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Volumn 51, Issue 7, 2007, Pages 3506-3508

Computational techniques for applied econometric analysis of macroeconomic and financial processes

Author keywords

[No Author keywords available]

Indexed keywords


EID: 33847341638     PISSN: 01679473     EISSN: None     Source Type: Journal    
DOI: 10.1016/j.csda.2006.11.015     Document Type: Editorial
Times cited : (1)

References (18)
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  • 2
    • 33750985945 scopus 로고    scopus 로고
    • Stylized facts of financial time series and hidden semi-Markov models
    • Bulla I., and Bulla J. Stylized facts of financial time series and hidden semi-Markov models. Comput. Statist. Data Anal. 51 4 (2006) 2192-2209
    • (2006) Comput. Statist. Data Anal. , vol.51 , Issue.4 , pp. 2192-2209
    • Bulla, I.1    Bulla, J.2
  • 3
    • 33847387127 scopus 로고    scopus 로고
    • Clements, M.P., Kim, J.H., 2007. Bootstrap prediction intervals for autoregressive time series. Comput. Statist. Data Anal., this issue, doi:10.1016/j.csda.2006.09.012.
  • 4
    • 33845778635 scopus 로고    scopus 로고
    • Frühwirth-Schnatter, S., Frühwirth, R., 2007. Auxiliary mixture sampling with applications to logistic models. Comput. Statist. Data Anal., this issue, doi:10.1016/j.csda.2006.10.006.
  • 5
    • 0037471367 scopus 로고    scopus 로고
    • Space-varying regression models: specifications and simulation
    • Gamerman D., Moreira A.R.B., and Rue H. Space-varying regression models: specifications and simulation. Comput. Statist. Data Anal. 42 3 (2003) 513-533
    • (2003) Comput. Statist. Data Anal. , vol.42 , Issue.3 , pp. 513-533
    • Gamerman, D.1    Moreira, A.R.B.2    Rue, H.3
  • 6
    • 33847373777 scopus 로고    scopus 로고
    • Gelfand, A.E., Banerjee, S., Sirmans, C.F., Tu, Y., Ong, S.E., 2007. Multilevel modelling using spatial processes: application to the Singapore housing market. Comput. Statist. Data Anal., this issue, doi:10.1016/j.csda.2006.11.019.
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    • Geweke, J., 2007. Interpretation and inference in mixture models: simple MCMC works. Comput. Statist. Data Anal., this issue, doi:10.1016/j.csda.2006.11.026.
  • 9
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    • A global optimization heuristic for estimating agent based models
    • Gilli M., and Winker P. A global optimization heuristic for estimating agent based models. Comput. Statist. Data Anal. 42 3 (2003) 299-312
    • (2003) Comput. Statist. Data Anal. , vol.42 , Issue.3 , pp. 299-312
    • Gilli, M.1    Winker, P.2
  • 11
    • 33847388912 scopus 로고    scopus 로고
    • Gülpinar, N., Rustem, B., 2007. Robust optimal decisions with imprecise forecasts. Comput. Statist. Data Anal., this issue, doi:10.1016/j.csda.2006.11.036.
  • 12
    • 33847392486 scopus 로고    scopus 로고
    • Heij, C., Groenen, P., van Dijk, D., 2007. Forecast comparison of principal component regression and principal covariate regression. Comput. Statist. Data Anal., this issue, doi:10.1016/j.csda.2006.10.019.
  • 13
    • 33750967610 scopus 로고    scopus 로고
    • Time series of count data: modelling, estimation and diagnostics
    • Jung R.C., Kukuk M., and Liesenfeld R. Time series of count data: modelling, estimation and diagnostics. Comput. Statist. Data Anal. 51 4 (2006) 2350-2364
    • (2006) Comput. Statist. Data Anal. , vol.51 , Issue.4 , pp. 2350-2364
    • Jung, R.C.1    Kukuk, M.2    Liesenfeld, R.3
  • 14
    • 33751004994 scopus 로고    scopus 로고
    • On the applicability of a stochastic volatility (SV) model and an SV model with jumps for some U.S. T-bill yields data
    • Kim M.S., and Wang S. On the applicability of a stochastic volatility (SV) model and an SV model with jumps for some U.S. T-bill yields data. Comput. Statist. Data Anal. 51 4 (2006) 2210-2217
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    • Kim, M.S.1    Wang, S.2
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    • Computational algorithms for double bootstrap confidence intervals
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  • 17
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    • Simulation-based Bayesian estimation of affine term structure models
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* 이 정보는 Elsevier사의 SCOPUS DB에서 KISTI가 분석하여 추출한 것입니다.