Tez Dosyaları 9
A comparison of GMM estimators for linear dynamic panel models
Forecasting financial data under structural breaks and ARCH innovations
Forecasting nonlinear time series using partial least squares method
Improving cointegration tests under structural breaks in multivariate GARCH models
Comparison of single and modified exponential smoothing methods in the presence of a structural break
Statistical inference of cointegrating vectors
Comparing cointegration test ın presence of structural breaks
New bootstrap methods for exchange rate prediction under GARCH(p,q) process
Yapısal kırılmalar ve ARCH inovasyonlari varliği durumunda finansal verileri öngörüleme