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Unit root inference in the presence of infinite-variance disturbances
Mittnik, Stefan; Kurz-Kim, Jeong-Ryeol - 1996
Persistent link: https://www.econbiz.de/10000955832
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Detecting asymmetries in observed time serien and unobserved disturbances
Kurz-Kim, Jeong-Ryeol; Mittnik, Stefan; Račev, Svetlozar T. - 1996
Persistent link: https://www.econbiz.de/10000955840
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Is it efficient to analyse efficiency rankings?
Jensen, Uwe - 1998
Persistent link: https://www.econbiz.de/10000985625
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Derivation and calculation of Rao distances : a review
Jensen, Uwe - 1993
Persistent link: https://www.econbiz.de/10000989980
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Prognose- und Simulationsfehler in ökonometrischen Modellen bei multikollinearen Daten : [Mit engl. Zsfassung]
Hansen, Gerd - 1985
Persistent link: https://www.econbiz.de/10000700517
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Schätzverfahren für rationale Erwartungsmodelle
Jansen, Detlef - 1987
Persistent link: https://www.econbiz.de/10000734570
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Statistical inference based on randomly generated auxiliary variables
Schouten, Barry - 2015
Persistent link: https://www.econbiz.de/10011392567
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Standard processes
Renssen, Robert; Morren, Mattijn; Camstra, Astrea; … - 2010
Persistent link: https://www.econbiz.de/10003985488
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Shifting paradigms in official statistics : from design-based to model-based to algorithmic inference
Buelens, Bart; Boonstra, Harm Jan; Brakel, Jan van den; … - 2012
Persistent link: https://www.econbiz.de/10009619308