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Alternative estimators of FIML covariance matrix : a Monte Carlo study
Calzolari, Giorgio - In: Econometrica : journal of the Econometric Society, an … 56 (1988) 3, pp. 701-714
Persistent link: https://www.econbiz.de/10001047009
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Analytic derivatives and the computation of GARCH estimates
Fiorentini, Gabriele - In: Journal of applied econometrics 11 (1996) 4, pp. 399-417
Persistent link: https://www.econbiz.de/10001202516
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Variance reduction with Monte Carlo estimates of error rates in multivariate classification
Weihs, Claus; Calzolari, Giorgio; Röhl, Michael Claus - 1999
Persistent link: https://www.econbiz.de/10009789908
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Interactive preference elicitation in macroeconomic decision models
Panattoni, Lorenzo - In: Journal of economic dynamics & control 12 (1988) 1, pp. 109-116
Persistent link: https://www.econbiz.de/10001046043
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Optimal simulation with econometric models
Damiani, Mirella - In: Journal of economic dynamics & control 16 (1992) 1, pp. 93-108
Persistent link: https://www.econbiz.de/10001115986
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Testing numerical methods solving the linear least squares problem
Weihs, Claus - In: Statistical inference, econometric analysis and matrix …, (pp. 333-347). 2009
Persistent link: https://www.econbiz.de/10003781072
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Incorporating background knowledge for better prediction of cycle phases
Sondhauss, Ursula; Weihs, Claus - 2001
Persistent link: https://www.econbiz.de/10010316439
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Stability of multivariate representation of business cycles over time
Weihs, Claus; Garczarek, Ursula - 2002
Persistent link: https://www.econbiz.de/10010316447
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An approach for the determination of predictable time series
Busse, Anja M.; Steuer, Detlef; Weihs, Claus - 2001
Persistent link: https://www.econbiz.de/10010316466