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Estimation and testing in integer-valued AR(1) models
Brännäs, Kurt - 1993
Persistent link: https://www.econbiz.de/10000883935
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A comparison between bias approximations applied to bivariate VAR models
Brännström, Tomas - 1994
Persistent link: https://www.econbiz.de/10000893698
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Modelling common linear dynamics : a critical review
Breusch, Trevor S. - 1994
Persistent link: https://www.econbiz.de/10000895692
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Count data models : estimator performance and applications
Johansson, Per-Olov - 1993
Persistent link: https://www.econbiz.de/10000871988
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Small sample properties of information criteria for mixture count data regression models
Brännäs, Kurt - 1993
Persistent link: https://www.econbiz.de/10000872769
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Truncation effect on a pseudo maximum likelihood covariance matrix estimator
Johansson, Per-Olov - 1993
Persistent link: https://www.econbiz.de/10000872957
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Invertibility of non-linear time series models
Gooijer, Jan G. de; Brännäs, Kurt - 1993
Persistent link: https://www.econbiz.de/10000880510
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Taxes, capital structure and corporate risk tolerance
Lindgren, Ragnar - 1994
Persistent link: https://www.econbiz.de/10000881789
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Testing the long run effect of investment on output in the presence of cointegration
Lau, Sau-Him Paul - 1996
Persistent link: https://www.econbiz.de/10000603211
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Count data modelling measurement error in exposure time
Brännäs, Kurt - 1996
Persistent link: https://www.econbiz.de/10000953057