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~isPartOf:"Nonlinear dynamics and economics : proceedings of the Tenth Internat. Symposium in Economic Theory and Econometrics"
~isPartOf:"Nonlinear econometric modeling in time series : proceedings of the Eleventh International Symposium in Economic Theory"
~person:"Lütkepohl, Helmut"
~person:"Timmermann, Allan"
~subject:"Time series analysis"
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Nonlinear dynamics and economics : proceedings of the Tenth Internat. Symposium in Economic Theory and Econometrics
Nonlinear econometric modeling in time series : proceedings of the Eleventh International Symposium in Economic Theory
CESifo working papers
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Discussion paper / Humboldt-Universität zu Berlin, Sonderforschungsbereich 373 Quantifikation und Simulation Ökonomischer Prozesse
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Asymptotic inference on nonlinear functions of the coefficients of infinite order cointegrated VAR processes
Saikkonen, Pentti
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Lütkepohl, Helmut
- In:
Nonlinear econometric modeling in time series : …
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(pp. 165-201)
.
2000
Persistent link: https://www.econbiz.de/10001532227
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Daily returns in international stock markets : predictability, nonlinearity, and transaction costs
Satchell, Stephen
- In:
Nonlinear dynamics and economics : proceedings of the …
,
(pp. 369-391)
.
1996
Persistent link: https://www.econbiz.de/10001297232
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