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International patterns of growth : II. persistence, path dependence, and sustained take-off in growth transition
Quah, Danny (contributor) - 1992 - [Elektronische Ressource]
Persistent link: https://www.econbiz.de/10001572798
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A Gibbs sampler for Beyesian ARCH-models
Korn, Olaf - 1993
Persistent link: https://www.econbiz.de/10000883045
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On characterizations od spectral density matrices by cross validated log likelihood criterion
Matsuda, Yasumasa (contributor);  … - 2004 - [Elektronische Ressource]
Persistent link: https://www.econbiz.de/10002144601
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Statistical tests for Lyapunov exponents of deterministic systems
Wolff, Rodney C. (contributor); Yao, Qiwei (contributor);  … - 2004 - [Elektronische Ressource]
Persistent link: https://www.econbiz.de/10002075170
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On time-reversibility of multivariate linear processes
Tong, Howell (contributor); Zhang, Zhi-Qiang (contributor) - 2003 - [Elektronische Ressource]
Persistent link: https://www.econbiz.de/10001759020
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Single season heteroscedasticity in time series
Tripodis, Yorghos (contributor); Penzer, Jeremy (contributor) - 2004 - [Elektronische Ressource]
Persistent link: https://www.econbiz.de/10001923018
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Improving time series forecasts with expert information
Polasek, Wolfgang - 1992
Persistent link: https://www.econbiz.de/10000853560
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Irregularly spaced AR and ARCH (ISAR-ARCH) models
Pai, Jeffrey; Polasek, Wolfgang; Kozumi, Hideo - 1995
Persistent link: https://www.econbiz.de/10000911263
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The VAR-VARCH model : a Bayesian approach
Polasek, Wolfgang; Kozumi, Hideo - 1995
Persistent link: https://www.econbiz.de/10000911268