Narrow search
Showing 1 - 10 of 30
Cover Image
Have exchange rates become more closely tied? : Evidence from a new multivariate GARCH model
Klaassen, Franc - 1999
Persistent link: https://www.econbiz.de/10000168325
Cover Image
Exchange rates and their effects on international trade
Klaassen, Franc - 2000
Persistent link: https://www.econbiz.de/10001496246
Cover Image
Statistical algorithms for models in state space using SsfPack 2.2
Koopman, Siem Jan; Shephard, Neil G.; Doornik, Jurgen A. - 1998
Persistent link: https://www.econbiz.de/10000167948
Cover Image
Long swings in exchange rates : are they really in the data
Klaassen, Franc - 1999
Persistent link: https://www.econbiz.de/10000168295
Cover Image
Fast filtering and smoothing for multivariate state space models
Koopman, Siem Jan; Durbin, James - 1998
Persistent link: https://www.econbiz.de/10000981433
Cover Image
Improving GARCH volatility forecasts
Klaassen, Franc - 1998
Persistent link: https://www.econbiz.de/10000986444
Cover Image
Time series analysis of non-Gaussian observations based on state space models from both classical and Bayesian perspectives
Durbin, James; Koopman, Siem Jan - 1998
Persistent link: https://www.econbiz.de/10000998337
Cover Image
Life cycle schooling and dynamic selection bias : models and evidence for five cohorts of American males
Cameron, Stephen V.; Heckman, James J. - 1998
Persistent link: https://www.econbiz.de/10000655520
Cover Image
Hauptbd
Heckman, James J.; Layne-Farrar, Anne; Todd, Petra - 1995
Persistent link: https://www.econbiz.de/10000576451
Cover Image
Accounting for heterogeneity, diversity and general equilibrium in evaluating social programs
Heckman, James J. - 1999
Persistent link: https://www.econbiz.de/10001399585