3 research outputs found
Forecasting quarterly movements of the lira/pound-sterling exchange rate: Random walks, drift, seasonality and variable parameters
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No full textARCH Models for Multi-period Forecast Uncertainty: A Reality Check Using a Panel of Density Forecasts
- Author
- A. Cukierman P. Wachtel
- A. Cukierman P. Wachtel
- A. Davies K. Lahiri
- A. Davies K. Lahiri
- A. Garratt K. Lee, M.H. Pesaran, Y. Shin
- A. Harvey E. Ruiz, E. Sentana
- A. Zellner
- A.K. Bera M.L. Higgins
- B.J. Blair S.H. Poon, S.J. Taylor
- C. Sims
- C.-J. Kim C.R. Nelson
- C.D. Carroll
- C.F. Manski
- D. Croushore T. Stark
- D. Laster P. Bennett, I.S. Geoum
- D.B. Nelson
- F. Diebold A. Tay, K. Wallis
- G.W. Schwert
- G.W. Schwert
- J. Stock M.W. Watson
- J.C. Fuhrer
- K. Lahiri C. Teigland
- K. Lahiri C. Teigland, M. Zaporowski
- K. Lahiri D. Ivanova
- L. Ball
- L. Ball N.G. Mankiw
- L. Glosten R. Jagannathan, D. Runkle
- M. Evans
- M. Evans P. Wachtel
- M. Friedman
- M. Kurz M. Motolese
- N. Souleles
- N.G. Mankiw R. Reis
- N.G. Mankiw R. Reis, J. Wolfers
- N.R. Ericsson
- P. Giordani P. Söderlind
- P.F. Christofferson F.X. Diebold
- R. Batchelor P. Dua
- R. Batchelor P. Dua
- R. Batchelor P. Dua
- R.E. Lucas
- R.E. Lucas
- R.F. Engle
- R.F. Engle
- R.F. Engle D. Kraft
- R.F. Engle M.W. Watson
- R.T. Baillie T. Bollerslev
- S. Taylor
- S.H. Irwin M.E. Gerlow, T.R. Liu
- T. Bollerslev
- T. Bollerslev
- T. Bollerslev R.Y. Chou, K.P. Kroner
- T.L. Kastens T.C. Schroeder, R. Plain
- V. Zarnowitz L.A. Lambros
- W.A. Bomberger
- W.H. Greene
- Publication venue
- 'Elsevier BV'
- Publication date
- 01/01/2006
- Field of study
No full textNonlinear Regime-Switching State-Space (RSSS) Models
- Author
- A.C. Harvey
- A.J. Zautra
- A.J. Zautra
- Aptech Systems Inc.
- B.D.O. Anderson
- C.-J. Kim
- C.H. Jackson
- C.V. Dolan
- C.V. Dolan
- C.V. Dolan
- D. Watson
- D.A. Kenny
- D.A. Sbarra
- D.W. Hosmer
- E. Ferrer
- E.L. Hamaker
- E.L. Hamaker
- F. Li
- F. Schweppe
- G. Schwarz
- G.C. Tiao
- Guangjian Zhang
- H. Akaike
- H. Tong
- H.L.J. Maas Van der
- J. Durbin
- J. Piaget
- J.A. Doornik
- J.A. Russell
- J.D. Hamilton
- J.F. Geweke
- J.M. Kishton
- J.R. Nesselroade
- J.T. Cacioppo
- K. Fukuda
- K.E. Heron
- L.K. Muthén
- L.M. Collins
- M. Dijk Van
- M. Yang
- M.W. Browne
- M.W. Browne
- P. Jong De
- P. Kuppens
- P.C.M. Molenaar
- P.C.M. Molenaar
- P.C.M. Molenaar
- P.C.M. Molenaar
- P.C.M. Molenaar
- R Development Core Team
- R. Cattell
- R.F. Engle
- R.J. Elliott
- R.J. Larsen
- R.J.A. Little
- S. Cohen
- S.-M. Chow
- S.-M. Chow
- S.-M. Chow
- S.-M. Chow
- S.H.C. Du Toit
- S.J. Koopman
- S.M. Boker
- S.T. Lanza
- SAS Institute Inc.
- Sy-Miin Chow
- V.D. Schmittmann
- W.H. Marsh
- Y. Bar-Shalom
- Y.F. Yung
- Z. Wen
- Z. Zhang
- Z. Zhang
- Publication venue
- 'Springer Science and Business Media LLC'
- Publication date
- Field of study
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