Narrow search
Showing 1 - 10 of 64
Cover Image
Optimally combining individual forecasts from panel data
Ehrbeck, Tilman - 1993
Persistent link: https://www.econbiz.de/10000865544
Cover Image
Designing non-parametric estimates and tests for means
Schlag, Karl H. (contributor) - 2006
Persistent link: https://www.econbiz.de/10003365687
Cover Image
Forecasting with VARMA models
Lütkepohl, Helmut (contributor) - 2004 - [Elektronische Ressource]
Persistent link: https://www.econbiz.de/10002233744
Cover Image
Encompassing univariate models in multivariate time series : a case study
Maravall Herrero, Agustín - 1992
Persistent link: https://www.econbiz.de/10013419681
Cover Image
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
Cover Image
A simple message for autocorrelation correctors: Don't
Mizon, Grayham E. - 1993
Persistent link: https://www.econbiz.de/10000889040
Cover Image
The effects of additive outliers on tests for unit roots and cointegration
Franses, Philip Hans; Haldrup, Niels - 1993
Persistent link: https://www.econbiz.de/10000865567
Cover Image
Programs TRAMO and SEATS
Gómez, Víctor; Maravall Herrero, Agustín - 1995 - Update: December 1995
Persistent link: https://www.econbiz.de/10000929241
Cover Image
On the interactions of unit roots and exogeneity
Hendry, David F. - 1994
Persistent link: https://www.econbiz.de/10013420250
Cover Image
Unobserved components in ARCH models : an application to seasonal adjustment
Fiorentini, Gabriele - 1994
Persistent link: https://www.econbiz.de/10013420258