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Testing for the cointegration rank of a VAR process with level shift and trend break
Trenkler, Carsten (contributor);  … - 2006
Persistent link: https://www.econbiz.de/10003397947
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A new set of critical values for systems cointegration tests with a prior adjustment for deterministic terms
Trenkler, Carsten (contributor) - 2003 - [Elektronische Ressource]
Persistent link: https://www.econbiz.de/10001749477
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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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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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Modeling conditional skewness in stock returns
Lanne, Markku (contributor); Saikkonen, Pentti (contributor) - 2005 - [Elektronische Ressource]
Persistent link: https://www.econbiz.de/10003197857
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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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International business cycles : how much can standard theory account for?
Ravn, Morten O. - 1993
Persistent link: https://www.econbiz.de/10000889864
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Is there consumption risk sharing in the EEC?
Ubide, Angel - 1994
Persistent link: https://www.econbiz.de/10000898298
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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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Contiguous duration dependence and nonstationarity in job search : some reduced-form estimates
Belzil, Christian - 1996
Persistent link: https://www.econbiz.de/10000938920