An empirical study on the parsimony and descriptive power of TARMA models von Goracci, Greta

Volltext

Revisiting the Canadian Lynx Time Series Analysis Through TARMA Models von Goracci, Greta

Volltext

A role for circular code properties in translation von Giannerini, Simone, Gonzalez, Diego Luis, Goracci, Greta, Danielli, Alberto

Volltext

Entropy-Based Tests for Complex Dependence in Economic and Financial Time Series with the R Package tseriesEntropy von Giannerini, Simone, Goracci, Greta

Volltext

On the Ergodicity of First‐Order Threshold Autoregressive Moving‐Average Processes von Chan, Kung‐Sik, Goracci, Greta

Volltext

The validity of bootstrap testing for threshold autoregression von Giannerini, Simone, Goracci, Greta, Rahbek, Anders

Volltext

Testing for Threshold Effects in the Presence of Heteroskedasticity and Measurement Error With an Application to Italian Strikes von Angelini, Francesco, Castellani, Massimiliano, Giannerini, Simone, Goracci, Greta

Volltext

TESTING FOR THRESHOLD EFFECTS IN THE TARMA FRAMEWORK von Goracci, Greta, Giannerini, Simone, Chan, Kung-Sik, Tong, Howell

Volltext

Inference in matrix-valued time series with common stochastic trends and multifactor error structure von Chen, Rong, Giannerini, Simone, Goracci, Greta, Trapani, Lorenzo

Volltext bestellen

The validity of bootstrap testing in the threshold framework von Giannerini, Simone, Goracci, Greta, Rahbek, Anders

Volltext bestellen

Testing for Threshold Effects in Presence of Heteroskedasticity and Measurement Error with an application to Italian Strikes von Angelini, Francesco, Castellani, Massimiliano, Giannerini, Simone, Goracci, Greta

Volltext bestellen

Robust estimation for Threshold Autoregressive Moving-Average models von Goracci, Greta, Ferrari, Davide, Giannerini, Simone, ravazzolo, Francesco

Volltext bestellen

A multivariate extension of the Misspecification-Resistant Information Criterion von Rubio, Gery Andrés Díaz, Giannerini, Simone, Goracci, Greta

Volltext bestellen

Testing for threshold regulation in presence of measurement error with an application to the PPP hypothesis von Chan, Kung-Sik, Giannerini, Simone, Goracci, Greta, Tong, Howell

Volltext bestellen

The validity of bootstrap testing in the threshold framework von Giannerini, Simone, Goracci, Greta, Rahbek, Anders

Volltext

Testing for Threshold Effects in Presence of Heteroskedasticity and Measurement Error with an application to Italian Strikes von Angelini, Francesco, Castellani, Massimiliano, Giannerini, Simone, Goracci, Greta

Volltext

Testing for threshold effects in the TARMA framework von Goracci, Greta, Giannerini, Simone, Chan, Kung-Sik, Howell, Tong

Volltext

Robust estimation for Threshold Autoregressive Moving-Average models von Goracci, Greta, Ferrari, Davide, Giannerini, Simone, ravazzolo, Francesco

Volltext

A multivariate extension of the Misspecification-Resistant Information Criterion von Gery Andrés Díaz Rubio, Giannerini, Simone, Goracci, Greta

Volltext

Testing for threshold regulation in presence of measurement error with an application to the PPP hypothesis von Chan, Kung-Sik, Giannerini, Simone, Goracci, Greta, Howell, Tong

Volltext