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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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A Gibbs sampling approach to cointegration
Bauwens, Luc - 1997
Persistent link: https://www.econbiz.de/10000962645
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Cointegration: a survey of recent developments
Dolado, Juan J.; Jenkinson, Tim - 1987
Persistent link: https://www.econbiz.de/10000842222
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Computing p-values for the generalized Durbin-Watson and other invariant test statistics
Ansley, Craig F.; Kohn, Robert; Shively, Thomas S. - 1991
Persistent link: https://www.econbiz.de/10000846932
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Pitfalls in constructing bootstrap confidence intervals for asymptotically pivotal statistics
Kilian, Lutz - 1998 - Preliminary, version March 3, 1998
Persistent link: https://www.econbiz.de/10000993763
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Another interpretation of economic time series : an application of deterministic chaos equations to economic data analysis
Hiromatsu, Takeshi; Tanaka, Tatsuo - 1988
Persistent link: https://www.econbiz.de/10000755511
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Diagnostic quality of residual analyses in time series decompositions
Pauly, Ralf - 1997
Persistent link: https://www.econbiz.de/10000664652
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Modelling common linear dynamics : a critical review
Breusch, Trevor S. - 1994
Persistent link: https://www.econbiz.de/10000895692
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The kurtosis of ARMA-GARCH-Models
Sanddorf-Köhle, Walter G. - 1998
Persistent link: https://www.econbiz.de/10001415651
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On adjusting the HP-Filter for the frequency of observations
Ravn, Morten O. - 2001
Persistent link: https://www.econbiz.de/10013423461