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Asymptotic behaviour of the CUSUM of squares test under stochastic and deterministic time trends
Nielsen, Bent; Sohkanen, Jouni - 2009
Persistent link: https://www.econbiz.de/10003875085
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Martingale unobserved component models
Shephard, Neil G. - 2013
Persistent link: https://www.econbiz.de/10009747434
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Inference for adaptive time series models : stochastic volatility and conditionally Gaussian state space form
Bos, Charles S. (contributor); Shephard, Neil G. (contributor) - 2004 - [Elektronische Ressource]
Persistent link: https://www.econbiz.de/10001923931
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Seasonal cointegration : an application to the velocity of circulation in New Zealand
McDougall, R. Stuart - 1994
Persistent link: https://www.econbiz.de/10000898594
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An empirical survey of the unit root characteristics of disaggregated data
McDougall, R. Stuart - 1994
Persistent link: https://www.econbiz.de/10000898595
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Modelling manufactured exports in Europe : a two-regime approach
King, Alan - 1998
Persistent link: https://www.econbiz.de/10000985537
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Modeling time series with zero observations
Harvey, Andrew C.; Ito, Ryoko - 2017
Persistent link: https://www.econbiz.de/10011631471
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Two-sample age-period-cohort models with an application to Swiss suicide rates
Nielsen, Bent - 2022
Persistent link: https://www.econbiz.de/10013459581
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Autoregressive conditional heteroscedasticity and USA inflation
Bairam, Erkin İbrahim - 1992
Persistent link: https://www.econbiz.de/10000836507
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Multipower variation and stochastic volatility
Barndorff-Nielsen, Ole E. (contributor);  … - 2004 - [Elektronische Ressource]
Persistent link: https://www.econbiz.de/10002459038