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~institution:"Centre for Economic Policy Research"
~institution:"Queen Mary College / Department of Economics"
~subject:"Estimation"
~subject:"Markov-Kette"
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Modelling the yield curve : a two components approach
Hatgioannides, John
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2004
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[Elektronische Ressource]
Persistent link: https://www.econbiz.de/10002229537
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A stochastic variance factor model for large datasets and an application to S&P data
Cipollini, Andrea
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2004
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[Elektronische Ressource]
Persistent link: https://www.econbiz.de/10001920657
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Size distortions of tests of the null hypothesis of stationarity : evidence and implications for the PPP debate
Caner, Mehmet
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2000
Persistent link: https://www.econbiz.de/10013423063
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