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Time-series models in marketing : some recent developments
Dekimpe, Marnik G.; Hanssens, Dominique M. - In: Marketing : journal of research and management 6 (2010) 1, pp. 24-29
Persistent link: https://www.econbiz.de/10003976409
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A Gibbs sampler for Beyesian ARCH-models
Korn, Olaf - 1993
Persistent link: https://www.econbiz.de/10000883045
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Estimating sectoral cycles using cointegration and common features
Engle, Robert F.; Issler, João Victor - 1993
Persistent link: https://www.econbiz.de/10000885426
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Multi-country tests for the oscillator model with slowly varying coefficients
Ramsey, James B.; Keenan, Sean C. - 1994
Persistent link: https://www.econbiz.de/10000887596
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Introductory business & economic forecasting
Newbold, Paul; Bos, Theodore - 1994 - 2. ed.
Persistent link: https://www.econbiz.de/10000887984
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Fourth-moments structures in financial time series
Kunst, Robert M. - 1993
Persistent link: https://www.econbiz.de/10000888010
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Unobserved components in economic time series
Maravall Herrero, Agustín - 1993
Persistent link: https://www.econbiz.de/10000889047
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Business cycles and interest rate spread in the US, Europe and Japan : a stochastic approach
Fayolle, Jacky; Mathis, Alexandre - 1994
Persistent link: https://www.econbiz.de/10000894343
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Financial markets and the theory of chaos
Gilmore, Claire Gilbert - 1992
Persistent link: https://www.econbiz.de/10000896128
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An investigation of nonlinearities and chaos in exchange-rates
Ellis, Jennifer Mary - 1992
Persistent link: https://www.econbiz.de/10000896131