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

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/..

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

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/..

5

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/..

6

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/..

7

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/..

8

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/..

9

"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/..

10

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/..

11

Local Whittle estimation of the long-memory parameter:

Baum, Christopher F. ; Hurn, Stan ; Lindsay, Kenneth
The Stata Journal: Promoting communications on statistics and Stata. 20 (2020) 3 - p. 565-583 , 2020

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

12

Network analysis: a novel approach to identify PM2.5 hotspo..:

Clements, Adam ; Herrera, Rodrigo ; Hurn, Stan
Air Quality, Atmosphere & Health. 13 (2020) 9 - p. 1075-1082 , 2020

Link: https://doi.org/10.1007/..

13

Information Flow in Times of Crisis: The Case of the Europe..:

Dungey, Mardi ; Hurn, Stan ; Shi, Shuping.
Econometrics. 7 (2019) 1 - p. 5 , 2019

Link: https://doi.org/10.3390/..

14

Causal Change Detection in Possibly Integrated Systems: Rev..:

Shi, Shuping ; Hurn, Stan ; Phillips, Peter C B
Journal of Financial Econometrics. 18 (2019) 1 - p. 158-180 , 2019

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

15

Revisiting the numerical solution of stochastic differentia..:

Hurn, Stan ; Lindsay, Kenneth A. ; Xu, Lina
China Finance Review International. 9 (2019) 3 - p. 312-323 , 2019

Link: https://doi.org/10.1108/..