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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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Estimation and testing in models containing both jumps and conditional heteroscedasticity
Drost, Feike C. - In: Journal of business & economic statistics : JBES ; a … 16 (1998) 2, pp. 237-243
Persistent link: https://www.econbiz.de/10001244002