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~isPartOf:"Applied economics"
~isPartOf:"Discussion paper / Tinbergen Institute"
~isPartOf:"The econometrics journal"
~language:"eng"
~subject:"Time series analysis"
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Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
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ECONIS (ZBW)
317
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1
Testing for periodic integration
Boswijk, H. P.
;
Franses, Philip H.
-
1992
Persistent link: https://www.econbiz.de/10000122458
Saved in:
2
A note on state space method in time series modelling
Heij, Christiaan
-
1992
Persistent link: https://www.econbiz.de/10000122465
Saved in:
3
System identifiability from finite time series
Heij, Christiaan
-
1992
Persistent link: https://www.econbiz.de/10000122466
Saved in:
4
Nonstationarity in GARCH models : a Bayesian analysis
Kleibergen, Frank
;
Dijk, Herman K. van
-
1993
Persistent link: https://www.econbiz.de/10000122477
Saved in:
5
Detecting shocks : outliers and breaks in time series
Atkinson, A. C.
;
Kooiman, Siem J.
;
Shephard, Neil
-
1993
Persistent link: https://www.econbiz.de/10000122498
Saved in:
6
A Bayesian analysis of periodic integration
Franses, Philip H.
;
Koop, Gary
-
1994
Persistent link: https://www.econbiz.de/10000122538
Saved in:
7
A note on the relationship between GARCH and symmetric stable processes
Groenendijk, Patrick A.
(
contributor
)
-
1995
Persistent link: https://www.econbiz.de/10000902084
Saved in:
8
A neural network applied to economic time series
Draisma, Gerrit
-
1995
Persistent link: https://www.econbiz.de/10000904892
Saved in:
9
System identification by dynamic factor models
Heij, Christiaan
-
1995
Persistent link: https://www.econbiz.de/10000904952
Saved in:
10
Fourth-order moments of augmented ARCH processes
Kunst, Robert M.
-
1995
Persistent link: https://www.econbiz.de/10000907063
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