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Uniform distance between the distribution function of Hill's estimator and the normal distribution function
Cheng, Shihong; Haan, Laurens de; Huang, Xin - 1993
Persistent link: https://www.econbiz.de/10000893853
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On the shape of the likelihood posterior in cointegration models
Kleibergen, Frank; Dijk, Herman K. van - 1993
Persistent link: https://www.econbiz.de/10000894164
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Direct cointegration testing in error correction models
Kleibergen, Frank; Dijk, Herman K. van - 1993
Persistent link: https://www.econbiz.de/10000894482
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The split-sample approach to statistical analysis
Praag, Bernard M. S. van; Kruiniger, Hugo - 1991
Persistent link: https://www.econbiz.de/10000842025
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Estimating the spectral measure of an extreme value distribution
Einmahl, John H. J.; Haan, Laurens de; Sinha, Ashok Kumar - 1995
Persistent link: https://www.econbiz.de/10000959331
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Behavioural approximation of stochastic processes by rank reduced spectra
Heij, Christiaan; Scherrer, Wolfgang - 1996
Persistent link: https://www.econbiz.de/10000959335
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A renewal theorem in the finite mean case
Geluk, J. L. - 1996
Persistent link: https://www.econbiz.de/10000959338
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A general class of estimators of the extreme value index
Drees, Holger - 1995
Persistent link: https://www.econbiz.de/10000959390
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A note on the effect of seasonal dummies on the periodogram regression
Ooms, Marius; Hassler, Uwe - 1996
Persistent link: https://www.econbiz.de/10000959597
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Testing for unit roots and non-linear transformations
Franses, Philip Hans; McAleer, Michael - 1995
Persistent link: https://www.econbiz.de/10000924063