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Is the response of output to monetary policy asymmetric? : Evidence from a regime-switching coefficients model
Lo, Ming Chien (contributor); Piger, Jeremy Max (contributor) - 2003 - [Elektronische Ressource], rev.
Persistent link: https://www.econbiz.de/10001964753
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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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Prediction and control for a time series count data model
Brännäs, Kurt - 1993
Persistent link: https://www.econbiz.de/10000854992
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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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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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Projected polynomial autoregressions for prediction of stationary time series
DeLuna, Xavier - 1996
Persistent link: https://www.econbiz.de/10000955737
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Generalized method of moment and indirect estimation of the ARasMA Model
Brännäs, Kurt; DeLuna, Xavier - 1997
Persistent link: https://www.econbiz.de/10000958691
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Forecasting output with information from business cycle turning points : a qualitative variable VAR
Dueker, Michael (contributor);  … - 2001 - [Elektronische Ressource].
Persistent link: https://www.econbiz.de/10001965117
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Forecasting based on very small samples and additional non-sample information
Brännäs, Kurt; Hellström, Jörgen - 1998
Persistent link: https://www.econbiz.de/10000993162
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Using moving blocks bootstrap to test for the presence of a positive Lyapunov exponent in a time series
Bask, Mikael - 1997
Persistent link: https://www.econbiz.de/10000967465