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Essays on nonstandard testing of trend functions in time series models
Sayginsoy, Ozgen - 2004
Persistent link: https://www.econbiz.de/10003551599
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Markov regime switching in economic time series
Erlandsson, Ulf G. - 2005
Persistent link: https://www.econbiz.de/10003095762
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Essays on theoretical and empirical aspects of structural break models
Yabu, Tomoyoshi - 2006
Persistent link: https://www.econbiz.de/10003380112
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Nonlinear nonstationary time series analysis and its application
Arai, Yoichi - 2004
Persistent link: https://www.econbiz.de/10003549342
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Essays on structural vector autoregressions identified through time-varying volatility
Schlaak, Thore - 2019
Persistent link: https://www.econbiz.de/10012173758
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Essays on the volatility of macroeconomic and financial time series
Yu, Wei-choun - 2006
Persistent link: https://www.econbiz.de/10003973905
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Assessing predictability and structural change : econometric analyses with financial applications
Deng, Ai - 2006
Persistent link: https://www.econbiz.de/10003965303
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Stock markets, current account dynamics, and exchange rate determination
Mercereau, Benoît - 2002
Persistent link: https://www.econbiz.de/10003780033
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Applied aspects of integrated time series : seasonality, measurement errors and common factors
Kuzin, Vladimir - 2007
Persistent link: https://www.econbiz.de/10003633757
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Analyzing monetary policy in a real-time setting
Tchaidze, Robert R. - 2002
Persistent link: https://www.econbiz.de/10003778923