Narrow search
Showing 1 - 10 of 2,660
Cover Image
Bayesian analysis of ARMA models using noninformative priors
Kleibergen, Frank; Hoek, Henk - 1997
Persistent link: https://www.econbiz.de/10000952481
Cover Image
Common persistence in nonlinear autoregressive models
Boswijk, Herman Peter; Franses, Philip Hans - 1997
Persistent link: https://www.econbiz.de/10000952484
Cover Image
Cross- and auto-correlation effects arising from averaging : the case of US interest rates and equity duration
Hallerbach, Winfried G. - 2000
Persistent link: https://www.econbiz.de/10001503370
Cover Image
Time series modelling of daily tax revenues
Koopman, Siem Jan; Ooms, Marius - 2001
Persistent link: https://www.econbiz.de/10001569678
Cover Image
Cumulated prediction errors of multivariate time series models
Klein, André; Gooijer, Jan G. de - 1996
Persistent link: https://www.econbiz.de/10000929738
Cover Image
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
Cover Image
Testing the adequacy of log versus level data transformations using macroeconomic time series
Franses, Philip Hans; Swanson, Norman R. - 1996
Persistent link: https://www.econbiz.de/10000945706
Cover Image
Identification of system behaviours by approximation of time series data
Scherrer, Wolfgang; Heij, Christiaan - 1997
Persistent link: https://www.econbiz.de/10000964990
Cover Image
A note on the relationship between GARCH and symmetric stable processes
Groenendijk, Patrick A. (contributor) - 1995
Persistent link: https://www.econbiz.de/10000902084
Cover Image
System identification by dynamic factor models
Heij, Christiaan - 1995
Persistent link: https://www.econbiz.de/10000904952