Huurman, Christian; Ravazzolo, Francesco; Zhou, Chen The power of weather. (English) Zbl 1254.86026 Comput. Stat. Data Anal. 56, No. 11, 3793-3807 (2012). MSC: 86A32 62M10 PDF BibTeX XML Cite \textit{C. Huurman} et al., Comput. Stat. Data Anal. 56, No. 11, 3793--3807 (2012; Zbl 1254.86026) Full Text: DOI OpenURL
Hautsch, Nikolaus; Yang, Fuyu Bayesian inference in a stochastic volatility Nelson-Siegel model. (English) Zbl 1255.62064 Comput. Stat. Data Anal. 56, No. 11, 3774-3792 (2012). MSC: 62F15 62P05 65C40 65C60 PDF BibTeX XML Cite \textit{N. Hautsch} and \textit{F. Yang}, Comput. Stat. Data Anal. 56, No. 11, 3774--3792 (2012; Zbl 1255.62064) Full Text: DOI OpenURL
Carta, Alessandro; Steel, Mark F. J. Modelling multi-output stochastic frontiers using copulas. (English) Zbl 1254.91532 Comput. Stat. Data Anal. 56, No. 11, 3757-3773 (2012). MSC: 91B70 62P05 91G60 62F15 91B82 60J22 91G70 62G05 62H05 62P20 PDF BibTeX XML Cite \textit{A. Carta} and \textit{M. F. J. Steel}, Comput. Stat. Data Anal. 56, No. 11, 3757--3773 (2012; Zbl 1254.91532) Full Text: DOI Link OpenURL
Peters, Gareth W.; Sisson, Scott A.; Fan, Yanan Likelihood-free Bayesian inference for \(\alpha\)-stable models. (English) Zbl 1255.62071 Comput. Stat. Data Anal. 56, No. 11, 3743-3756 (2012). MSC: 62F15 62P05 65C60 PDF BibTeX XML Cite \textit{G. W. Peters} et al., Comput. Stat. Data Anal. 56, No. 11, 3743--3756 (2012; Zbl 1255.62071) Full Text: DOI arXiv OpenURL
Raggi, Davide; Bordignon, Silvano Long memory and nonlinearities in realized volatility: a Markov switching approach. (English) Zbl 1255.62321 Comput. Stat. Data Anal. 56, No. 11, 3730-3742 (2012). MSC: 62P05 65C40 PDF BibTeX XML Cite \textit{D. Raggi} and \textit{S. Bordignon}, Comput. Stat. Data Anal. 56, No. 11, 3730--3742 (2012; Zbl 1255.62321) Full Text: DOI Link OpenURL
Kiviet, Jan F.; Phillips, Garry D. A. Higher-order asymptotic expansions of the least-squares estimation bias in first-order dynamic regression models. (English) Zbl 1255.62258 Comput. Stat. Data Anal. 56, No. 11, 3705-3729 (2012). MSC: 62M10 62H12 65C05 PDF BibTeX XML Cite \textit{J. F. Kiviet} and \textit{G. D. A. Phillips}, Comput. Stat. Data Anal. 56, No. 11, 3705--3729 (2012; Zbl 1255.62258) Full Text: DOI Link OpenURL
Nakajima, Jouchi; Omori, Yasuhiro Stochastic volatility model with leverage and asymmetrically heavy-tailed error using GH skew Student’s \(t\)-distribution. (English) Zbl 1255.62319 Comput. Stat. Data Anal. 56, No. 11, 3690-3704 (2012). MSC: 62P05 65C40 62F15 65C60 PDF BibTeX XML Cite \textit{J. Nakajima} and \textit{Y. Omori}, Comput. Stat. Data Anal. 56, No. 11, 3690--3704 (2012; Zbl 1255.62319) Full Text: DOI OpenURL
Ishihara, Tsunehiro; Omori, Yasuhiro Efficient Bayesian estimation of a multivariate stochastic volatility model with cross leverage and heavy-tailed errors. (English) Zbl 1255.62066 Comput. Stat. Data Anal. 56, No. 11, 3674-3689 (2012). MSC: 62F15 62H12 62P05 62G32 65C40 PDF BibTeX XML Cite \textit{T. Ishihara} and \textit{Y. Omori}, Comput. Stat. Data Anal. 56, No. 11, 3674--3689 (2012; Zbl 1255.62066) Full Text: DOI OpenURL
