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Unobservable effects in structural models of business performance
Annacker, Dirk; Hildebrandt, Lutz - 2002
Persistent link: https://www.econbiz.de/10001668605
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Nonparametric specification testing for continuous-time models with application to spot interest rates
Hong, Yongmiao; Li, Haitao - 2002
Persistent link: https://www.econbiz.de/10001684716
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Neoclassical convergence versus technological catch-up : a contribution for reaching a consensus
Desdoigts, Alain - 2000
Persistent link: https://www.econbiz.de/10001509339
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Growth regression and counterfactual income dynamics
Desdoigts, Alain - 2000
Persistent link: https://www.econbiz.de/10001508114
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On estimating a dynamic function of a stochastic system with averaging
Liptser, R.; Spokojnyj, Vladimir G. - 1998
Persistent link: https://www.econbiz.de/10000168629
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Forecasting performance of market share attraction models : a comparison of different models assuming that competitors' actions are forecasts
Klapper, Daniel; Herwartz, Helmut - 1998
Persistent link: https://www.econbiz.de/10000168630
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A minimality property of the minimal martingale measure
Schweizer, Martin - 1998
Persistent link: https://www.econbiz.de/10000168634
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Nonparametric autoregression with multiplicative volatility and additive mean
Yang, Lijian; Härdle, Wolfgang; Nielsen, Jens Perch - 1998
Persistent link: https://www.econbiz.de/10000168636
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Non- and semiparametric identification of seasonal nonlinear autoregession models
Yang, Lijian; Tschernig, Rolf - 1998
Persistent link: https://www.econbiz.de/10000168640
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The Beveridge-Nelson decomposition : a different perspective with new results
Gómez, Víctor; Breitung, Jörg - 1998
Persistent link: https://www.econbiz.de/10000992526