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Structural vector autoregressive models and monetary policy analysis
Holtemöller, Oliver - 2002
Persistent link: https://www.econbiz.de/10001656713
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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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Canonical correlation statistics for testing the cointegration rank in a reversed order
Breitung, Jörg - 1998
Persistent link: https://www.econbiz.de/10000168633
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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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A psychological approach to individual differences in intertemporal consumption patterns
Brandstätter, Hermann; Güth, Werner - 1998
Persistent link: https://www.econbiz.de/10000992453
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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
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Estimation of a function with discontinuities via local polynomial fit with an adaptive window chice
Spokojnyj, Vladimir G. - 1998
Persistent link: https://www.econbiz.de/10000993118
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Semiparametric three step estimation methods in labor supply models
Fernández Álvarez, Ana Isabel; Rodríguez Poo, Juan Manuel - 1998
Persistent link: https://www.econbiz.de/10000995859
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Nonparametric significance testing
Lavergne, Pascal; Vuong, Quang H. - 1998 - Rev
Persistent link: https://www.econbiz.de/10000995905