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Recent developments in continuous time econometric modelling
Nowman, Kalid Ben
- In:
Economic notes : economic review of Banca Monte dei …
20
(
1991
)
3
,
pp. 451-473
Persistent link: https://www.econbiz.de/10001124402
Saved in:
2
Continuous time econometric modelling of energy demand : a new approach
Nowman, Kalid Ben
- In:
Energy demand : evidence and expectations
,
(pp. 237-249)
.
1992
Persistent link: https://www.econbiz.de/10001281020
Saved in:
3
Gaussian estimation of single-factor continuous time models of the term structure of interest rates
Nowman, Kalid Ben
- In:
The journal of finance : the journal of the American …
52
(
1997
)
4
,
pp. 1695-1706
Persistent link: https://www.econbiz.de/10001227625
Saved in:
4
Rex Bergstrom's contributions to continuous time macroeconometric modeling
Nowman, Kalid Ben
- In:
Econometric theory
25
(
2009
)
4
,
pp. 1087-1098
Persistent link: https://www.econbiz.de/10003875938
Saved in:
5
Advanced continuous time dynamic modelling of the Japanese yield curve
Nowman, Kalid Ben
- In:
Interest rates : term structure models, monetary …
,
(pp. 3-17)
.
2012
Persistent link: https://www.econbiz.de/10009658370
Saved in:
6
Gaussian estimation and forecasting of multi-factor term structure models with an application to Japan and the United Kingdom
Nowman, Kalid Ben
- In:
Asia-Pacific financial markets
8
(
2001
)
1
,
pp. 23-34
Persistent link: https://www.econbiz.de/10001601028
Saved in:
7
Estimating the dynamics of interest rates in the Japanese economy
Nowman, Kalid Ben
;
Ñíguez, Trino-Manuel
- In:
The Asia Pacific journal of economics and business : APJEB
13
(
2009
)
1
,
pp. 3-13
Persistent link: https://www.econbiz.de/10003933215
Saved in:
8
An empirical comparison of interest rates using an interest rate model and nonparametric methods
Nowman, Kalid Ben
;
Saltoglu, Burak
- In:
Applied economics letters
10
(
2003
)
10
,
pp. 643-645
Persistent link: https://www.econbiz.de/10001801948
Saved in:
9
Kalman filtering of Generalized Vasicek term structure models
Babbs, Simon H.
;
Nowman, Kalid Ben
- In:
Journal of financial and quantitative analysis : JFQA
34
(
1999
)
1
,
pp. 115-130
Persistent link: https://www.econbiz.de/10001436345
Saved in:
10
Forecasting with the almost ideal demand system / evidence from some alternative dynamic specifications
Chambers, Marcus J.
- In:
Applied economics
29
(
1997
)
7
,
pp. 935-943
Persistent link: https://www.econbiz.de/10001224835
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