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~isPartOf:"Discussion papers of interdisciplinary research project 373"
~isPartOf:"Economics letters"
~isPartOf:"Working paper"
~subject:"Zeitreihenanalyse"
~type_genre:"Non-commercial literature"
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McAleer, Michael
10
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Discussion papers of interdisciplinary research project 373
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ECONIS (ZBW)
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1
Econometric analysis of continuous-time arbitrage-free models of the term structure of interest rates
Lund, Jesper
-
1995
Persistent link: https://www.econbiz.de/10000901138
Saved in:
2
Estimation of a dynamic one factor continuous-time term-structure model
Honoré, Peter
-
1996
Persistent link: https://www.econbiz.de/10000936544
Saved in:
3
Granger's representation theorem and multicointegration
Engsted, Tom
;
Johansen, Søren
-
1997
Persistent link: https://www.econbiz.de/10000959732
Saved in:
4
Estimating the LQAC model with I(2) variables
Engsted, Tom
;
Haldrup, Niels
-
1998
Persistent link: https://www.econbiz.de/10000986316
Saved in:
5
Maturity induced bias in estimating spot rate diffusion models
Honoré, Peter
-
1997
Persistent link: https://www.econbiz.de/10000975531
Saved in:
6
Maximum likelihood estimation of non-linear continuous-time term-structure models
Honoré, Peter
-
1997
Persistent link: https://www.econbiz.de/10000975535
Saved in:
7
Value at risk using the factor-ARCH model
Christiansen, Charlotte
-
1998
Persistent link: https://www.econbiz.de/10000994075
Saved in:
8
Unit roots and the emperor's new clothes
Morris, Alan G.
-
1998
Persistent link: https://www.econbiz.de/10000996529
Saved in:
9
Determinants of the implied shadow exchange rates from a target zone
Rangvid, Jesper
;
Sørensen, Carsten
-
1998
Persistent link: https://www.econbiz.de/10000997695
Saved in:
10
The interrelation of wage series of firms to each other and to the series of their employment level : facts from microdata
Schwartz, Abba
-
1998
Persistent link: https://www.econbiz.de/10000997852
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