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Posterior analysis of econometric models using Monte Carlo integration

Dijk, Herman K. van - 1984

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Testing, encompassing and simulating dynamic econometric models

Gouriéroux, Christian; Monfort, Alain - 1994 - Rev

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Indirect inference for stochastic differential equations

Gouriéroux, Christian; Monfort, Alain - 1994

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Indirect inference

Gouriéroux, Christian; Monfort, Alain; Renault, Eric - 1992 - Rev

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Testing, encompassing and simulating dynamic econometric models

Gouriéroux, Christian; Monfort, Alain - 1992

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Statistics and econometric models

Gourieroux, Christian; Monfort, Alain - 1995

Persistent link: https://www.econbiz.de/10000425112

Statistik, Ökonometrie, Optimierung : Methoden und ihre praktischen Anwendungen in Finanzanalyse und Portfoliomanagement

Poddig, Thorsten; Dichtl, Hubert; Petersmeier, Kerstin - 2008 - 4., vollst. überarb. Aufl.

Persistent link: https://www.econbiz.de/10003597953

Testing for integration using evolving trend and seasonals models : a Bayesian approach

Koop, Gary; Dijk, Herman K. van - 1999

In this paper, we make use of state space models toinvestigate the presence of stochastic trends in economic time series. Amodel is specified where such a trend can enter either in the autoregressiverepresentation or in a separate state equation. Tests based on the formerare analogous to...

Persistent link: https://www.econbiz.de/10011302135

Testing for integration using evolving trend and seasonals models : a Bayesian approach

Koop, Gary; Dijk, Herman K. van; Hoek, Henk - 1997

In this paper, we make use of state space models to investigate the presence of stochastic trends in economic time series. A model is specified where such a trend can enter either in the autoregressive representation or in a separate state equation. Tests based on the former are analogous to...

Persistent link: https://www.econbiz.de/10010338455

Statistik, Ökonometrie, Optimierung : Methoden und ihre praktische Anwendung in Finanzanalyse und Portfoliomanagement

Poddig, Thorsten; Dichtl, Hubert; Petersmeier, Kerstin - 2003 - 3., erweiterte Auflage

Persistent link: https://www.econbiz.de/10001798045