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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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Unobserved components in economic time series
Maravall Herrero, Agustín - 1993
Persistent link: https://www.econbiz.de/10000889047
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A re-interpretation of the linear-quadratic model when inventories and sales are polynomially cointegrated
Banerjee, Anindya (contributor); Mizen, Paul (contributor) - 2003 - [Elektronische Ressource]
Persistent link: https://www.econbiz.de/10001753803
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Export-supporting FDI
Krautheim, Sebastian (contributor) - 2007
Persistent link: https://www.econbiz.de/10003559385
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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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Do we stay or not? : Return intentions of temporary migrants
Dustmann, Christian - 1992
Persistent link: https://www.econbiz.de/10013419645
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A discrete-time consumption-CAP model under durability of goods, habit formation and temporal aggregation
Ermini, Luigi - 1994
Persistent link: https://www.econbiz.de/10000898275
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Twin deficits: squaring theory, evidence and common sense
Corsetti, Giancarlo (contributor);  … - 2005
Persistent link: https://www.econbiz.de/10003290769
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Mergers and acquisitions waves in the UK : a Markov-switching approach
Resende, Marcelo (contributor) - 2005 - [Elektronische Ressource]
Persistent link: https://www.econbiz.de/10002876886