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The construction and use of approximations for missing quarterly observations : a model-based approach
Nijman, Theodore E. - In: Journal of business & economic statistics : JBES ; a … 4 (1985) 1, pp. 47-58
Persistent link: https://www.econbiz.de/10001007482
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Predictive accuracy gain from disaggregate sampling in ARIMA models
Nijman, Theodore E. - In: Journal of business & economic statistics : JBES ; a … 8 (1990) 4, pp. 405-415
Persistent link: https://www.econbiz.de/10001096544
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Premia in forward foreign exchange as unobserved components : a note
Nijman, Theodore E. - In: Journal of business & economic statistics : JBES ; a … 11 (1993) 3, pp. 361-365
Persistent link: https://www.econbiz.de/10001146824
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The message in weekly exchange rates in the European Monetary System : mean reversion, conditional heteroscedasticity, and jumps
Vlaar, Peter J. G. - In: Journal of business & economic statistics : JBES ; a … 11 (1993) 3, pp. 351-360
Persistent link: https://www.econbiz.de/10001146825
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Pooling in dynamic panel-data models : an application to forecasting GDP growth rates
Hoogstrate, André J.; Palm, Franz C.; Pfann, Gerard A. - In: Journal of business & economic statistics : JBES ; a … 18 (2000) 3, pp. 274-283
Persistent link: https://www.econbiz.de/10001493852
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Tail-Index Estimates in Small Samples
Huisman, Ronald; Koedijk, Kees G.; Kool, Clemens J.M.; … - In: Journal of business & economic statistics : JBES ; a … 19 (2001) 2, pp. 208-216
Persistent link: https://www.econbiz.de/10008217158
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Pooling in Dynamic Panel-Data Models: An Application to Forecasting GDP Growth Rates
Hoogstrate, André J.; Palm, Franz C.; Pfann, Gerard A. - In: Journal of business & economic statistics : JBES ; a … 18 (2000) 3, pp. 274-283
Persistent link: https://www.econbiz.de/10008217763
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Premia in Forward Foreign Exchange as Unobserved Components: A Note
Nijman, Theo E.; Palm, Franz C. - In: Journal of business & economic statistics : JBES ; a … 11 (1993) 3, pp. 361
Persistent link: https://www.econbiz.de/10008224907
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The Message in Weekly Exchange Rates in the European Monetary System: Mean Reversion, Conditional Heteroscedasticity, and Jumps
Vlaar, Peter J.G.; Palm, Franz C. - In: Journal of business & economic statistics : JBES ; a … 11 (1993) 3, pp. 351-360
Persistent link: https://www.econbiz.de/10008224908