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A nonparametric test for autoregressive conditional heteroscedasticity : a Markov-chain approach
Gregory, Allan W. - In: Journal of business & economic statistics : JBES ; a … 7 (1989) 1, pp. 107-115
Persistent link: https://www.econbiz.de/10001090231
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A guide to interpreting time series monitoring "trends" : an overview
Castles, Ian (contributor) - 1993
Persistent link: https://www.econbiz.de/10000883610
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Introduction to the statistical analysis of categorical data : with 121 tables
Andersen, Erling B. - 1997
Persistent link: https://www.econbiz.de/10000618975
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Outliers in statistical data analysis
Pemajayantha, V. - 1995
Persistent link: https://www.econbiz.de/10000603553
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Data transormations and de-trending in econometrics
Pollock, D. S. G. - 1996
Persistent link: https://www.econbiz.de/10000608570
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Statistical methodological issues and macroeconomic time series : Bulgaria 1970 - 1990
Koparanova, Malinka; Minassian, Garabed - 1993
Persistent link: https://www.econbiz.de/10000137128
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A S.A.F.E. approach to risk : saddlepoint approximations in financial econometrics
Broda, Simon A. (contributor) - 2007
Persistent link: https://www.econbiz.de/10003640172
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Studying co-movements in large multivariate models without multivariate modelling
Cubadda, Gianluca; Hecq, Alain W. J.; Palm, Franz C. - 2007
Persistent link: https://www.econbiz.de/10003647580
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Optimum currency areas theory: an empirical application to Turkey /Itir Ozer; Ibrahim Ozkan; Okan H. Aktan
Ozer, Itir; Ozkan, Ibrahim; Aktan, Okan H. - In: South-east European journal of economics and business 2 (2007) 2, pp. 75-88
Persistent link: https://www.econbiz.de/10003650162