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Null recurrent unit root processes
Myklebust, Terje; Karlsen, Hans Arnfinn; Tjøstheim, Dag - In: Econometric theory 28 (2012) 1, pp. 1-41
Persistent link: https://www.econbiz.de/10009520976
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Modeling cyclical behavior with differential-difference equations in an unobserved components framework
Chambers, Marcus J.; MacGarry, Joanne - In: Econometric theory 18 (2002) 2, pp. 387-419
Persistent link: https://www.econbiz.de/10001661304
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Quantilograms under strong dependence
Lee, Ji Hyung; Linton, Oliver; Whang, Yoon-jae - In: Econometric theory 36 (2020) 3, pp. 457-487
Persistent link: https://www.econbiz.de/10012240727
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A LARCH (∞) vector valued process
Doukhan, Paul; Teyssière, Gilles; Winant, Pablo - 2005
Persistent link: https://www.econbiz.de/10003340239
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Panel and pseudo-panel estimation of cross-sectional and time series elasticities of food consumption : the case of American and Polish data
Duncan, Greg J.; Gardes, François; Gaubert, Patrice; … - 2002
Persistent link: https://www.econbiz.de/10001660149
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Simulation and estimation of long memory continuous time models
Comte, Fabienne - 1994
Persistent link: https://www.econbiz.de/10000883136
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Lagrange multiplier test for contigous hypothesis
Guégan, Dominique; Ngatchou Wandji, J. - 1994
Persistent link: https://www.econbiz.de/10000891347
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Discrete and continuous time cointegration
Comte, Fabienne - 1994
Persistent link: https://www.econbiz.de/10000895469
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Do aggregate measures of mismatch measure mismatch? : A time series analysis of existing concepts
Entorf, Horst - 1993
Persistent link: https://www.econbiz.de/10000858885
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Estimation Bayésienne de probabilités de mouvement en capture-recapture
Dupuis, Jérôme A. - 1993
Persistent link: https://www.econbiz.de/10000874754