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~institution:"Ekonomiska forskningsinstitutet <Stockholm>"
~institution:"Umeå universitet"
~person:"Brännäs, Kurt"
~subject:"Capital structure"
~subject:"Einheitswurzeltest"
~subject:"Estimation theory"
~subject:"Unit root test"
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Brännäs, Kurt
Johansson, Per-Olov
5
He, Changli
4
Löthgren, Mickael
4
Teräsvirta, Timo
4
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3
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Löf, Mårten
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Ekonomiska forskningsinstitutet <Stockholm>
Umeå universitet
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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
Small sample properties of information criteria for mixture count data regression models
Brännäs, Kurt
-
1993
Persistent link: https://www.econbiz.de/10000872769
Saved in:
3
Invertibility of non-linear time series models
Gooijer, Jan G. de
;
Brännäs, Kurt
-
1993
Persistent link: https://www.econbiz.de/10000880510
Saved in:
4
Count data modelling measurement error in exposure time
Brännäs, Kurt
-
1996
Persistent link: https://www.econbiz.de/10000953057
Saved in:
5
Generalized method of moment and indirect estimation of the ARasMA Model
Brännäs, Kurt
;
DeLuna, Xavier
-
1997
Persistent link: https://www.econbiz.de/10000958691
Saved in:
6
Testing linearity against nonlinear moving average models
Brännäs, Kurt
;
Gooijer, Jan G. de
;
Teräsvirta, Timo
-
1996
Persistent link: https://www.econbiz.de/10000927212
Saved in:
7
Forecasting based on very small samples and additional non-sample information
Brännäs, Kurt
;
Hellström, Jörgen
-
1998
Persistent link: https://www.econbiz.de/10000993162
Saved in:
8
Least squares estimation of a zero-truncated count data regression model
Brännäs, Kurt
-
1997
Persistent link: https://www.econbiz.de/10000967466
Saved in:
9
Explanatory variables in the AR(1) count data model
Brännäs, Kurt
-
1995
Persistent link: https://www.econbiz.de/10000912161
Saved in:
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