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A fast algorithm for the computation of HAC covariance matrix estimators
Heberle, Jochen; Sattarhoff, Cristina - In: Econometrics : open access journal 5 (2017) 1, pp. 1-16
as code for a reference implementation in R. …
Persistent link: https://www.econbiz.de/10011653828
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Microcomputer forecasting and stabilisation of multiple time series in the state space
Vishwakarma, Keshav P. - 1985
Persistent link: https://www.econbiz.de/10000702898
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Dynamic regression analysis and forecasting with microcomputers : classical and state space methods
Vishwakarma, Keshav P. - 1985 - Rev
Persistent link: https://www.econbiz.de/10000689647
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Nicht lineare latente Variablenmodelle
Wittenberg, Jörg H. - 1998
Persistent link: https://www.econbiz.de/10011529090
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ctmcd: an R package for estimating the parameters of a continuous-time Markov chain from discrete-time data
Pfeuffer, Marius - In: Essays on the measurement of credit risk, (pp. 28-49). 2017
Persistent link: https://www.econbiz.de/10011901169
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Regression models for categorical dependent variables using stata
Long, J. Scott; Freese, Jeremy - 2003 - Rev. ed.
Persistent link: https://www.econbiz.de/10001780415
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Robust regression in Stata
Verardi, Vincenzo; Croux, Christophe - 2008
Persistent link: https://www.econbiz.de/10003977720
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Sparse least trimmed squares regression
Alfons, Andreas; Croux, Christophe; Gelper, Sarah - 2011
Persistent link: https://www.econbiz.de/10009377551
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Regression models for categorical dependent variables using Stata
Long, J. Scott; Freese, Jeremy - 2006 - 2. ed.
Persistent link: https://www.econbiz.de/10003216949