, Nicolaus Copernicus University in Toruń, Poland
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Dynamic Econometric Models Vol. 11 (2011) - Articles
Identification of the Structures of Spatial and Spatio- Temporal Processes and a Problem of Data Aggregation
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Dynamic Econometric Models Vol. 11 (2011) - Articles
Information and Prediction Criteria in Selecting the Forecasting Model
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Dynamic Econometric Models Vol. 11 (2011) - Articles
Minimum Variance Portfolio Selection for Large Number of Stocks – Application of Time-Varying Covariance Matrices
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Dynamic Econometric Models Vol. 11 (2011) - Articles
On the Interpretation of Causality in Granger’s Sense
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Dynamic Econometric Models Vol. 11 (2011) - Articles
The Haar Wavelet Transfer Function Model and Its Applications
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Dynamic Econometric Models Vol. 11 (2011) - Articles
Detection of Collusion Equilibrium in an Industry with Application of Wavelet Analysis
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Dynamic Econometric Models Vol. 11 (2011) - Articles
Space-Time Modelling of the Unemployment Rate in Polish Poviats
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Dynamic Econometric Models Vol. 10 (2010) - Articles
European Equity Market Integration and Optimal Investment Horizons – Evidence from Wavelet Analysis
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Dynamic Econometric Models Vol. 10 (2010) - Articles
The Sign RCA Models: Comparing Predictive Accuracy of VaR Measures
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Dynamic Econometric Models Vol. 10 (2010) - Articles
Measuring Nonlinear Serial Dependencies Using the Mutual Information Coefficient
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Dynamic Econometric Models Vol. 10 (2010) - Articles
Choosing a Model and Strategy of Model Selection by Accumulated Prediction Error
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Dynamic Econometric Models Vol. 10 (2010) - Articles
The Importance of Calculating the Potential Gross Domestic Product in the Context of the Taylor Rule
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Dynamic Econometric Models Vol. 9 (2009) - Articles
Combined Forecasts Using the Akaike Weights
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Dynamic Econometric Models Vol. 9 (2009) - Articles
Modeling of Dynamic Spatial Processes
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Dynamic Econometric Models Vol. 9 (2009) - Articles
Application of the Family of Sign RCA Models for Obtaining the Selected Risk Measures
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Dynamic Econometric Models Vol. 9 (2009) - Articles
Application of Panel Data Models to Exchange Rates’ Modeling for Scandinavian and Central and Eastern European Countries
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Dynamic Econometric Models Vol. 9 (2009) - Articles
The Study of Interdependence Between Capital and Currency Markets Using Multivariate GARCH Models
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Dynamic Econometric Models Vol. 9 (2009) - Articles
Application of Modified POT Method with Volatility Model for Estimation of Risk Measures
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Dynamic Econometric Models Vol. 9 (2009) - Articles
Estimating and Forecasting GDP in Poland with Dynamic Factor Model
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Dynamic Econometric Models Vol. 16 (2016) - Articles
The Share of European Economies in the Process of Convergence of Long-term Interest Rates in the EU in the Period of 2006–2016
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