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Testing for periodic integration
Boswijk, H. P.; Franses, Philip H. - 1992
Persistent link: https://www.econbiz.de/10000122458
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A note on state space method in time series modelling
Heij, Christiaan - 1992
Persistent link: https://www.econbiz.de/10000122465
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System identifiability from finite time series
Heij, Christiaan - 1992
Persistent link: https://www.econbiz.de/10000122466
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Nonstationarity in GARCH models : a Bayesian analysis
Kleibergen, Frank; Dijk, Herman K. van - 1993
Persistent link: https://www.econbiz.de/10000122477
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Detecting shocks : outliers and breaks in time series
Atkinson, A. C.; Kooiman, Siem J.; Shephard, Neil - 1993
Persistent link: https://www.econbiz.de/10000122498
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A Bayesian analysis of periodic integration
Franses, Philip H.; Koop, Gary - 1994
Persistent link: https://www.econbiz.de/10000122538
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A note on the relationship between GARCH and symmetric stable processes
Groenendijk, Patrick A. (contributor) - 1995
Persistent link: https://www.econbiz.de/10000902084
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A neural network applied to economic time series
Draisma, Gerrit - 1995
Persistent link: https://www.econbiz.de/10000904892
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System identification by dynamic factor models
Heij, Christiaan - 1995
Persistent link: https://www.econbiz.de/10000904952
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Fourth-order moments of augmented ARCH processes
Kunst, Robert M. - 1995
Persistent link: https://www.econbiz.de/10000907063