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Bias nonmonotonicity in stochastic difference equations
Abadir, Karim Maher; Hadri, Kaddour - 1995
Persistent link: https://www.econbiz.de/10000939685
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Testing for cointegration
Abadir, Karim Maher - 1995
Persistent link: https://www.econbiz.de/10000939904
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Are the dynamic linkages between the macroeconomy and asset prices time-varying
Guidolin, Massimo (contributor); Ono, Sadayuki (contributor) - 2005
Persistent link: https://www.econbiz.de/10003344538
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Constancy of distributions : asymptotic efficiency of certain nonparametric tests of constancy
Koning, Alex J. (contributor); Paap, Richard (contributor) - 2002 - [Elektronische Ressource]
Persistent link: https://www.econbiz.de/10001702076
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Functional approximations to posterior densities : a neural network approach to efficient sampling
Hoogerheide, Lennart F. (contributor);  … - 2002 - [Elektronische Ressource]
Persistent link: https://www.econbiz.de/10001783454
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Neural network approximations to posterior densities : an analytical approach
Hoogerheide, Lennart F. (contributor);  … - 2003 - [Elektronische Ressource]
Persistent link: https://www.econbiz.de/10001903054
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The joint moment generating function of quadratic forms in multivariate autoregressive series
Abadir, Karim Maher; Larsson, Rolf - 1994
Persistent link: https://www.econbiz.de/10000895297
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Temporal aggregation of multivariate GARCH processes
Hafner, Christian M. (contributor) - 2004 - [Elektronische Ressource]
Persistent link: https://www.econbiz.de/10002186310
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Estimation of temporally aggregated multivariate GARCH models
Hafner, Christian M. (contributor);  … - 2004 - [Elektronische Ressource]
Persistent link: https://www.econbiz.de/10002186338
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Bayesian evaluation of preference specifications
Gordon, Stephen F.; Samson, Lucie; Carmichael, Benoît - 1994
Persistent link: https://www.econbiz.de/10000889747