The following pages link to Recommended article (P1643):
Displaying 50 items.
- Approximation of the expectation of the first exit time from an interval for a random walk (Q299162) (← links)
- Unique solvability of the water waves problem in Sobolev spaces (Q299166) (← links)
- Prym differentials as solutions to boundary value problems on Riemann surfaces (Q299168) (← links)
- Sufficient conditions for the root-class residuality of certain generalized free products. (Q299171) (← links)
- On Wiener's theorem for functions periodic at infinity (Q299173) (← links)
- Killing tensor fields on the 2-torus (Q299174) (← links)
- Shunkov groups saturated with general linear groups. (Q299176) (← links)
- ``Keep definition, change category'' -- a practical approach to state-based system calculi (Q299180) (← links)
- Relation lifting, a survey (Q299182) (← links)
- A bi-intuitionistic modal logic: foundations and automation (Q299186) (← links)
- An algebraic approach to computations with progress (Q299188) (← links)
- Relational lattices: from databases to universal algebra (Q299191) (← links)
- Algorithms for Kleene algebra with converse (Q299194) (← links)
- Developments in concurrent Kleene algebra (Q299202) (← links)
- Concurrent Kleene algebra with tests and branching automata (Q299205) (← links)
- The Beveridge-Nelson decomposition in retrospect and prospect (Q299208) (← links)
- The relationship between the Beveridge-Nelson decomposition and other permanent-transitory decompositions that are popular in economics (Q299212) (← links)
- Trend/cycle decomposition of regime-switching processes (Q299214) (← links)
- Markov-switching and the Beveridge-Nelson decomposition: has US output persistence changed since 1984? (Q299215) (← links)
- Efficient two-sided nonsimilar invariant tests in IV regression with weak instruments (Q299216) (← links)
- Methods for inference in large multiple-equation Markov-switching models (Q299218) (← links)
- Time series properties of ARCH processes with persistent covariates (Q299219) (← links)
- Efficient forecast tests for conditional policy forecasts (Q299222) (← links)
- Forecasting economic time series using targeted predictors (Q299223) (← links)
- Forecasting using a large number of predictors: is Bayesian shrinkage a valid alternative to principal components? (Q299225) (← links)
- Bayesian model averaging and exchange rate forecasts (Q299226) (← links)
- Least-squares forecast averaging (Q299227) (← links)
- Global yield curve dynamics and interactions: a dynamic Nelson-Siegel approach (Q299229) (← links)
- Quality control for structural credit risk models (Q299230) (← links)
- Eigenvalues of the drifting Laplacian on complete noncompact Riemannian manifolds (Q299232) (← links)
- Maximal function characterizations of variable Hardy spaces associated with non-negative self-adjoint operators satisfying Gaussian estimates (Q299233) (← links)
- Global weighted estimates in Orlicz spaces for second-order nondivergence parabolic equations (Q299234) (← links)
- Asymptotic expansion of solutions to the drift-diffusion equation with fractional dissipation (Q299235) (← links)
- A direct verification argument for the Hamilton-Jacobi equation continuum limit of nondominated sorting (Q299237) (← links)
- On the free boundary problem for the Oldroyd-B model in the maximal \(L_p-L_q\) regularity class (Q299239) (← links)
- Gradient continuity for \(p(\cdot)\)-Laplace systems (Q299241) (← links)
- Entropy solutions for a traffic model with phase transitions (Q299244) (← links)
- Temporal decay for the generalized Navier-Stokes equations (Q299246) (← links)
- Econometric modelling in finance and risk management: an overview (Q299247) (← links)
- Correlation testing in time series, spatial and cross-sectional data (Q299248) (← links)
- Out of sample forecasts of quadratic variation (Q299250) (← links)
- Realized volatility forecasting and option pricing (Q299252) (← links)
- Estimating quadratic variation consistently in the presence of endogenous and diurnal measurement error (Q299254) (← links)
- Nonlinear models for strongly dependent processes with financial applications (Q299256) (← links)
- Econometric estimation in long-range dependent volatility models: theory and practice (Q299258) (← links)
- Testing for a change in persistence in the presence of non-stationary volatility (Q299259) (← links)
- A complete asymptotic series for the autocovariance function of a long memory process (Q299260) (← links)
- A multiple regime smooth transition heterogeneous autoregressive model for long memory and asymmetries (Q299262) (← links)
- Nonparametric estimation of conditional VaR and expected shortfall (Q299264) (← links)
- Specification testing in discretized diffusion models: theory and practice (Q299265) (← links)