Nikoloulopoulos, Aristidis K.; Joe, Harry; Li, Haijun Vine copulas with asymmetric tail dependence and applications to financial return data. (English) Zbl 1254.91613 Comput. Stat. Data Anal. 56, No. 11, 3659-3673 (2012). MSC: 91B82 62P05 62H05 PDF BibTeX XML Cite \textit{A. K. Nikoloulopoulos} et al., Comput. Stat. Data Anal. 56, No. 11, 3659--3673 (2012; Zbl 1254.91613) Full Text: DOI OpenURL
Li, Junye; Favero, Carlo; Ortu, Fulvio A spectral estimation of tempered stable stochastic volatility models and option pricing. (English) Zbl 1254.91725 Comput. Stat. Data Anal. 56, No. 11, 3645-3658 (2012). MSC: 91G20 60G51 60J75 62P05 91B70 91G70 PDF BibTeX XML Cite \textit{J. Li} et al., Comput. Stat. Data Anal. 56, No. 11, 3645--3658 (2012; Zbl 1254.91725) Full Text: DOI OpenURL
Kwan, Wilson; Li, Wai Keung; Li, Guodong On the estimation and diagnostic checking of the ARFIMA-HYGARCH model. (English) Zbl 1255.62261 Comput. Stat. Data Anal. 56, No. 11, 3632-3644 (2012). MSC: 62M10 62F12 62E20 62F03 65C60 PDF BibTeX XML Cite \textit{W. Kwan} et al., Comput. Stat. Data Anal. 56, No. 11, 3632--3644 (2012; Zbl 1255.62261) Full Text: DOI OpenURL
Davies, Laurie; Höhenrieder, Christian; Krämer, Walter Recursive computation of piecewise constant volatilities. (English) Zbl 1254.91751 Comput. Stat. Data Anal. 56, No. 11, 3623-3631 (2012). MSC: 91G70 91G20 62P05 62-04 62G08 91B84 PDF BibTeX XML Cite \textit{L. Davies} et al., Comput. Stat. Data Anal. 56, No. 11, 3623--3631 (2012; Zbl 1254.91751) Full Text: DOI OpenURL
Kotchoni, Rachidi Applications of the characteristic function-based continuum GMM in finance. (English) Zbl 1254.91754 Comput. Stat. Data Anal. 56, No. 11, 3599-3622 (2012). MSC: 91G70 62P05 91B84 62M10 91B82 60E10 PDF BibTeX XML Cite \textit{R. Kotchoni}, Comput. Stat. Data Anal. 56, No. 11, 3599--3622 (2012; Zbl 1254.91754) Full Text: DOI Link OpenURL
Klar, Bernhard; Lindner, Franziska; Meintanis, Simos G. Specification tests for the error distribution in GARCH models. (English) Zbl 1255.62259 Comput. Stat. Data Anal. 56, No. 11, 3587-3598 (2012). MSC: 62M10 62G10 62G09 62P05 PDF BibTeX XML Cite \textit{B. Klar} et al., Comput. Stat. Data Anal. 56, No. 11, 3587--3598 (2012; Zbl 1255.62259) Full Text: DOI OpenURL
Kiviet, Jan F.; Niemczyk, Jerzy Comparing the asymptotic and empirical (un)conditional distributions of OLS and IV in a linear static simultaneous equation. (English) Zbl 1255.62360 Comput. Stat. Data Anal. 56, No. 11, 3567-3586 (2012). MSC: 62P20 62E20 65C05 62J05 PDF BibTeX XML Cite \textit{J. F. Kiviet} and \textit{J. Niemczyk}, Comput. Stat. Data Anal. 56, No. 11, 3567--3586 (2012; Zbl 1255.62360) Full Text: DOI OpenURL
