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On cointegration and exchange rate dynamics
Diebold, Francis X.; Gardeazabal, Javier; Yılmaz, Kamil - 1993 - [Rev.]
Persistent link: https://www.econbiz.de/10000854420
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On cointegration and exchange rate dynamics
Diebold, Francis X. - In: The journal of finance : the journal of the American … 49 (1994) 2, pp. 727-735
Persistent link: https://www.econbiz.de/10001169036
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Serial correlation and the combination of forecasts
Diebold, Francis X. - In: Journal of business & economic statistics : JBES ; a … 6 (1988) 1, pp. 105-111
Persistent link: https://www.econbiz.de/10001044765
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Exact maximum-likelihood estimation of autoregressive models via the Kalman filter
Diebold, Francis X. - In: Economics letters 22 (1986) 2, pp. 197-201
Persistent link: https://www.econbiz.de/10001026524
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Why are estimates of agricultural supply response so variable?
Diebold, Francis X.; Lamb, Russell L. - 1993
Persistent link: https://www.econbiz.de/10000899471
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Why are estimates of agricultural supply response so variable?
Lamb, Russell L.; Diebold, Francis X. - 1996
Persistent link: https://www.econbiz.de/10000933602
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Exact maximum likelihood estimation of observation-driven econometric models
Diebold, Francis X.; Schuermann, Til - 1996 - Rev. ed
Persistent link: https://www.econbiz.de/10000945190
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Modeling volatility dynamics
Diebold, Francis X.; López, José A. - 1995
Persistent link: https://www.econbiz.de/10000945662
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Exact maximum likelihood estimation of ARCH models
Diebold, Francis X.; Schuermann, Til - 1993 - Rev
Persistent link: https://www.econbiz.de/10000854410
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On maximum-likelihood estimation of the differencing parameter of fractionally integrated noise with unknown mean
Cheung, Yin-Wong; Diebold, Francis X. - 1993 - [Rev.]
Persistent link: https://www.econbiz.de/10000854431