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Estimation theory
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International journal of forecasting
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Zur korrekten Interpretation der Ergebnisse einer log-linearen Regression bei Heteroskedastie : eine methodische Untersuchung mit einer Anwendung auf die relativen Löhne von Auslän...
Winkelmann, Rainer
- In:
Jahrbücher für Nationalökonomie und Statistik
221
(
2001
)
4
,
pp. 418-431
Persistent link: https://www.econbiz.de/10001598462
Saved in:
2
The logarithmic ACD model : an application to the bid-ask quote process of the NYSE stocks
Bauwens, Luc
;
Giot, Pierre
- In:
Annales d'économie et de statistique
(
2000
),
pp. 117-149
Persistent link: https://www.econbiz.de/10001543399
Saved in:
3
Real-time multivariate density forecast evaluation and calibration : monitoring the risk of high-frequency returns on foreign exchange
Diebold, Francis X.
;
Hahn, Jinyong
;
Tay, Anthony S. A.
-
1998
Persistent link: https://www.econbiz.de/10000998139
Saved in:
4
The ARCH Effect : a model of gradual anticipation for autoregressive conditional heteroskedasticity in asset returns
El Din, Tarek Mohy
-
1997
Persistent link: https://www.econbiz.de/10000623956
Saved in:
5
Structural analysis of vector error correction models with exogenous I(1) variables
Pesaran, M. Hashem
;
Shin, Yongcheol
;
Smith, Richard J.
-
1997
Persistent link: https://www.econbiz.de/10000629002
Saved in:
6
Models of income distribution in Britain: Lognormal, gamma and beta densities
Hildenbrand, Kurt
;
Islam, Saiful
-
1985
Persistent link: https://www.econbiz.de/10000420281
Saved in:
7
Non- and semiparametric identification of seasonal nonlinear autoregession models
Yang, Lijian
;
Tschernig, Rolf
-
1998
Persistent link: https://www.econbiz.de/10000168640
Saved in:
8
Parameter instability, superexogeneity and the monetary model of the exchange rate
Caporale, Guglielmo Maria
;
Pittis, Nikitas
-
1998
Persistent link: https://www.econbiz.de/10000650908
Saved in:
9
Regime switches in interest rates
Ang, Andrew
;
Bekaert, Geert
-
1998
Persistent link: https://www.econbiz.de/10000660440
Saved in:
10
"Peso problem" explanations for term structure anomalies
Bekaert, Geert
;
Hodrick, Robert J.
;
Marshall, David Aaron
-
1997
Persistent link: https://www.econbiz.de/10000638171
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