Guidolin, Massimo; Hyde, Stuart Simple VARs cannot approximate Markov switching asset allocation decisions: an out-of-sample assessment. (English) Zbl 1254.91710 Comput. Stat. Data Anal. 56, No. 11, 3546-3566 (2012). MSC: 91G10 91B30 PDF BibTeX XML Cite \textit{M. Guidolin} and \textit{S. Hyde}, Comput. Stat. Data Anal. 56, No. 11, 3546--3566 (2012; Zbl 1254.91710) Full Text: DOI OpenURL
Hafner, Christian M.; Reznikova, Olga On the estimation of dynamic conditional correlation models. (English) Zbl 1255.62161 Comput. Stat. Data Anal. 56, No. 11, 3533-3545 (2012). MSC: 62H12 62M10 62H20 62P05 65C05 PDF BibTeX XML Cite \textit{C. M. Hafner} and \textit{O. Reznikova}, Comput. Stat. Data Anal. 56, No. 11, 3533--3545 (2012; Zbl 1255.62161) Full Text: DOI OpenURL
Billio, Monica; Getmansky, Mila; Pelizzon, Loriana Dynamic risk exposures in hedge funds. (English) Zbl 1254.91720 Comput. Stat. Data Anal. 56, No. 11, 3517-3532 (2012). MSC: 91G20 91B30 91B82 PDF BibTeX XML Cite \textit{M. Billio} et al., Comput. Stat. Data Anal. 56, No. 11, 3517--3532 (2012; Zbl 1254.91720) Full Text: DOI OpenURL
Chen, Qian; Gerlach, Richard; Lu, Zudi Bayesian value-at-risk and expected shortfall forecasting via the asymmetric Laplace distribution. (English) Zbl 1254.91750 Comput. Stat. Data Anal. 56, No. 11, 3498-3516 (2012). MSC: 91G70 62P05 62M20 60J75 62F15 91B84 PDF BibTeX XML Cite \textit{Q. Chen} et al., Comput. Stat. Data Anal. 56, No. 11, 3498--3516 (2012; Zbl 1254.91750) Full Text: DOI OpenURL
Gallegati, Marco A wavelet-based approach to test for financial market contagion. (English) Zbl 1254.91657 Comput. Stat. Data Anal. 56, No. 11, 3491-3497 (2012). MSC: 91G70 91B84 PDF BibTeX XML Cite \textit{M. Gallegati}, Comput. Stat. Data Anal. 56, No. 11, 3491--3497 (2012; Zbl 1254.91657) Full Text: DOI OpenURL
Chan, Ngai Hang; Wong, Hoi Ying; Zhao, Jing Structural model of credit migration. (English) Zbl 1254.91741 Comput. Stat. Data Anal. 56, No. 11, 3477-3490 (2012). MSC: 91G40 62P05 62P20 60J65 PDF BibTeX XML Cite \textit{N. H. Chan} et al., Comput. Stat. Data Anal. 56, No. 11, 3477--3490 (2012; Zbl 1254.91741) Full Text: DOI OpenURL
Caporin, Massimiliano; Preś, Juliusz Modelling and forecasting wind speed intensity for weather risk management. (English) Zbl 1254.86023 Comput. Stat. Data Anal. 56, No. 11, 3459-3476 (2012). MSC: 86A32 91B84 PDF BibTeX XML Cite \textit{M. Caporin} and \textit{J. Preś}, Comput. Stat. Data Anal. 56, No. 11, 3459--3476 (2012; Zbl 1254.86023) Full Text: DOI Link OpenURL
Bravo, Francesco; Crudu, Federico Efficient bootstrap with weakly dependent processes. (English) Zbl 1255.62080 Comput. Stat. Data Anal. 56, No. 11, 3444-3458 (2012). MSC: 62F40 62G09 62P05 65C60 PDF BibTeX XML Cite \textit{F. Bravo} and \textit{F. Crudu}, Comput. Stat. Data Anal. 56, No. 11, 3444--3458 (2012; Zbl 1255.62080) Full Text: DOI Link OpenURL
