Narrow search
Showing 1 - 10 of 31
Cover Image
Specification of varying coefficient time series models via generalized flexible least squares
Lütkepohl, Helmut; Herwartz, Helmut - 1992
Persistent link: https://www.econbiz.de/10000335042
Cover Image
Kenngrößenkarten für einfache ARMA-Prozesse mit dem Programm ARMA KG
Mohr, Walter; Rudl, Jan - 1994
Persistent link: https://www.econbiz.de/10000901668
Cover Image
Money and inflation in Germany : a cointegration analysis
Hansen, Gerd - 1995
Persistent link: https://www.econbiz.de/10000903731
Cover Image
A cointegration analysis of German exports : are there signs of hysteresis?
Willmann, Gerald - 1995
Persistent link: https://www.econbiz.de/10000903735
Cover Image
Theoretische Kenngrössenberechnung bei ARMA-Modellen unter besonderer Anwendung des Dualitätsprinzips
Mohr, Walter; Rudl, Jan - 1994
Persistent link: https://www.econbiz.de/10000885738
Cover Image
The reliability of the Johansen-procedure : some Monte-Carlo-results
Hansen, Gerd - 1996
Persistent link: https://www.econbiz.de/10000937607
Cover Image
Twin deficits in twin countries? : an econometric study of the determinants of the current account in Germany and the United States
Schimmelpfennig, Axel - 1995
Persistent link: https://www.econbiz.de/10000939954
Cover Image
Modeling the distribution of highly volatile exchange-rate time series
Čobanov, Georgi S. (contributor) - 1996
Persistent link: https://www.econbiz.de/10000955836
Cover Image
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
Cover Image
Modeling the persistence of conditional volatility with GARCH-stable processes
Mittnik, Stefan - 1997
Persistent link: https://www.econbiz.de/10000984425