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~institution:"Université de Montréal / Département de sciences économiques"
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Time reversibility of stationary regular finite state Markov chains
McCausland, William J.
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contributor
)
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2004
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[Elektronische Ressource]
Persistent link: https://www.econbiz.de/10002121209
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Explaining the transition between exchange rate regimes
Masson, Paul R.
(
contributor
); …
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2003
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[Elektronische Ressource]
Persistent link: https://www.econbiz.de/10001948085
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3
Bootstrapping autoregressions with conditional heteroskedasticity of unknown form
Gonçalves, Sílvia
(
contributor
);
Kilian, Lutz
(
contributor
)
-
2003
-
[Elektronische Ressource]
Persistent link: https://www.econbiz.de/10001947544
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4
Méthodes d'inférence exactes pour un modèle de régression avec erreur AR(2) gaussiennes
Dufour, Jean-Marie
(
contributor
);
Neifar, Malika
(
contributor
)
-
2003
-
[Elektronische Ressource]
Persistent link: https://www.econbiz.de/10001947831
Saved in:
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