| Working Paper |
File Downloads |
Abstract Views |
| Last month |
3 months |
12 months |
Total |
Last month |
3 months |
12 months |
Total |
| A simple variable selection technique for nonlinear models |
0 |
0 |
0 |
59 |
1 |
1 |
2 |
1,816 |
| A simple variable selection technique for nonlinear models |
0 |
0 |
0 |
7 |
1 |
1 |
1 |
456 |
| Flexible time series analysis |
0 |
0 |
0 |
24 |
1 |
1 |
2 |
121 |
| Fractional trends and cycles in macroeconomic time series |
0 |
1 |
1 |
44 |
0 |
1 |
2 |
56 |
| Fractional trends in unobserved components models |
0 |
0 |
1 |
24 |
1 |
1 |
6 |
58 |
| Fractionally Integrated VAR Models with a Fractional Lag Operator and Deterministic Trends: Finite Sample Identification and Two-step Estimation |
0 |
0 |
1 |
110 |
1 |
2 |
7 |
275 |
| Germany's labor market problems: What to do and what not to do? A survey among experts |
0 |
0 |
0 |
5 |
0 |
0 |
0 |
144 |
| Illusive Persistence in German Unemployment |
0 |
0 |
0 |
86 |
0 |
0 |
1 |
555 |
| Illusive Persistence in German Unemployment |
0 |
1 |
1 |
4 |
0 |
1 |
1 |
46 |
| Long Memory and the Term Structure of Risk |
0 |
0 |
3 |
16 |
0 |
0 |
3 |
102 |
| Long Memory in Foreign Exchange Rates Revisited |
0 |
0 |
0 |
82 |
0 |
0 |
1 |
355 |
| Long- versus medium-run identification in fractionally integrated VAR models |
0 |
0 |
0 |
68 |
0 |
0 |
0 |
70 |
| Long- versus medium-run identification in fractionally integrated VAR models |
0 |
0 |
0 |
54 |
0 |
0 |
0 |
55 |
| Long-run Identification in a Fractionally Integrated System |
0 |
0 |
0 |
45 |
0 |
0 |
0 |
131 |
| Multivariate plug-in bandwidth for local linear regression |
0 |
0 |
0 |
10 |
1 |
1 |
1 |
225 |
| Nichtparametrische Verfahren zur Analyse und Prognose von Finanzmarktdate |
0 |
0 |
0 |
22 |
0 |
0 |
0 |
150 |
| Non- and Semiparametric Identification of Seasonal Nonlinear Autoregression Models |
0 |
0 |
0 |
0 |
0 |
3 |
13 |
127 |
| Nonlinear Interest Rate Dynamics and Implications for the Term Structure |
0 |
0 |
0 |
102 |
0 |
0 |
0 |
351 |
| Nonlinearities in German Unemployment Rates: A Nonparametric Analysis |
0 |
0 |
0 |
31 |
1 |
1 |
1 |
309 |
| Nonparametric Estimation of Generalized Impulse Response Functions |
0 |
0 |
0 |
209 |
1 |
1 |
3 |
485 |
| Nonparametric estimation of generalized impulse response function |
0 |
0 |
0 |
129 |
0 |
0 |
0 |
540 |
| Nonparametric lag selection for time series |
0 |
0 |
0 |
8 |
0 |
0 |
0 |
256 |
| On Nonparametric Estimation of a Hedonic Price Function |
0 |
0 |
1 |
44 |
0 |
0 |
1 |
115 |
| Prediction of Chaotic Time Series in the Presence of Measurement Error: the Importance of Initial Conditions |
0 |
0 |
0 |
0 |
0 |
0 |
0 |
17 |
| Prédiction of Chaotic Time Series in the Presence of Measurement Error: The Importance of Initial Conditions |
0 |
0 |
0 |
13 |
0 |
0 |
0 |
37 |
| The Identification of Fractional ARIMA Models |
0 |
0 |
0 |
126 |
0 |
0 |
2 |
575 |
| Web quantlets for time series analysis |
0 |
0 |
0 |
5 |
0 |
0 |
1 |
123 |
| Total Working Papers |
0 |
2 |
8 |
1,327 |
8 |
14 |
48 |
7,550 |
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