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Forecast intervals in ARCH exponential smoothing
Broze, Laurence; Mélard, Guy; Scaillet, Olivier - 1994
Persistent link: https://www.econbiz.de/10000908408
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A Gibbs sampling approach to cointegration
Bauwens, Luc - 1997
Persistent link: https://www.econbiz.de/10000962645
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Intertemporal equity and the extension of the ramsey criterion
Fleurbaey, Marc - 1997
Persistent link: https://www.econbiz.de/10000962669
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On estimating integrated squared spectral density derivatives
Lee, Y. H. (contributor) - 1992
Persistent link: https://www.econbiz.de/10000839553
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Exact geometry of explosive autoregressive models
VanGarderen, Kees Jan - 1997
Persistent link: https://www.econbiz.de/10000972897
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Asymmetric ACD models : introducing price information in ACD models with a two state transition model
Bauwens, Luc - 1998
Persistent link: https://www.econbiz.de/10000994354
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Volatility impulse response functions for multivariate GARCH models
Hafner, Christian M.; Herwartz, Helmut - 1998
Persistent link: https://www.econbiz.de/10001363211
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Kernel regression smoothing of time series
Härdle, Wolfgang; Vieu, Philippe - 1990
Persistent link: https://www.econbiz.de/10000800790
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Exact geometry of autoregressive models
VanGarderen, Kees Jan - 1996
Persistent link: https://www.econbiz.de/10000949497
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Clustered panel data models : an efficient approach for nowcasting from poor data
Mouchart, Michel; Rombouts, Jeroen V. K. - 2003
Persistent link: https://www.econbiz.de/10001910343