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Estimation theory
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Teräsvirta, Timo
8
Eklund, Bruno
4
Gredenhoff, Mikael P.
4
Löthgren, Mickael
4
Brännström, Tomas
3
He, Changli
3
Jacobson, Tor
3
Karlsson, Sune
3
Hagerud, Gustaf E.
2
Tambour, Magnus
2
Vredin, Anders
2
Warne, Anders
2
Åsbrink, Stefan E.
2
Andersson, Michael K.
1
Becker, Torbjörn
1
Björk, Tomas
1
Cassel, Claes-M.
1
Eitrhem, Øyvind
1
Eklöf, Jan A.
1
Jansen, Eilev S.
1
Johansson, Björn
1
Johansson, Per-Olov
1
Larsson, Rolf
1
Lundbergh, Stefan
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Lyhagen, Johan
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Lütkepohl, Helmut
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Palme, Mårten
1
Rech, Gianluigi
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1
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Ekonomiska forskningsinstitutet <Stockholm>
National Bureau of Economic Research
479
Sonderforschungsbereich Quantifikation und Simulation Ökonomischer Prozesse
132
Jordanien / Dāʾirat al-Iḥṣāʾāt al-ʿĀmma
55
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50
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18
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16
London School of Economics and Political Science
16
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Springer Fachmedien Wiesbaden
15
International Monetary Fund / Middle East and Central Asia Dept
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Weltbank
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Escola de Pós-Graduação em Economia <Rio de Janeiro>
10
Europäische Kommission / Statistisches Amt
10
Forschungsinstitut zur Zukunft der Arbeit
10
Institut für Weltwirtschaft
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Working paper series in economics and finance
30
SSE EFI working paper series in economics and finance
4
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ECONIS (ZBW)
39
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1
A comparison between bias approximations applied to bivariate VAR models
Brännström, Tomas
-
1994
Persistent link: https://www.econbiz.de/10000893698
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2
Are real wages and unemployment related?
Jacobson, Tor
;
Vredin, Anders
;
Warne, Anders
-
1994
Persistent link: https://www.econbiz.de/10000881787
Saved in:
3
Smooth transition models
Teräsvirta, Timo
-
1996
Persistent link: https://www.econbiz.de/10000953743
Saved in:
4
Bartlett corrections in cointegration testing
Jacobson, Tor
;
Larsson, Rolf
-
1996
Persistent link: https://www.econbiz.de/10000953744
Saved in:
5
Modelling economic relationships with smooth transition regressions
Teräsvirta, Timo
-
1996
Persistent link: https://www.econbiz.de/10000955669
Saved in:
6
Computationally efficient double bootstrap variance estimation
Karlsson, Sune
;
Löthgren, Mickael
-
1997
Persistent link: https://www.econbiz.de/10000958068
Saved in:
7
Nonlinearities and regime shifts in financial time series
Åsbrink, Stefan E.
-
1997
Persistent link: https://www.econbiz.de/10000958387
Saved in:
8
A new non-linear GARCH model
Hagerud, Gustaf E.
-
1997
Persistent link: https://www.econbiz.de/10000958392
Saved in:
9
Specification tests for asymmetric GARCH
Hagerud, Gustaf E.
-
1997
Persistent link: https://www.econbiz.de/10000959369
Saved in:
10
Properties of the autocorrelation function of squared observations for second order GARCH processes under two sets of parameter constraints
He, Changli
;
Teräsvirta, Timo
-
1997
Persistent link: https://www.econbiz.de/10000960149
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