E-LIB Suche - Ergebnisse für: Hurn, Stan

1

Modelling circular time series:

Harvey, Andrew ; Hurn, Stan ; Palumbo, Dario.
Journal of Econometrics. 239 (2024) 1 - p. 105450 , 2024

Link: https://doi.org/10.1016/..

2

A Comparative Study of Likelihood Approximations for Univar..:

Hurn, Stan ; Lindsay, Kenneth ; Xu, Lina
https://eprints.qut.edu.au/226574/1/101922291.pdf. , 2023

Link: https://eprints.qut.edu...

3

Testing for time-varying Granger causality:

Baum, Christopher F. ; Hurn, Stan ; Otero, Jesús
The Stata Journal: Promoting communications on statistics and Stata. 22 (2022) 2 - p. 355-378 , 2022

Link: https://doi.org/10.1177/..

4

Housing networks and driving forces:

Hurn, Stan ; Shi, Shuping ; Wang, Ben
Journal of Banking & Finance. 134 (2022) - p. 106318 , 2022

Link: https://doi.org/10.1016/..

5

Housing networks and driving forces:

Hurn, Stan ; Shi, Shuping ; Wang, Ben
Hurn , S , Shi , S & Wang , B 2022 , ' Housing networks and driving forces ' , Journal of Banking and Finance , vol. 134 , 106318 , pp. 1-17 . https://doi.org/10.1016/j.jbankfin.2021.106318. , 2022

Link: https://researchers.mq.e..

6

Specification tests for univariate diffusions:

Hurn, Stan ; Martin, Vance L ; Xu, Lina
https://eprints.qut.edu.au/230378/1/109119708.pdf. , 2022

Link: https://eprints.qut.edu...

7

Financial econometric modeling:

Hurn, Stan ; Martin, Vance ; Phillips, Peter C. B.. , [2021]

Exemplar: Zentrale:E02 a vwl 899/106

8

Transition from the Taylor rule to the zero lower bound:

Hurn, Stan ; Johnson, Nicholas ; Silvennoinen, Annastiina.
Studies in Nonlinear Dynamics & Econometrics. 26 (2021) 5 - p. 635-647 , 2021

Link: https://doi.org/10.1515/..

9

Specification tests for univariate diffusions:

Hurn, Stan ; Martin, Vance L. ; Xu, Lina
Econometric Reviews. 41 (2021) 6 - p. 607-632 , 2021

Link: https://doi.org/10.1080/..

10

The BDS test of independence:

Baum, Christopher F. ; Hurn, Stan ; Lindsay, Kenneth
The Stata Journal: Promoting communications on statistics and Stata. 21 (2021) 2 - p. 279-294 , 2021

Link: https://doi.org/10.1177/..

11

A Comparative Study of Likelihood Approximations for Univar..:

Hurn, Stan ; Lindsay, Kenneth ; Xu, Lina
Journal of Financial Econometrics. 21 (2021) 3 - p. 852-879 , 2021

Link: https://doi.org/10.1093/..

12

"What good is a volatility model?" A reexamination after 20..:

Baum, Christopher F. ; Hurn, Stan
The Stata Journal: Promoting communications on statistics and Stata. 21 (2021) 2 - p. 295-319 , 2021

Link: https://doi.org/10.1177/..

13

The dynamics of U.S. industrial production: A time-varying ..:

Baum, Christopher F. ; Hurn, Stan ; Otero, Jesús
Econometrics and Statistics. , 2021

Link: https://doi.org/10.1016/..

14

Assessing the Informational Content of Official Australian ..:

Hurn, Stan ; Tian, Jing ; Xu, Lina
Economic Record. 97 (2021) 319 - p. 525-547 , 2021

Link: https://doi.org/10.1111/..

15

Assessing the Informational Content of Official Australian ..:

Hurn, Stan ; Tian, Jing ; Xu, Lina
https://eprints.qut.edu.au/230379/1/109120207.pdf. , 2021

Link: https://eprints.qut.edu...