Mini-workshop: Semiparametric modelling of multivariate economic time series with changing dynamics. Abstracts from the mini-workshop held January 17th -- January 23rd, 2010.
DOI10.4171/OWR/2010/05zbMATH Open1209.00035OpenAlexW2039054496MaRDI QIDQ2431466
Author name not available (Why is that?)
Publication date: 14 April 2011
Published in: Oberwolfach Reports (Search for Journal in Brave)
Full work available at URL: http://www.ems-ph.org/journals/show_abstract.php?issn=1660-8933&vol=7&iss=1&rank=5
Applications of statistics to economics (62P20) Inference from stochastic processes and prediction (62M20) Estimation in multivariate analysis (62H12) Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Proceedings, conferences, collections, etc. pertaining to statistics (62-06) Collections of abstracts of lectures (00B05)
Recommendations
- Title not available (Why is that?) π π
- Multivariate modelling of non-stationary economic time series π π
- Semiparametric and nonparametric methods in econometrics. Abstracts from the workshop held March 18--24, 2007. π π
- Mini-workshop: Time series with sudden structural changes. Abstracts from the mini-workshop held February 24 -- March 1, 2008. π π
- Semiparametric approaches to signal extraction problems in economic time series π π
- A semiparametric approach for modelling multivariate nonlinear time series π π
- Time Series Modelling With Semiparametric Factor Dynamics π π
This page was built for publication: Mini-workshop: Semiparametric modelling of multivariate economic time series with changing dynamics. Abstracts from the mini-workshop held January 17th -- January 23rd, 2010.
Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q2431466)