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Least sqares estimation of linear and nonlinear ARMAX models under data heterogeneity
Bierens, Herman J.
Persistent link: https://www.econbiz.de/10001277889
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Developments in the nonlinear analysis of economic series
Granger, C. W. J.
Persistent link: https://www.econbiz.de/10001278238
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The bias of some estimators for panel data models with measurement errors
Biørn, Erik
Persistent link: https://www.econbiz.de/10001279140
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Structuring volatile Swiss interest rates : some evidence on the present value model and a VAR-VARCH approach
Kunst, Robert M. - In: Econometric analysis of financial markets, (pp. 105-128). 1994
Persistent link: https://www.econbiz.de/10001284433
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Constructing an empirical model for Swiss franc exchange rates and interest rate differentials
Garbers, Hermann - In: Econometric analysis of financial markets, (pp. 79-88). 1994
Persistent link: https://www.econbiz.de/10001284435
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Statistische Adäquation, Trendelimination und empirischer Gehalt
Assenmacher, Walter - In: Wirtschafts- und Sozialstatistik heute : Theorie und …, (pp. 15-30). 1997
Persistent link: https://www.econbiz.de/10001296676
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International evidence of business-cycle nonlinearity
Rothman, Philip - In: Nonlinear dynamics and economics : proceedings of the …, (pp. 333-341). 1996
Persistent link: https://www.econbiz.de/10001297236
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Trends, shocks, persistent cycles in evolving economy : business-cycle measurement in time-frequency representation
Chen, Ping - In: Nonlinear dynamics and economics : proceedings of the …, (pp. 307-331). 1996
Persistent link: https://www.econbiz.de/10001297242
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Linearity testing and nonlinear modeling of economic time series
Teräsvirta, Timo - In: Nonlinear dynamics and economics : proceedings of the …, (pp. 281-293). 1996
Persistent link: https://www.econbiz.de/10001297243
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Searching for nonlinearity in mean and variance
Jaditz, Theodore Mark - In: Nonlinear dynamics and economics : proceedings of the …, (pp. 201-218). 1996
Persistent link: https://www.econbiz.de/10001297245