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1
Estimating multivariate arima models : when is close not good enough?
Bagshaw, Michael L.
-
1987
Persistent link: https://www.econbiz.de/10003478118
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2
An efficient large-sample test for normality and homoscedasticity of regression residuals
Jarque, Carlos M.
;
Bera, A. K.
-
1981
Persistent link: https://www.econbiz.de/10003489412
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3
Testing for heteroscedasticity and random coefficient variation in simultaneous equations models
Jarque, Carlos M.
-
1981
Persistent link: https://www.econbiz.de/10003585855
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4
Estimation of a dynamic one factor continuous-time term-structure model
Honoré, Peter
-
1996
Persistent link: https://www.econbiz.de/10000936544
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5
Granger's representation theorem and multicointegration
Engsted, Tom
;
Johansen, Søren
-
1997
Persistent link: https://www.econbiz.de/10000959732
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6
Fractionally integrated generalized autoregressive conditional heteroskedasticity
Baillie, Richard
;
Bollerslev, Tim
;
Mikkelsen, Hans Ole Æ.
-
1994
-
current version
Persistent link: https://www.econbiz.de/10000891757
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7
GMM estimation of ARFIMA processes : an alternative approach and a SUR extension
Mikkelsen, Hans Ole Æ.
-
1994
Persistent link: https://www.econbiz.de/10000896212
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8
Modeling and pricing long-memory in stock market volatility
Bollerslev, Tim
;
Mikkelsen, Hans Ole Æ.
-
1994
Persistent link: https://www.econbiz.de/10000896214
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9
Dynamic factor models
Doz, Catherine
;
Fuleky, Peter
-
2019
Persistent link: https://www.econbiz.de/10012234624
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10
Variational Bayesian inference in large Vector Autoregressions with hierarchical shrinkage
Gefang, Deborah
;
Koop, Gary
;
Poon, Aubrey
-
2019
Persistent link: https://www.econbiz.de/10012115020
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