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Induktive Statistik
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Inferences for a class of stochastic volatility models using option and spot prices : application of a bivariate Kalman filter
Forbes, Catherine Scipione
;
Martin, Gael M.
;
Wright, Jill
- In:
Econometric reviews
26
(
2007
)
2
,
pp. 387-418
Persistent link: https://www.econbiz.de/10003509137
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2
Flexible threshold models for modelling interest rate volatility
Dellaportas, Petros
;
Denison, David G. T.
;
Holmes, Chris
- In:
Econometric reviews
26
(
2007
)
2
,
pp. 419-437
Persistent link: https://www.econbiz.de/10003509144
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3
Bayesian inference in cointegrated
Strachan, Rodney W.
- In:
Econometric reviews
26
(
2007
)
2
,
pp. 439-468
Persistent link: https://www.econbiz.de/10003509147
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4
Special issue: Bayesian dynamic econometrics
Koop, Gary
(
contributor
);
Dijk, Herman K. van
(
contributor
)
-
2007
Persistent link: https://www.econbiz.de/10003509162
Saved in:
5
Inferences from cross-sectional, stochastic frontier models
Simar, Léopold
;
Wilson, Paul W.
- In:
Econometric reviews
29
(
2010
)
1
,
pp. 62-98
Persistent link: https://www.econbiz.de/10003943407
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6
A Bayesian analysis of unit roots and structural breaks in the level, trend, and error variance of autoregressive models of economic series
Meligkotsidou, Loukia
;
Tzavalis, Elias
;
Vrontos, Ioannis D.
- In:
Econometric reviews
30
(
2011
)
2
,
pp. 208-249
Persistent link: https://www.econbiz.de/10008990443
Saved in:
7
Estimation and asymptotic inference in the AR-ARCH model
Lange, Theis
;
Rahbek, Anders
;
Jensen, Søren Tolver
- In:
Econometric reviews
30
(
2011
)
2
,
pp. 129-153
Persistent link: https://www.econbiz.de/10008990449
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8
Likelihood-based inference for weak exogeneity in I(2) cointegrated VAR models
Kurita, Takamitsu
- In:
Econometric reviews
31
(
2012
)
1/3
,
pp. 325-360
Persistent link: https://www.econbiz.de/10009515956
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9
Special issue: Statistical inference on time series stochastic and deterministic dynamics
Dagum, Estela Bee
(
contributor
); …
-
2009
Persistent link: https://www.econbiz.de/10003800641
Saved in:
10
Editorial: Special issue on statistical inference on time series stochastic and deterministic dynamics
Dagum, Estela Bee
;
Bordignon, Silvano
- In:
Econometric reviews
28
(
2009
)
1/3
,
pp. 1-3
Persistent link: https://www.econbiz.de/10003800644
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