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Testing for the cointegrating rank of a VAR process with an intercept
Saikkonen, Pentti; Lütkepohl, Helmut - 1998
Persistent link: https://www.econbiz.de/10000992267
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Multivariate volatility analysis of VW stock prices
Herwartz, Helmut; Lütkepohl, Helmut - 1998
Persistent link: https://www.econbiz.de/10000992357
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Flexible stochastic volatility structures for high frequency financial data
Feldmann, David; Härdle, Wolfgang; Hafner, Christian M.; … - 1998
Persistent link: https://www.econbiz.de/10000992362
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Smoothed L-estimation of regression function
Tamine, Julien; Čížek, Pavel; Härdle, Wolfgang - 2002
Persistent link: https://www.econbiz.de/10001751576
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Comparison of model reduction methods for VAR processes
Brüggemann, Ralf (contributor);  … - 2003 - [Elektronische Ressource]
Persistent link: https://www.econbiz.de/10001752419
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M robustified additive nonparametric regression
Tamine, Julien; Härdle, Wolfgang; Yang, Lijian - 2002
Persistent link: https://www.econbiz.de/10001730279
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Exploring credit data
Müller, Marlene; Härdle, Wolfgang - 2002
Persistent link: https://www.econbiz.de/10001730369
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Comparison of model reduction methods for VAR processes
Brüggemann, Ralf; Krolzig, Hans-Martin; Lütkepohl, Helmut - 2002
Persistent link: https://www.econbiz.de/10001730379
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Empirical likelihood-based dimension reduction inference for linear error-in-responses models with validation study
Wang, Qihua; Härdle, Wolfgang - 2002
Persistent link: https://www.econbiz.de/10001730389
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Testing for weak instruments in linear IV regression
Stock, James H.; Yogo, Motohiro - 2002
Persistent link: https://www.econbiz.de/10001709546