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Iterated Function Systems driven by non independent sequences : structure and inference
Kandji, Baye Matar - 2022
Persistent link: https://www.econbiz.de/10013162000
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Dealing with logs and zeros in regression models
Bellego, Christophe; Benatia, David; Pape, Louis-Daniel - 2022
Persistent link: https://www.econbiz.de/10013206966
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Efficient estimation of multivariate semi-nonparametric GARCH filtered Copula models
Chen, Xiaohong; Huang, Zhuo; Yi, Yanping - 2020 - Revised October 9, 2019
Persistent link: https://www.econbiz.de/10015054147
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A Medium-term macroeconometric model of the U.K. economy 1950-1982
Beenstock, Michael (contributor) - 1983
Persistent link: https://www.econbiz.de/10000336692
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A finely disaggregated, non-separable, non-homothetic demand model for a commodity priced by time-of-use
Poirier, Dale J. - 1985
Persistent link: https://www.econbiz.de/10003652826
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Rationalizing the anomalous performance of models in different data sets
Poirier, Dale J. - 1985
Persistent link: https://www.econbiz.de/10003652865
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Model occurrence and model selection in panel data sets
Poirier, Dale J.; Klepper, Steven - 1978
Persistent link: https://www.econbiz.de/10003462752
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Estimation of dynamic models with error components
Anderson, T. W.; Hsiao, Cheng - 1980
Persistent link: https://www.econbiz.de/10003469626
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Autoregressive modelling of Canadanian money and income data
Hsiao, Cheng - 1978
Persistent link: https://www.econbiz.de/10003582199
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The transmission of world economic expasion to an open economy: some experiments for Canada
Sawyer, J. A.; Dungan, D. P.; Jump, G. V. - 1980
Persistent link: https://www.econbiz.de/10003533961