Monte Carlo methods for estimating, smoothing, and filtering one- and two-factor stochastic volatility models Fulltext Access 33 Pages 2006
Bootstrap specification tests for linear covariance stationary processes Fulltext Access 33 Pages 2006
The New Adulthood? The Transition to Adulthood from the Perspective of Transitioning Young Adults Fulltext Access 34 Pages 2006
MMC techniques for limited dependent variables models: Implementation by the branch-and-bound algorithm Fulltext Access 34 Pages 2006
A microscopic interpretation for adaptive dynamics trait substitution sequence models Fulltext Access 34 Pages 2006
Time-optimal, collision-free navigation of a car-like mobile robot using neuro-fuzzy approaches Fulltext Access 34 Pages 2006
A comparison of classification accuracy of four genetic programming-evolved intelligent structures Fulltext Access 34 Pages 2006
An elementary information macrodynamic model of a market economic system Fulltext Access 35 Pages 2006
Monte Carlo tests with nuisance parameters: A general approach to finite-sample inference and nonstandard asymptotics Fulltext Access 35 Pages 2006
Estimating the probability of leaving unemployment using uncompleted spells from repeated cross-section data Fulltext Access 35 Pages 2006
Statistical analysis of hypotheses on the cointegrating relations in the I(2) model Fulltext Access 35 Pages 2006
Instrumental quantile regression inference for structural and treatment effect models Fulltext Access 35 Pages 2006
The effect of data transformation on common cycle, cointegration, and unit root tests: Monte Carlo results and a simple test Fulltext Access 35 Pages 2006
Errors in discrimination with monotone missing data from multivariate normal populations Fulltext Access 35 Pages 2006
Impact of jumps on returns and realised variances: econometric analysis of time-deformed Lévy processes Fulltext Access 36 Pages 2006
The effects of dynamic feedbacks on LS and MM estimator accuracy in panel data models Fulltext Access 36 Pages 2006
A long-run Pure Variance Common Features model for the common volatilities of the Dow Jones Fulltext Access 36 Pages 2006
Minimum Hellinger distance estimation for randomized play the winner design Fulltext Access 36 Pages 2006
Functional asymptotic normality of the L2-deviation of the kernel density estimation indexed by classes of weight functions Fulltext Access 36 Pages 2006
Modified two-stage least-squares estimators for the estimation of a structural vector autoregressive integrated process Fulltext Access 37 Pages 2006
Predicting volatility: getting the most out of return data sampled at different frequencies Fulltext Access 37 Pages 2006
Alternative bootstrap procedures for testing cointegration in fractionally integrated processes Fulltext Access 37 Pages 2006
A flexible prior distribution for Markov switching autoregressions with Student-t errors Fulltext Access 38 Pages 2006
Consistent variable selection in large panels when factors are observable Fulltext Access 39 Pages 2006
An empirical investigation of the usefulness of ARFIMA models for predicting macroeconomic and financial time series Fulltext Access 40 Pages 2006
Inference with non-Gaussian Ornstein-Uhlenbeck processes for stochastic volatility Fulltext Access 40 Pages 2006
Formalizing the specification and execution of workflows using the event calculus Fulltext Access 41 Pages 2006
Approximations to the tail empirical distribution function with application to testing extreme value conditions Fulltext Access 41 Pages 2006
General IF-sets with triangular norms and their applications to group decision making Fulltext Access 42 Pages 2006
Detection of intrusions in information systems by sequential change-point methods Fulltext Access 42 Pages 2006
The generalized associative law in vague groups and its applications—II Fulltext Access 43 Pages 2006
LAN theorem for non-Gaussian locally stationary processes and its applications Fulltext Access 49 Pages 2006
Model selection via testing: an alternative to (penalized) maximum likelihood estimators Fulltext Access 53 Pages 2006
Efficient tests for the presence of a pair of complex conjugate unit roots in real time series Fulltext Access 56 Pages 2006
Answer to D. Dubois, S. Gottwald, P. Hajek, J. Kacprzyk and H. Prade's paper “Terminological difficulties in fuzzy set theory-the case of “Intuitionistic Fuzzy Sets” ” Fulltext Access 4 Pages 2005
Optimal experimental design applied to the dehydrochlorination of poly(vinyl chloride) Fulltext Access 4 Pages 2005
Performance modeling and evaluation of high-performance parallel and distributed systems Fulltext Access 4 Pages 2005
New FTFN-based grounded-capacitor SRCO with explicit current-mode output and reduced number of resistors Fulltext Access 4 Pages 2005
Note on the asymptotic approximation of a double integral with an angular-spectrum representation Fulltext Access 4 Pages 2005
Approximate symbol error probability evaluation of M-ary pulse amplitude modulation with imperfect carrier recovery Fulltext Access 4 Pages 2005
Size-dependent Bruggeman approach for dielectric-magnetic composite materials Fulltext Access 4 Pages 2005
Closed-form SER expressions for Star MQAM in frequency non-selective Rician and Nakagami-m channels Fulltext Access 4 Pages 2005