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Statistical inference in calibrated models
Canova, Fabio - 1993
Persistent link: https://www.econbiz.de/10000877153
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Parameter estimation in nonlinear AR-GARCH models
Meitz, Mika (contributor); Saikkonen, Pentti (contributor) - 2008
Persistent link: https://www.econbiz.de/10003724354
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Learning within a Markovian environment
Rivas, Javier (contributor) - 2008
Persistent link: https://www.econbiz.de/10003651950
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Designing non-parametric estimates and tests for means
Schlag, Karl H. (contributor) - 2006
Persistent link: https://www.econbiz.de/10003365687
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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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A statistical comparison of alternative identification schemes for monetary policy shocks
Lanne, Markku (contributor); Lütkepohl, Helmut (contributor) - 2008
Persistent link: https://www.econbiz.de/10003724343
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ELEVEN: tests needed for a recommendation
Schlag, Karl H. (contributor) - 2006
Persistent link: https://www.econbiz.de/10003266648
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Sample kurtosis, GARCH-t and the degrees of freedom issue
Heracleous, Maria S. (contributor) - 2007
Persistent link: https://www.econbiz.de/10003651568
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Forecasting with VARMA models
Lütkepohl, Helmut (contributor) - 2004 - [Elektronische Ressource]
Persistent link: https://www.econbiz.de/10002233744
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Functional weak limit theory for rare outlying events
Georgiev, Iliyan (contributor) - 2002 - [Elektronische Ressource]
Persistent link: https://www.econbiz.de/10001725653