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Kleine-Stichproben-Eigenschaften von Parameterschätzern in einem einfachen strukturellen Trendmodell
Pauly, Ralf; Bousardt, Dieter; Trenkler, Dietrich - 1994
Persistent link: https://www.econbiz.de/10000665371
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State-space models with regime switching : classical and Gibbs-sampling approaches with applications
Kim, Chang-jin; Nelson, Charles R. - 1999
Persistent link: https://www.econbiz.de/10000672140
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Essays on finite sample inference and financial econometrics
Bao, Yong - 2004
Persistent link: https://www.econbiz.de/10003386763
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Bayesian methods applied to time series data
Fomby, Thomas B. (contributor) - 1996
Persistent link: https://www.econbiz.de/10001208990
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Subsampling intervals in autoregressive models with linear time trend
Romano, Joseph P.; Wolf, Michael - In: Econometrica : journal of the Econometric Society, an … 69 (2001) 5, pp. 1283-1314
Persistent link: https://www.econbiz.de/10001612104
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Panel data regression for counts
Brännäs, Kurt - In: Statistical papers 37 (1996) 3, pp. 191-213
Persistent link: https://www.econbiz.de/10001204330
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On the use panel data in stochastic frontier models with improper priors
Fernández, Carmen - In: Journal of econometrics 79 (1997) 1, pp. 169-193
Persistent link: https://www.econbiz.de/10001220058
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ARIMA as an analytical procedure : relative efficiency and effectiveness of a limited number of observations
Wilson, Arlette C. - In: Review of business and economic research : RBER ; a … 26 (1991) 2, pp. 1-10
Persistent link: https://www.econbiz.de/10001123986
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Estimation of autocorrelations of survey errors with application to trend estimation in small areas
Pfeffermann, Danny - In: Journal of business & economic statistics : JBES ; a … 16 (1998) 3, pp. 339-348
Persistent link: https://www.econbiz.de/10001246506