Beran, Jan; Schell, Dieter On robust tail index estimation. (English) Zbl 1255.62149 Comput. Stat. Data Anal. 56, No. 11, 3430-3443 (2012). MSC: 62G32 62G35 PDF BibTeX XML Cite \textit{J. Beran} and \textit{D. Schell}, Comput. Stat. Data Anal. 56, No. 11, 3430--3443 (2012; Zbl 1255.62149) Full Text: DOI OpenURL
Bauwens, Luc; Rombouts, Jeroen V. K. On marginal likelihood computation in change-point models. (English) Zbl 1255.62234 Comput. Stat. Data Anal. 56, No. 11, 3415-3429 (2012). MSC: 62M10 62F15 65C60 PDF BibTeX XML Cite \textit{L. Bauwens} and \textit{J. V. K. Rombouts}, Comput. Stat. Data Anal. 56, No. 11, 3415--3429 (2012; Zbl 1255.62234) Full Text: DOI Link OpenURL
Ardia, David; Baştürk, Nalan; Hoogerheide, Lennart; Van Dijk, Herman K. A comparative study of Monte Carlo methods for efficient evaluation of marginal likelihood. (English) Zbl 1255.62158 Comput. Stat. Data Anal. 56, No. 11, 3398-3414 (2012). MSC: 62H12 62F10 65C05 62J02 62M10 PDF BibTeX XML Cite \textit{D. Ardia} et al., Comput. Stat. Data Anal. 56, No. 11, 3398--3414 (2012; Zbl 1255.62158) Full Text: DOI Link OpenURL
Baltagi, Badi H.; Bresson, Georges; Pirotte, Alain Forecasting with spatial panel data. (English) Zbl 1255.62293 Comput. Stat. Data Anal. 56, No. 11, 3381-3397 (2012). MSC: 62M20 62M10 62M30 65C05 PDF BibTeX XML Cite \textit{B. H. Baltagi} et al., Comput. Stat. Data Anal. 56, No. 11, 3381--3397 (2012; Zbl 1255.62293) Full Text: DOI Link OpenURL
Araújo Santos, Paulo; Fraga Alves, M. Isabel A new class of independence tests for interval forecasts evaluation. (English) Zbl 1254.91759 Comput. Stat. Data Anal. 56, No. 11, 3366-3380 (2012). MSC: 91G80 62M07 91B84 62M10 62P05 PDF BibTeX XML Cite \textit{P. Araújo Santos} and \textit{M. I. Fraga Alves}, Comput. Stat. Data Anal. 56, No. 11, 3366--3380 (2012; Zbl 1254.91759) Full Text: DOI OpenURL
Tsay, Ruey S.; Ando, Tomohiro Bayesian panel data analysis for exploring the impact of subprime financial crisis on the US stock market. (English) Zbl 1254.91626 Comput. Stat. Data Anal. 56, No. 11, 3345-3365 (2012). MSC: 91B82 62P05 91B84 62M10 62F15 62H25 PDF BibTeX XML Cite \textit{R. S. Tsay} and \textit{T. Ando}, Comput. Stat. Data Anal. 56, No. 11, 3345--3365 (2012; Zbl 1254.91626) Full Text: DOI OpenURL
Alexeev, Vitali; Maynard, Alex Localized level crossing random walk test robust to the presence of structural breaks. (English) Zbl 1254.60046 Comput. Stat. Data Anal. 56, No. 11, 3322-3344 (2012). MSC: 60G50 62M07 62G09 62G20 62M10 62P05 62P20 PDF BibTeX XML Cite \textit{V. Alexeev} and \textit{A. Maynard}, Comput. Stat. Data Anal. 56, No. 11, 3322--3344 (2012; Zbl 1254.60046) Full Text: DOI Link OpenURL
Ahmed, S. Ejaz; Nicol, Christopher J. An application of shrinkage estimation to the nonlinear regression model. (English) Zbl 1255.62203 Comput. Stat. Data Anal. 56, No. 11, 3309-3321 (2012). MSC: 62J07 62J02 62P05 62P20 PDF BibTeX XML Cite \textit{S. E. Ahmed} and \textit{C. J. Nicol}, Comput. Stat. Data Anal. 56, No. 11, 3309--3321 (2012; Zbl 1255.62203) Full Text: DOI OpenURL
