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1
Misspecification testing in systems of equations
Robertson, John C.
-
1992
Persistent link: https://www.econbiz.de/10000869556
Saved in:
2
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.
-
1998
Persistent link: https://www.econbiz.de/10000682409
Saved in:
3
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
Saved in:
4
"Peso problem" explanations for term structure anomalies
Bekaert, Geert
;
Hodrick, Robert J.
;
Marshall, David Aaron
-
1997
Persistent link: https://www.econbiz.de/10000638171
Saved in:
5
Adäquate Modellierung von Finanzzeitreihen und Parameterschätzung in Modellen mit autoregressiver bedingter Heteroskedastie
Brechtmann, Markus
-
1998
Persistent link: https://www.econbiz.de/10000675119
Saved in:
6
Die systematische Stichprobe zur Schätzung zweiter Momente in kontinuierlichen Grundgesamtheiten
Hebbel, Hartmut
-
2006
Persistent link: https://www.econbiz.de/10003373757
Saved in:
7
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.
-
1999
Persistent link: https://www.econbiz.de/10001426216
Saved in:
8
Stima bayesiana dei coefficienti Beta : un'applicazione al mercato italiano
Cervesato, Edoardo
- In:
Giornale degli economisti e annali di economia
54
(
1996
)
10
,
pp. 533-554
Persistent link: https://www.econbiz.de/10001208508
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9
Can economic time series be differenced to stationarity?
Leybourne, Stephen James
- In:
Journal of business & economic statistics : JBES ; a …
14
(
1996
)
4
,
pp. 435-446
Persistent link: https://www.econbiz.de/10001209345
Saved in:
10
Nonparametric estimation and testing of interaction in additive models
Sperlich, Stefan
;
Tjøstheim, Dag
;
Yang, Lijian
- In:
Econometric theory
18
(
2002
)
2
,
pp. 197-251
Persistent link: https://www.econbiz.de/10001661291
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