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A mixture multiplicative error model for realized volatility
Lanne, Markku (contributor) - 2006
Persistent link: https://www.econbiz.de/10003280702
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Dynamic factors in the presence of block structure
Hallin, Marc (contributor); Liška, Roman (contributor) - 2008
Persistent link: https://www.econbiz.de/10003724330
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Recent advances in cointegration analysis
Lütkepohl, Helmut (contributor) - 2004 - [Elektronische Ressource]
Persistent link: https://www.econbiz.de/10002002282
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A simple message for autocorrelation correctors: Don't
Mizon, Grayham E. - 1993
Persistent link: https://www.econbiz.de/10000889040
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Unobserved components in economic time series
Maravall Herrero, Agustín - 1993
Persistent link: https://www.econbiz.de/10000889047
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An application of the Kalman Filter to the Spanish experience in a target zone : (1989 - 92)
Alberola, Enrique; López, J. Humberto; Orts Ríos, Vicente - 1993
Persistent link: https://www.econbiz.de/10000889863
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Program SEATS "Signal Extraction in ARIMA Time Series" : instructions for the user
Maravall Herrero, Agustín; Gómez, Víctor - 1994
Persistent link: https://www.econbiz.de/10000898197
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Learning to drink beer by mistake
Di Gioacchino, Debora - 1994
Persistent link: https://www.econbiz.de/10000898278
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The evolution of cooperation : robustness to mistakes and mutation
Di Gioacchino, Debora - 1994
Persistent link: https://www.econbiz.de/10000898345
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Missing observations and additive outliers in time series models
Maravall Herrero, Agustín; Peña, Daniel - 1992 - Rev
Persistent link: https://www.econbiz.de/10000860749