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Prediction, Extraction, and Estimation in Unobserved Components Model
Diebold, Francis X.; Nerlove, Marc - In: Econometric Theory 4 (1988) 02, pp. 356-359
Persistent link: https://www.econbiz.de/10008739383
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Unit roots in economic time series: a selective survey
Diebold, Francis X.; Nerlove, Marc - Federal Reserve Board (Board of Governors of the … - 1988
Persistent link: https://www.econbiz.de/10005513031
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Prediction, Extraction, and Estimation in Unobserved Components Models
Diebold, Francis X.; Nerlove, Marc - In: Econometric Theory 3 (1987) 02, pp. 305-305
Persistent link: https://www.econbiz.de/10005250064
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Time Series Analysis
Diebold, Francis X.; Kilian, Lutz; Nerlove, Marc - Department of Economics, University of Pennsylvania - 2006
We provide a concise overview of time series analysis in the time and frequency domains, with lots of references for further reading.
Persistent link: https://www.econbiz.de/10005102121
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The dynamics of exchange rate volatility: a multivariate latent factor ARCH model
Diebold, Francis X.; Nerlove, Marc - Federal Reserve Board (Board of Governors of the … - 1986
Persistent link: https://www.econbiz.de/10005724022
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The dynamics of exchange rate volatility : a multivariate latent factor ARCH model
Diebold, Francis X. - In: Journal of applied econometrics 4 (1989) 1, pp. 1-21
Persistent link: https://www.econbiz.de/10001071192
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Time Series Analysis
Diebold, Francis X. - 2006
Persistent link: https://www.econbiz.de/10012733371