Belsley, David A. (ed.); Chen, Cathy W. S. (ed.); Francq, Christian (ed.); Gallo, Giampiero (ed.); Khalaf, Lynda (ed.); Kontoghiorghes, Erricos John (ed.); van Dijk, Herman K. (ed.) Editorial: The sixth special issue on computational econometrics. (English) Zbl 1254.91003 Comput. Stat. Data Anal. 56, No. 11, 3307-3308 (2012). MSC: 91-06 91B82 PDF BibTeX XML Cite \textit{D. A. Belsley} (ed.) et al., Comput. Stat. Data Anal. 56, No. 11, 3307--3308 (2012; Zbl 1254.91003) Full Text: DOI OpenURL
Trapani, Lorenzo On the asymptotic \(t\)-test for large nonstationary panel models. (English) Zbl 1255.62045 Comput. Stat. Data Anal. 56, No. 11, 3286-3306 (2012). MSC: 62F05 62E20 65C05 62P20 PDF BibTeX XML Cite \textit{L. Trapani}, Comput. Stat. Data Anal. 56, No. 11, 3286--3306 (2012; Zbl 1255.62045) Full Text: DOI OpenURL
Bellini, Tiziano; Riani, Marco Robust analysis of default intensity. (English) Zbl 1254.91635 Comput. Stat. Data Anal. 56, No. 11, 3276-3285 (2012). MSC: 91B84 62P05 62M10 PDF BibTeX XML Cite \textit{T. Bellini} and \textit{M. Riani}, Comput. Stat. Data Anal. 56, No. 11, 3276--3285 (2012; Zbl 1254.91635) Full Text: DOI OpenURL
Raknerud, Arvid; Skare, Øivind Indirect inference methods for stochastic volatility models based on non-Gaussian Ornstein-Uhlenbeck processes. (English) Zbl 1255.62322 Comput. Stat. Data Anal. 56, No. 11, 3260-3275 (2012). MSC: 62P05 62M05 60J70 62-04 PDF BibTeX XML Cite \textit{A. Raknerud} and \textit{Ø. Skare}, Comput. Stat. Data Anal. 56, No. 11, 3260--3275 (2012; Zbl 1255.62322) Full Text: DOI OpenURL
Nakajima, Jouchi; Kunihama, Tsuyoshi; Omori, Yasuhiro; Frühwirth-Schnatter, Sylvia Generalized extreme value distribution with time-dependence using the AR and MA models in state space form. (English) Zbl 1255.62150 Comput. Stat. Data Anal. 56, No. 11, 3241-3259 (2012). MSC: 62G32 62M10 65C40 62P05 62F15 PDF BibTeX XML Cite \textit{J. Nakajima} et al., Comput. Stat. Data Anal. 56, No. 11, 3241--3259 (2012; Zbl 1255.62150) Full Text: DOI Link OpenURL
Blueschke-Nikolaeva, V.; Blueschke, D.; Neck, Reinhard Optimal control of nonlinear dynamic econometric models: an algorithm and an application. (English) Zbl 1254.93158 Comput. Stat. Data Anal. 56, No. 11, 3230-3240 (2012). MSC: 93E20 37N40 91B82 PDF BibTeX XML Cite \textit{V. Blueschke-Nikolaeva} et al., Comput. Stat. Data Anal. 56, No. 11, 3230--3240 (2012; Zbl 1254.93158) Full Text: DOI Link OpenURL
Martinez-Sanchis, Elena; Mora, Juan; Kandemir, Ilker Counterfactual distributions of wages via quantile regression with endogeneity. (English) Zbl 1255.62117 Comput. Stat. Data Anal. 56, No. 11, 3212-3229 (2012). MSC: 62G08 62E15 62P20 PDF BibTeX XML Cite \textit{E. Martinez-Sanchis} et al., Comput. Stat. Data Anal. 56, No. 11, 3212--3229 (2012; Zbl 1255.62117) Full Text: DOI Link OpenURL
