Narrow search
Showing 1 - 10 of 12
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
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
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
A class of simple distribution-free rank-based unit root tests
Hallin, Marc; Akker, Ramon van den; Werker, Bas J. M. - 2010
Persistent link: https://www.econbiz.de/10003992222
Cover Image
A class of simple distribution-free rank-based unit root tests
Hallin, Marc; Akker, Ramon van den; Werker, Bas J. M. - 2011 - rev.
Persistent link: https://www.econbiz.de/10008807395
Cover Image
Improving upon the marginal empirical distribuition functions when the copula is known
Segers, Johan (contributor);  … - 2008
Persistent link: https://www.econbiz.de/10003736683
Cover Image
Efficient estimation of autoregression parameters and innovation distributions for semiparametric integer-valued AR(p) models
Drost, Feike C. (contributor);  … - 2007
Persistent link: https://www.econbiz.de/10003483609
Cover Image
Efficient estimation of autoregression parameters and innovation distributions for semiparametric integer-valued AR(p) models
Drost, Feike C. (contributor);  … - 2008 - Rev. version of CentER Discussion Paper 2007-23
Persistent link: https://www.econbiz.de/10003752414