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Essays on efficiency and productivity : contributions on bootstrap, DEA and stochastic frontier models

Löthgren, Mickael - 1997

Persistent link: https://www.econbiz.de/10000955116

New techniques to extract market expectations from financial instruments

Söderlind, Paul; Svensson, Lars E. O. - 1996

Persistent link: https://www.econbiz.de/10000955625

Generalized stochastic frontier production models

Löthgren, Mickael - 1996

Persistent link: https://www.econbiz.de/10000956010

Pricing-to-market in Swedish exports

Alexius, Annika; Vredin, Anders - 1996

Persistent link: https://www.econbiz.de/10000956019

A multiple output stochastic ray frontier production model

Löthgren, Mickael - 1997

Persistent link: https://www.econbiz.de/10000958082

A latent factor model of European exchange rate risk premia

Alexius, Annika; Sellin, Peter - 1997

Persistent link: https://www.econbiz.de/10000958083

Internal markets and performance in Swedish health care

Tambour, Magnus; Rehnberg, Clas - 1997

Persistent link: https://www.econbiz.de/10000959528

Fourth moment structure of the GARCH (p, q) process

He, Changli; Teräsvirta, Timo - 1997

Persistent link: https://www.econbiz.de/10000960148

Essays on exchange rates, prices and interest rates

Alexius, Annika - 1997

Persistent link: https://www.econbiz.de/10000961609

Ergodicity, mixing, and existence of moments of a class of Markov models with applications to GARCH and ACD models

Meitz, Mika (contributor); Saikkonen, Pentti (contributor) - 2004 - [Elektronische Ressource], First version October 2004, revised December 2005 and April 2007

This paper studies a class of Markov models which consist of two components. Typically, one of the components is observable and the other is unobservable or 'hidden'. Conditions under which (a form of) geometric ergodicity of the unobservable component is inherited by the joint process formed of...

Persistent link: https://www.econbiz.de/10002465203