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Estimation and testing in integer-valued AR(1) models
Brännäs, Kurt - 1993
Persistent link: https://www.econbiz.de/10000883935
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Causality and cointegration : empirical application for money, interest rates and real income ; the case of France and Japan
Kilponen, Juha; Sone, Koichiro - 1993
Persistent link: https://www.econbiz.de/10000864934
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Count data models : estimator performance and applications
Johansson, Per-Olov - 1993
Persistent link: https://www.econbiz.de/10000871988
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Small sample properties of information criteria for mixture count data regression models
Brännäs, Kurt - 1993
Persistent link: https://www.econbiz.de/10000872769
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Truncation effect on a pseudo maximum likelihood covariance matrix estimator
Johansson, Per-Olov - 1993
Persistent link: https://www.econbiz.de/10000872957
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Invertibility of non-linear time series models
Gooijer, Jan G. de; Brännäs, Kurt - 1993
Persistent link: https://www.econbiz.de/10000880510
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Count data modelling measurement error in exposure time
Brännäs, Kurt - 1996
Persistent link: https://www.econbiz.de/10000953057
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Projected polynomial autoregressions for prediction of stationary time series
DeLuna, Xavier - 1996
Persistent link: https://www.econbiz.de/10000955737
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Testing for normality in censored regrionssions [regressions]
Karlsson, Niklas - 1996
Persistent link: https://www.econbiz.de/10000955816
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Testing for exponential and Weibull distributions in censored duration models
Karlsson, Niklas - 1996
Persistent link: https://www.econbiz.de/10000955817