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Tail index and quantile estimation with very high frequency data
Daníelsson, Jón; Vries, Casper G. de - 1996
Persistent link: https://www.econbiz.de/10000937915
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Testing for smooth transition nonlinearity in the presence of outliers
Dijk, Dick van; Franses, Philip Hans; Lucas, André - 1996
Persistent link: https://www.econbiz.de/10000944648
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Outlier robust analysis of market share and distribution relations for weekly scanning data
Franses, Philip Hans; Kloek, Teunis; Lucas, André - 1996
Persistent link: https://www.econbiz.de/10000945730
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Measuring the impact of promotion on weekly market shares
Franses, Philip Hans; Lucas, André - 1996
Persistent link: https://www.econbiz.de/10000952467
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Testing of unit root and other nonstationary hypotheses in macroeconomic time series
Gil-Alaña, Luis A.; Robinson, Peter M. - 1996
Persistent link: https://www.econbiz.de/10000952843
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Using a bootstrap method to choose the sample fraction in tail index estimation
Daníelsson, Jón (contributor) - 1997
Persistent link: https://www.econbiz.de/10000953451
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Messy time series : a unified approach
Harvey, Andrew C.; Koopman, Siem Jan; Penzer, Jeremy - 1997
Persistent link: https://www.econbiz.de/10000960677
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Estimation of preference weights in a model of monetary policy with multiplicative uncertainty
Swank, Otto H.; Hebbink, Gerrit Engelbert - 1992
Persistent link: https://www.econbiz.de/10000847078
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The advantage of tying one's economist's hand : the value of information in a monetary policy model
Swank, Otto H. - 1992
Persistent link: https://www.econbiz.de/10000849012
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Estimation of the dynamic stochastic volatility model for asset price determination by simulated maximum likelihood
Daníelsson, Jón - 1991
Persistent link: https://www.econbiz.de/10000850752