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1
The fully modified OLS estimator as a system estimator : a Monte-Carlo analysis
Kostial, Kristina
-
1995
Persistent link: https://www.econbiz.de/10013420233
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2
Learning within a Markovian environment
Rivas, Javier
(
contributor
)
-
2008
Persistent link: https://www.econbiz.de/10003651950
Saved in:
3
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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4
Mergers and acquisitions waves in the UK : a Markov-switching approach
Resende, Marcelo
(
contributor
)
-
2005
-
[Elektronische Ressource]
Persistent link: https://www.econbiz.de/10002876886
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5
Futures market contracting : when you don't know who the optimists are
Harstad, Ronald M.
;
Phlips, Louis
-
1993
Persistent link: https://www.econbiz.de/10000865470
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6
Conditional heteroskedasticity in nonlinear simultaneous equations
Calzolari, Giorgio
;
Fiorentini, Gabriele
-
1994
Persistent link: https://www.econbiz.de/10000912426
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7
Forecasting with VARMA models
Lütkepohl, Helmut
(
contributor
)
-
2004
-
[Elektronische Ressource]
Persistent link: https://www.econbiz.de/10002233744
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8
The performance of panel unit root and stationarity tests : results from a large scale simulation study
Hlouskova, Jaroslava
(
contributor
); …
-
2005
-
[Elektronische Ressource]
Persistent link: https://www.econbiz.de/10002876980
Saved in:
9
Functional weak limit theory for rare outlying events
Georgiev, Iliyan
(
contributor
)
-
2002
-
[Elektronische Ressource]
Persistent link: https://www.econbiz.de/10001725653
Saved in:
10
Exchange rate fluctuations, market structure and the pass-through relationship
Herguera, Iñigo
-
1993
Persistent link: https://www.econbiz.de/10000865571
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