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Long swings in exchange rates : are they really in the data
Klaassen, Franc - 1999
Persistent link: https://www.econbiz.de/10000168295
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Nonparametric nonlinear cotrending analysis, with an application to interest and inflation in the US
Bierens, Herman J. - 1996
Persistent link: https://www.econbiz.de/10000941283
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Common stochastic trends in the current account
Kumah, Francis Y. - 1996
Persistent link: https://www.econbiz.de/10000944517
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Comparing predictions and outcomes : theory and application to income changes
Das, Marcel; Dominitz, Jeff; Soest, Arthur van - 1997
Persistent link: https://www.econbiz.de/10000965021
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Four econometric fashions and the Kalman filter alternative : a simulation study
Bomhoff, Eduard Jan - 1992
Persistent link: https://www.econbiz.de/10000844565
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Tests of independence in parametric models : with applications and illustrations
Cameron, Adrian Colin; Trivedi, Pravin K. - 1992
Persistent link: https://www.econbiz.de/10000845135
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Temporal aggregation of GARCH processes
Drost, Feike C.; Nijman, Theodore E. - 1992 - Rev
Persistent link: https://www.econbiz.de/10000847144
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A note on Robinson's test of independence
Drost, Feike C.; Werker, Bas J. M. - 1993
Persistent link: https://www.econbiz.de/10000855021
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Posterior analysis of stochastic volatility models with flexible tails
Steel, Mark F. J. - 1995
Persistent link: https://www.econbiz.de/10000915413
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A decision theoretic analysis of the unit root hypothesis using mixtures of elliptical models
Koop, Gary; Steel, Mark F. J. - 1991
Persistent link: https://www.econbiz.de/10000823522