Narrow search
Showing 1 - 4 of 4
Cover Image
The econometrics of cointegrated time series : a survey
Psaradakis, Zacharias G. - 1989
Persistent link: https://www.econbiz.de/10000803224
Cover Image
Multivariate contemporaneous threshold autoregressive models
Dueker, Michael; Psaradakis, Zacharias G.; Sola, Martin; … - 2007
Persistent link: https://www.econbiz.de/10003740624
Cover Image
Semiparametric sieve-type GLS inference in regressions with long-range dependence
Kapetanios, George (contributor);  … - 2007
Persistent link: https://www.econbiz.de/10003428547
Cover Image
Sieve bootstrap for strongly dependent stationary processes
Kapetanios, George (contributor);  … - 2006
Persistent link: https://www.econbiz.de/10003262868