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GARCH effects on a test of cointegration
Franses, Philip H.; Kofman, Paul; Moser, James - 1992
Persistent link: https://www.econbiz.de/10000122460
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On /2-optimal approximate modelling of vector time series
Roorda, Berend; Heij, Christiaan - 1993
Persistent link: https://www.econbiz.de/10000122464
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A new approach to maximum likelihood estimation of sum-constrained linear models in case of undersized samples
Boer, P. M. de; Harkema, R. - 1992
Persistent link: https://www.econbiz.de/10000122467
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On the asymptotic worst case behaviour of harmonic fit
Vliet, André van - 1992
Persistent link: https://www.econbiz.de/10000122493
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On the shape of the likelihood, posterior in cointegration models
Kleibergen, Frank; Dijk, Herman K. van - 1993
Persistent link: https://www.econbiz.de/10000122496
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Direct cointegration testing in error correction models
Kleibergen, Frank; Dijk, Herman K. van - 1993
Persistent link: https://www.econbiz.de/10000122504
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Global total least squares modelling of multivariable time series
Roorda, Berend; Heij, Christiaan - 1993
Persistent link: https://www.econbiz.de/10000122512
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Periodic cointegration : representation and inference
Boswijk, H. P.; Franses, Philip H. - 1993
Persistent link: https://www.econbiz.de/10000122531
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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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Simplicity, scientific inference and econometric modelling
Keuzenkamp, Hugo A.; McAleer, Michael - 1995
Persistent link: https://www.econbiz.de/10000904872