The following pages link to (Q3790504):
Displaying 42 items.
- Combining endogenous and exogenous variables in a special case of non-parametric time series forecasting model (Q309148) (← links)
- Multiple partial adjustment of portfolios under rational expectations (Q373825) (← links)
- A method for approximate representation of vector-valued time series and its relation to two alternatives (Q583795) (← links)
- Invertible and non-invertible information sets in linear rational expectations models (Q621272) (← links)
- Partial quantile regression (Q745476) (← links)
- Fast approximate likelihood evaluation for stable VARFIMA processes (Q893979) (← links)
- Improved frequency selective filters (Q951867) (← links)
- Introduction to the special issue on statistical signal extraction and filtering (Q959301) (← links)
- Restricted perception equilibria and rational expectation equilibrium (Q959723) (← links)
- Real time estimation in local polynomial regression, with application to trend-cycle analysis (Q999677) (← links)
- A multivariate preconditioned conjugate gradient approach for maximum likelihood estimation in vector long memory processes (Q1017833) (← links)
- Signal extraction and filtering by linear semiparametric methods (Q1020896) (← links)
- Pooling forecasts in linear rational expectations models (Q1032683) (← links)
- Spectral utility, Wiener-Hopf techniques, and rational expectations (Q1109666) (← links)
- Dynamic consistency of insurance contracts under enforcement by exclusion (Q1109667) (← links)
- Distortionary effects of the optimal Hodrick--Prescott filter (Q1274431) (← links)
- Solving generalized multivariate linear rational expectations models (Q1657462) (← links)
- The Chow-Lin method extended to dynamic models with autocorrelated residuals (Q1695692) (← links)
- Trend estimation and de-trending via rational square-wave filters (Q1841191) (← links)
- Sharp filters for short sequences (Q1873101) (← links)
- Adaptive method for indirect identification of the statistical properties of random fields in a Bayesian framework (Q2184398) (← links)
- Improved inference for moving average disturbances in nonlinear regression models (Q2260576) (← links)
- Fast Bayesian estimation for VARFIMA processes with stable errors (Q2324133) (← links)
- Selecting an optimal model for forecasting the volumes of railway goods transportation (Q2362338) (← links)
- Optimal forecast combinations under general loss functions and forecast error distributions (Q2439089) (← links)
- How equilibrium prices reveal information in a time series model with disparately informed, competitive traders (Q2469857) (← links)
- Whittle estimation of EGARCH and other exponential volatility models (Q2628845) (← links)
- Electrocardiogram classification using delay differential equations (Q2787849) (← links)
- Policy Improvement and the Newton-Raphson Algorithm (Q3415884) (← links)
- Smoothing Time Series with Local Polynomial Regression on Time (Q3499080) (← links)
- ON THE SPECTRAL PROPERTIES OF MATRICES ASSOCIATED WITH TREND FILTERS (Q3580640) (← links)
- On the Model-Based Interpretation of Filters and the Reliability of Trend–Cycle Estimates (Q3615084) (← links)
- ALGORITHMS FOR ESTIMATION OF POSSIBLY NONSTATIONARY VECTOR TIME SERIES (Q4012956) (← links)
- A frequency domain algorithm for maximum likelihood estimation of gaussian fields (Q4513014) (← links)
- Forecasting trends with asset prices (Q4555084) (← links)
- WIENER–KOLMOGOROV FILTERING, FREQUENCY-SELECTIVE FILTERING, AND POLYNOMIAL REGRESSION (Q4562556) (← links)
- Some recent developments in stochastic volatility modelling (Q4646765) (← links)
- The Variance Profile (Q4916499) (← links)
- Trend–Cycle Decompositions with Correlated Components (Q5291757) (← links)
- Wiener–Kolmogorov Filtering and Smoothing for Multivariate Series With State–Space Structure (Q5430504) (← links)
- The Hodrick--Prescott filter, the Slutzky effect, and the distortionary effect of filters (Q5941003) (← links)
- Estimating trends with percentage of smoothness chosen by the user (Q6574224) (← links)
