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Asymptotic Distributions of Impulse Responses, Step Responses, and Variance Decompositions of Estimated Linear Dynamic Models.
Mittnik, S. - Economics Department, State University of New … - 1993
Persistent link: https://www.econbiz.de/10005531028
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Computing Theoritical Autocovariance of Multivariate ARMA Models Using a Block-Levinson Method.
Mittnik, S. - Economics Department, State University of New … - 1992
Persistent link: https://www.econbiz.de/10005531032
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Nonlinear Time Series Analysis with Generalized Autoregressions: a State Space Approach.
Mittnik, S. - Economics Department, State University of New … - 1991
Persistent link: https://www.econbiz.de/10005744209
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Reply to Comments on Modeling Asset Returns with Alternative Stable Distributions and Some Extensions.
Mittnik, S. - Economics Department, State University of New … - 1993
Persistent link: https://www.econbiz.de/10005744215
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Derivation of the Unconditional State Covariance Matrix for Exact Maximum Likelihood Estimation of ARMA Models.
Mittnik, S. - Economics Department, State University of New … - 1990
Persistent link: https://www.econbiz.de/10005744217
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VECTOR AUTOREGRESSIONS AND STRUCTURAL ANALYSIS: SOME EXPERIMENTAL EVIDENCE.
BRAUM, P.A.; MITTNIK, S. - Economics Department, State University of New … - 1989
Persistent link: https://www.econbiz.de/10005816352