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Rias to coefficients on lagged dependent variables
Grubb, David; Symons, James - 1983
Persistent link: https://www.econbiz.de/10003529856
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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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Nonparametric estimation of missing values in time series
Noack, Thomas; Schlittgen, Rainer - 1999
Persistent link: https://www.econbiz.de/10001379096
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A unified approach to the measurement error problem in time series models
Tanaka, Katsuto - In: Econometric theory 18 (2002) 2, pp. 278-296
Persistent link: https://www.econbiz.de/10001661295
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Nonparametric estimation of missing values in time series
Noack, Thomas; Schlittgen, Rainer - In: Allgemeines statistisches Archiv : AStA ; journal of … 84 (2000) 1, pp. 23-32
Persistent link: https://www.econbiz.de/10001473468
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Trending time-varying coefficient models with serially correlated errors
Cai, Zongwu (contributor) - 2003 - [Elektronische Ressource]
Persistent link: https://www.econbiz.de/10001919034
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Schätzrisiken in der Portfoliotheorie : Auswirkungen und Möglichkeiten der Reduktion
Memmel, Christoph - 2004 - 1. Aufl.
Persistent link: https://www.econbiz.de/10002477202
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When long memory meets the Kalman Filter : a comparative study
Grassi, Stefano; Santucci de Magistris, Paolo - 2011
Persistent link: https://www.econbiz.de/10009006828
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Trending time-varying coefficient time series models with serially correlated errors
Cai, Zongwu - In: Journal of econometrics 136 (2007) 1, pp. 163-188
Persistent link: https://www.econbiz.de/10003401651
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Asymptotic properties of the maximum likelihood an non-linear least squares estimators for noninvertible moving average models
Tanaka, Katsuto - 1987
Persistent link: https://www.econbiz.de/10013400520