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Multivariate ARMA models with generalized autoregressive linear innovation
Francq, Christian; Zakoïan, Jean-Michel - 1995
Persistent link: https://www.econbiz.de/10000910561
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Regression on log-regularized periodogram under assumption on bounded spectral densities : the non fractional and the fractional cases
Comte, Fabienne; Hardouin, C. - 1995
Persistent link: https://www.econbiz.de/10000912012
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Regression on log-regularized periodogram for fractional models at low frequencies
Comte, Fabienne; Hardouin, C. - 1995
Persistent link: https://www.econbiz.de/10000912857
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Parameter of interest, nuisance parameter and orthogonality conditions : an application to autoregressive error component models
Crépon, Bruno; Kramarz, Francis; Trognon, Alain - 1993
Persistent link: https://www.econbiz.de/10000871308
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US demand for food : a complete system of quantity effects on prices
Huang, Kuo S. - 1991
Persistent link: https://www.econbiz.de/10000873495
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An iterated moment estimator for conditionally linear equation systems : a note
Blundell, Richard W.; Robin, Jean-Marc - 1993
Persistent link: https://www.econbiz.de/10000873891
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Estimation Bayésienne de probabilités de mouvement en capture-recapture
Dupuis, Jérôme A. - 1993
Persistent link: https://www.econbiz.de/10000874754
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Non parametric estimation of the chaotic function and the invariant measure of a dynamical system
Bosq, Denis; Guégan, Dominique - 1993
Persistent link: https://www.econbiz.de/10000874756
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Analyse économetrique des données de durée en démographie
Ferroukhi, D.; Zemamouche, S. - 1992
Persistent link: https://www.econbiz.de/10000874943
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Minimum Hellinger distance estimates for general bilinear time series models
Hili, O.; Guégan, Dominique - 1993
Persistent link: https://www.econbiz.de/10000879083