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Bayesian econometrics
Chib, Siddhartha (ed.); Griffiths, William E. (ed.);  … - 2008
Persistent link: https://www.econbiz.de/10003785980
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Time-series methods and applications
Drukker, David M. (contributor) - 2011 - 1. ed.
Persistent link: https://www.econbiz.de/10009685554
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Econometric analysis of financial and economic time series
Terrell, Dek (contributor); Fomby, Thomas B. (contributor) - 2006
Persistent link: https://www.econbiz.de/10003204201
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Econometric analysis of financial and economic time series ; part a
Terrell, Dek (ed.); Fomby, Thomas B. (ed.) - 2006 - 1. ed
Persistent link: https://www.econbiz.de/10003257540
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Econometric analysis of financial and economic time series ; part B
Fomby, Thomas B. (ed.); Terrell, Dek (ed.) - 2006 - 1. ed.
Persistent link: https://www.econbiz.de/10003257558
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Identification restrictions and posterior densities in cointegrated Gaussian VAR systems
Bauwens, Luc - 1996
Persistent link: https://www.econbiz.de/10001334780
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Temporal disaggregation, missing observations, outliers, and forecasting : a unifying non-model-based procedure
Marcellino, Massimiliano - 1998
Persistent link: https://www.econbiz.de/10001362828
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Topics in identification, limited dependent variables, partial observability, experimentation, and flexible modelling
Jeljazkov, Ivan G. (ed.); Tobias, Justin L. (ed.) - 2019
Persistent link: https://www.econbiz.de/10012163554