Record online : 9 JUN 2012, DOI: 10.1002/mma.2527

  18. Riesz minimal energy problems on Ck−1,1-manifolds

    Mathematische Nachrichten

    Volume 287, Issue 1, January 2014, Pages: 48–69, Helmut Harbrecht, Wolfgang L. Wendland and Natalia Zorii

    Version of Record online : 30 JUL 2013, DOI: 10.1002/mana.201200053

  19. TRADING WITH SMALL PRICE IMPACT

    Mathematical Finance

    Ludovic Moreau, Johannes Muhle-Karbe and H. Mete Soner

    Version of Record online : 23 JUN 2015, DOI: 10.1111/mafi.12098

  20. Time-dependent fluid-structure interaction

    Mathematical Methods in the Applied Sciences

    George C. Hsiao, Francisco-Javier Sayas and Richard J. Weinacht

    Version of Record online : 19 MAR 2015, DOI: 10.1002/mma.3427