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~institution:"Deutsche Bundesbank"
~institution:"Ekonomiska forskningsinstitutet <Stockholm>"
~institution:"Umeå universitet"
~language:"eng"
~source:"econis"
~subject:"Zeitreihenanalyse"
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Zeitreihenanalyse
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413
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Teräsvirta, Timo
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Cassel, Claes-M.
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Lundquist, Peter
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4
He, Changli
4
DeLuna, Xavier
3
Eklund, Bruno
3
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Bask, Mikael
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Deutsche Bundesbank
Ekonomiska forskningsinstitutet <Stockholm>
Umeå universitet
National Bureau of Economic Research
68
Sonderforschungsbereich Quantifikation und Simulation Ökonomischer Prozesse
45
European University Institute / Department of Economics
31
Econometrisch Instituut <Rotterdam>
8
Christian-Albrechts-Universität zu Kiel / Institut für Volkswirtschaftslehre
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6
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3
Sonderforschungsbereich Komplexitätsreduktion in Multivariaten Datenstrukturen <Dortmund>
3
Studiecentrum voor Economisch en Sociaal Onderzoek / Vakgroep Macro-Economie
3
University of Chicago / Center for Research in Security Prices
3
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3
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3
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2
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2
Conference Nonlinear Dynamics and Economics <1992, Florenz>
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Federal Reserve Bank of St. Louis
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Working paper series in economics and finance
24
Umeå economic studies
11
SSE EFI working paper series in economics and finance
9
Empirical economics : a quarterly journal of the Institute for Advanced Studies
1
Working paper seres in economics and finance
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ECONIS (ZBW)
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1
Estimation and testing in integer-valued AR(1) models
Brännäs, Kurt
-
1993
Persistent link: https://www.econbiz.de/10000883935
Saved in:
2
Prediction and control for a time series count data model
Brännäs, Kurt
-
1993
Persistent link: https://www.econbiz.de/10000854992
Saved in:
3
Count data models : estimator performance and applications
Johansson, Per-Olov
-
1993
Persistent link: https://www.econbiz.de/10000871988
Saved in:
4
Invertibility of non-linear time series models
Gooijer, Jan G. de
;
Brännäs, Kurt
-
1993
Persistent link: https://www.econbiz.de/10000880510
Saved in:
5
Smooth transition models
Teräsvirta, Timo
-
1996
Persistent link: https://www.econbiz.de/10000953743
Saved in:
6
Bartlett corrections in cointegration testing
Jacobson, Tor
;
Larsson, Rolf
-
1996
Persistent link: https://www.econbiz.de/10000953744
Saved in:
7
Modelling economic relationships with smooth transition regressions
Teräsvirta, Timo
-
1996
Persistent link: https://www.econbiz.de/10000955669
Saved in:
8
Projected polynomial autoregressions for prediction of stationary time series
DeLuna, Xavier
-
1996
Persistent link: https://www.econbiz.de/10000955737
Saved in:
9
A latent factor model of European exchange rate risk premia
Alexius, Annika
;
Sellin, Peter
-
1997
Persistent link: https://www.econbiz.de/10000958083
Saved in:
10
Nonlinearities and regime shifts in financial time series
Åsbrink, Stefan E.
-
1997
Persistent link: https://www.econbiz.de/10000958387
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