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Financial pricing models in continuous time and Kalman filtering
Kellerhals, Boris-Philipp; Kellerhals, Boris Philipp - 2001
Persistent link: https://www.econbiz.de/10001591594
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Linear models with correlated disturbances
Knottnerus, Paul - 1991
Persistent link: https://www.econbiz.de/10000822657
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A structural framework for the pricing of corporate securities : economic and empirical issues
Genser, Michael - 2006
Persistent link: https://www.econbiz.de/10003042068
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Programme evaluation and treatment choice
Frölich, Markus - 2003
Persistent link: https://www.econbiz.de/10001707694
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Conditional moment estimation of nonlinear equation systems : with an application to an oligopoly model of cooperative R & D
Inkmann, Joachim - 2001
Persistent link: https://www.econbiz.de/10001511553
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Estimation of simultaneous equation models with error components structure
Krishnakumar, Jayalakshmi - 1988
Persistent link: https://www.econbiz.de/10013278015
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Empirical vector autoregressive modeling
Ooms, Marius - 1994
Persistent link: https://www.econbiz.de/10013278152
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The monetary model of exchange rates and cointegration : estimation, testing and prediction
Gardeazabal, Javier - 1992
Persistent link: https://www.econbiz.de/10013278164
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Dynamic modelling of stochastic demand for manufacturing employment
Pfann, Gerard A. - 1990
Persistent link: https://www.econbiz.de/10013278043
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Financial risk management with bayesian estimation of GARCH models : theory and applications
Ardia, David - 2008
Persistent link: https://www.econbiz.de/10013278094