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~isPartOf:"Applied financial economics"
~isPartOf:"Journal of business & economic statistics : JBES ; a publication of the American Statistical Association"
~isPartOf:"Suntory and Toyota International Centres for Economics and Related Disciplines"
~person:"Andrews, Donald W. K."
~person:"Fraser, Patricia"
~person:"Harvey, Andrew C."
~subject:"Estimation theory"
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Applied financial economics
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
Suntory and Toyota International Centres for Economics and Related Disciplines
Cowles Foundation Discussion Paper
29
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Messy time series : a unified approach
Harvey, Andrew C.
;
Koopman, Siem Jan
;
Penzer, Jeremy
-
1997
Persistent link: https://www.econbiz.de/10000960677
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2
Approximately median-unbiased estimation of autoregressive models
Andrews, Donald W. K.
- In:
Journal of business & economic statistics : JBES ; a …
12
(
1994
)
2
,
pp. 187-204
Persistent link: https://www.econbiz.de/10001167115
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3
Estimation of an asymmetric stochastic volatility model for asset returns
Harvey, Andrew C.
- In:
Journal of business & economic statistics : JBES ; a …
14
(
1996
)
4
,
pp. 429-434
Persistent link: https://www.econbiz.de/10001209347
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