Luger, Richard Finite-sample bootstrap inference in GARCH models with heavy-tailed innovations. (English) Zbl 1254.91679 Comput. Stat. Data Anal. 56, No. 11, 3198-3211 (2012). MSC: 91B84 62F40 91B82 62F25 62G32 62M10 62P05 PDF BibTeX XML Cite \textit{R. Luger}, Comput. Stat. Data Anal. 56, No. 11, 3198--3211 (2012; Zbl 1254.91679) Full Text: DOI OpenURL
Lô, Serigne N.; Ronchetti, Elvezio Robust small sample accurate inference in moment condition models. (English) Zbl 1255.62370 Comput. Stat. Data Anal. 56, No. 11, 3182-3197 (2012). MSC: 62P20 62F10 62F03 62F35 PDF BibTeX XML Cite \textit{S. N. Lô} and \textit{E. Ronchetti}, Comput. Stat. Data Anal. 56, No. 11, 3182--3197 (2012; Zbl 1255.62370) Full Text: DOI OpenURL
Krishnakumar, Jaya; Kabili, Andi; Roko, Ilir Estimation of SEM with GARCH errors. (English) Zbl 1254.91755 Comput. Stat. Data Anal. 56, No. 11, 3153-3181 (2012). MSC: 91G70 62M09 62G20 62M10 62P05 PDF BibTeX XML Cite \textit{J. Krishnakumar} et al., Comput. Stat. Data Anal. 56, No. 11, 3153--3181 (2012; Zbl 1254.91755) Full Text: DOI Link OpenURL
Dordonnat, Virginie; Koopman, Siem Jan; Ooms, Marius Dynamic factors in periodic time-varying regressions with an application to hourly electricity load modelling. (English) Zbl 1254.91652 Comput. Stat. Data Anal. 56, No. 11, 3134-3152 (2012). MSC: 91B84 91B82 94A12 93E11 62P30 PDF BibTeX XML Cite \textit{V. Dordonnat} et al., Comput. Stat. Data Anal. 56, No. 11, 3134--3152 (2012; Zbl 1254.91652) Full Text: DOI OpenURL
Gefang, Deborah; Koop, Gary; Potter, Simon M. The dynamics of UK and US inflation expectations. (English) Zbl 1254.91659 Comput. Stat. Data Anal. 56, No. 11, 3120-3133 (2012). MSC: 91B84 91B82 62P05 62M10 PDF BibTeX XML Cite \textit{D. Gefang} et al., Comput. Stat. Data Anal. 56, No. 11, 3120--3133 (2012; Zbl 1254.91659) Full Text: DOI Link OpenURL
Kleppe, Tore Selland; Skaug, Hans Julius Fitting general stochastic volatility models using Laplace accelerated sequential importance sampling. (English) Zbl 1254.91599 Comput. Stat. Data Anal. 56, No. 11, 3105-3119 (2012). MSC: 91B82 62D05 PDF BibTeX XML Cite \textit{T. S. Kleppe} and \textit{H. J. Skaug}, Comput. Stat. Data Anal. 56, No. 11, 3105--3119 (2012; Zbl 1254.91599) Full Text: DOI OpenURL
Bocart, Fabian Y. R. P.; Hafner, Christian M. Econometric analysis of volatile art markets. (English) Zbl 1254.91562 Comput. Stat. Data Anal. 56, No. 11, 3091-3104 (2012). MSC: 91B82 91B84 PDF BibTeX XML Cite \textit{F. Y. R. P. Bocart} and \textit{C. M. Hafner}, Comput. Stat. Data Anal. 56, No. 11, 3091--3104 (2012; Zbl 1254.91562) Full Text: DOI Link OpenURL
Fried, Roland On the online estimation of local constant volatilities. (English) Zbl 1254.91656 Comput. Stat. Data Anal. 56, No. 11, 3080-3090 (2012). MSC: 91B84 62P05 91B82 62G35 62L10 PDF BibTeX XML Cite \textit{R. Fried}, Comput. Stat. Data Anal. 56, No. 11, 3080--3090 (2012; Zbl 1254.91656) Full Text: DOI OpenURL
