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Adaptive Consistent Unit Root Tests Based on Autoregressive Threshold Model
Bec, Frederique; Guay, Alain; Guerre, Emmanuel - 2009
theory when the threshold variable is a level variable. We obtain a pivotal null limiting distribution under some simple …
Persistent link: https://www.econbiz.de/10014209706
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Forecasting intraday market risk : a marked self-exciting point process with exogenous renewals
Stindl, Tom - In: Journal of empirical finance 70 (2023), pp. 182-198
Persistent link: https://www.econbiz.de/10014423627
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Analysis of traffic injuries among children based on generalized linear model with a latent process in the mean
Bondarenko, Julia - 2006
Persistent link: https://www.econbiz.de/10003243057
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Kointegration und Granger-Kausalität : empirische Analysen der tariflichen Einkommen in der Bundesrepublik Deutschland
Lob, Matthias - 1994 - 1. Aufl
Persistent link: https://www.econbiz.de/10000887949
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Cointegration in macroeconomic systems : seasonality and explosive roots
Kunst, Robert M. - 1989
Persistent link: https://www.econbiz.de/10000800304
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Non- and semiparametric identification of seasonal nonlinear autoregession models
Yang, Lijian; Tschernig, Rolf - 1998
Persistent link: https://www.econbiz.de/10000168640
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Econometrics in theory and practice : Festschrift for Hans Schneeweiß ; with 33 tables
Galata, Robert (ed.); Schneeweiß, Hans (honouree);  … - 1998
research on decision theory which has marked developments in this field. His book Entscheidungskriterien bei Risiko, published …
Persistent link: https://www.econbiz.de/10000655961
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Adäquate Modellierung von Finanzzeitreihen und Parameterschätzung in Modellen mit autoregressiver bedingter Heteroskedastie
Brechtmann, Markus - 1998
Persistent link: https://www.econbiz.de/10000675119