Nazarii Salish

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A Moment-Based Notion of Time Dependence for Functional Time Series

Nazarii Salish, Alexander Gleim, 2017, Journal of Econometrics.

Approximate Factor Models for Functional Time Series

Sven Otto, Nazarii Salish, 2022, 2201.02532.

Modeling and forecasting interval time series with threshold models

P. Rodrigues, Nazarii Salish, 2014, Advances in Data Analysis and Classification.

Forecasting Methods for Functional Time Series

Nazarii Salish, Alexander Gleim, Nazarii Salish, 2015 .

Dynamic Factor Model for Functional Time Series: Identification, Estimation, and Prediction

Nazarii Salish, Sven Otto, Sven Otto, 2022 .

(Structural) VAR Models with Ignored Changes in Mean and Volatility

M. Demetrescu, Nazarii Salish, 2020, SSRN Electronic Journal.

Panel Seasonal Unit Root Tests: An Application to Tourism

P. Rodrigues, Nazarii Salish, 2011 .

Testing for No Cointegration in Vector Autoregressions with Estimated Degree of Fractional Integration

M. Demetrescu, Nazarii Salish, Vladimir V. Kusin, 2021, Economic Modelling.

Modeling and forecasting interval time series with threshold models

Nazarii Salish, Paulo M. M. Rodrigues, P. Rodrigues, 2015, Adv. Data Anal. Classif..

Modeling and Forecasting Interval Time Series with Threshold Models: An Application to S&P500 Index Returns

Paulo M.M. Rodrigues, Nazarii Salish, P. Rodrigues, 2011 .

Lagrange Multiplier Type Tests for Slope Homogeneity in Panel Data Models

J. Breitung, Nazarii Salish, Christoph Roling, 2016 .

LM-type tests for slope homogeneity in non-dynamic panel data models

J. Breitung, Nazarii Salish, Christoph Roling, 2012 .

Estimation of heterogeneous panels with systematic slope variations

J. Breitung, Nazarii Salish, 2020 .

On Testing Shock Induced Asymmetries in Time Series

Nazarii Salish, Thomas Nebeling, 2017 .