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Testing linearity against smooth transition autoregression using a parametric bootstrap
Skalin, Joakim - 1998
Persistent link: https://www.econbiz.de/10000995380
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Numerical aspects of Bayesian VAR-modeling
Kadiyala, K. Rao; Karlsson, Sune - 1994
Persistent link: https://www.econbiz.de/10000885969
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Markets and cooperation
Spagnolo, Giancarlo - 1998
Persistent link: https://www.econbiz.de/10000993262
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Lag-length selection in VAR-models using equal and unequal lag-length procedures
Gredenhoff, Mikael P.; Karlsson, Sune - 1997
Persistent link: https://www.econbiz.de/10000968575
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A comparison between bias approximations applied to bivariate VAR models
Brännström, Tomas - 1994
Persistent link: https://www.econbiz.de/10000893698
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Evaluating portfolio performance with stochastic discount factors
Dahlquist, Magnus; Söderlind, Paul - 1997
Persistent link: https://www.econbiz.de/10000962236
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Solution and estimation of RE macromodels with optimal policy
Söderlind, Paul - 1998
Persistent link: https://www.econbiz.de/10000993261
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Stochastic dominance amongst Swedish income distributions
Maasoumi, Esfandiar; Heshmati, Almas - 1998
Persistent link: https://www.econbiz.de/10000995381
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On the consistency of the DEA-based average technical efficiency bootstrap
Löthgren, Mickael - 1997
Persistent link: https://www.econbiz.de/10000968583
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Swedish convertible bonds and their valuation
Sörensson, Tomas - 1993
Persistent link: https://www.econbiz.de/10000869565