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A note on the relationship between GARCH and symmetric stable processes
Groenendijk, Patrick A. (contributor) - 1995
Persistent link: https://www.econbiz.de/10000902084
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A neural network applied to economic time series
Draisma, Gerrit - 1995
Persistent link: https://www.econbiz.de/10000904892
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System identification by dynamic factor models
Heij, Christiaan - 1995
Persistent link: https://www.econbiz.de/10000904952
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Fourth-order moments of augmented ARCH processes
Kunst, Robert M. - 1995
Persistent link: https://www.econbiz.de/10000907063
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Exact tests in single equation autoregressive distributed lag models
Kiviet, J. F. - 1995
Persistent link: https://www.econbiz.de/10000909000
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Component extraction analysis of multivariate time series
Akman, Ibrahim - 1995
Persistent link: https://www.econbiz.de/10000910437
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Constructive identification of the mixed proportional hazards model
Kortram, Ronald A. (contributor) - 1995
Persistent link: https://www.econbiz.de/10000912257
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Rules versus discretion with two policy instruments
Lippi, Francesco - 1995
Persistent link: https://www.econbiz.de/10000913119
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Bayesian analysis of an unobserved component time series model of GNP with Markov switching and time varying growths
Luginbuhl, Rob; Vos, Aart F. de - 1996
Persistent link: https://www.econbiz.de/10000938517
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The estimation of common cycles in vector time series using the Box-Tiao transformation
Hoek, Henk; Romijn, Gerbert - 1996
Persistent link: https://www.econbiz.de/10000942652