Fossati, Sebastian Covariate unit root tests with good size and power. (English) Zbl 1255.62247 Comput. Stat. Data Anal. 56, No. 11, 3070-3079 (2012). MSC: 62M10 62F03 65C05 62P20 PDF BibTeX XML Cite \textit{S. Fossati}, Comput. Stat. Data Anal. 56, No. 11, 3070--3079 (2012; Zbl 1255.62247) Full Text: DOI Link OpenURL
Fok, Dennis; Paap, Richard; Franses, Philip Hans Modeling dynamic effects of promotion on interpurchase times. (English) Zbl 1254.91585 Comput. Stat. Data Anal. 56, No. 11, 3055-3069 (2012). MSC: 91B82 90B60 PDF BibTeX XML Cite \textit{D. Fok} et al., Comput. Stat. Data Anal. 56, No. 11, 3055--3069 (2012; Zbl 1254.91585) Full Text: DOI Link OpenURL
Deschamps, Philippe J. Bayesian estimation of generalized hyperbolic skewed student GARCH models. (English) Zbl 1254.91577 Comput. Stat. Data Anal. 56, No. 11, 3035-3054 (2012). MSC: 91B82 62D05 PDF BibTeX XML Cite \textit{P. J. Deschamps}, Comput. Stat. Data Anal. 56, No. 11, 3035--3054 (2012; Zbl 1254.91577) Full Text: DOI Link OpenURL
De Wachter, Stefan; Tzavalis, Elias Detection of structural breaks in linear dynamic panel data models. (English) Zbl 1254.91002 Comput. Stat. Data Anal. 56, No. 11, 3020-3034 (2012). MSC: 91-04 91B84 62-04 62M07 62J05 62M10 62P20 PDF BibTeX XML Cite \textit{S. De Wachter} and \textit{E. Tzavalis}, Comput. Stat. Data Anal. 56, No. 11, 3020--3034 (2012; Zbl 1254.91002) Full Text: DOI Link OpenURL
Chan, Jennifer So Kuen; Lam, C. P. Y.; Yu, Philip L. H.; Choy, S. T. Boris; Chen, Cathy W. S. A Bayesian conditional autoregressive geometric process model for range data. (English) Zbl 1254.91642 Comput. Stat. Data Anal. 56, No. 11, 3006-3019 (2012). MSC: 91B84 PDF BibTeX XML Cite \textit{J. S. K. Chan} et al., Comput. Stat. Data Anal. 56, No. 11, 3006--3019 (2012; Zbl 1254.91642) Full Text: DOI OpenURL
Boudt, Kris; Cornelissen, Jonathan; Croux, Christophe Jump robust daily covariance estimation by disentangling variance and correlation components. (English) Zbl 1254.91565 Comput. Stat. Data Anal. 56, No. 11, 2993-3005 (2012). MSC: 91B82 PDF BibTeX XML Cite \textit{K. Boudt} et al., Comput. Stat. Data Anal. 56, No. 11, 2993--3005 (2012; Zbl 1254.91565) Full Text: DOI Link OpenURL
Bauwens, Luc (ed.); Belsley, David A. (ed.); Kontoghiorghes, Erricos John (ed.); Koopman, Siem Jan (ed.); McAleer, Michael (ed.); van Dijk, Herman K. (ed.); Amendola, Alessandra (ed.); Billio, Monica (ed.); Croux, Christophe (ed.); Chen, Cathy W. S. (ed.); Davidson, Russell (ed.); Duchesne, Pierre (ed.); Foschi, Paolo (ed.); Francq, Christian (ed.); Fuertes, Ana-Maria (ed.); Koop, Gary (ed.); Khalaf, Lynda (ed.) Editorial: The Annals of Computational and Financial Econometrics, first issue. (English) Zbl 1254.00020 Comput. Stat. Data Anal. 56, No. 11, 2991-2992 (2012). MSC: 00B15 62-06 PDF BibTeX XML Cite \textit{L. Bauwens} (ed.) et al., Comput. Stat. Data Anal. 56, No. 11, 2991--2992 (2012; Zbl 1254.00020) Full Text: DOI OpenURL