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Econometrics in theory and practice : Festschrift for Hans Schneeweiß ; with 33 tables
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Order statistics: applications
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Econometric analysis of financial markets
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Empirical economic and financial research : theory, methods and practice ; [Festschrift in honour of Professor Siegfried Heiler]
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Nonlinear dynamics and economics : proceedings of the Tenth Internat. Symposium in Economic Theory and Econometrics
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30th anniversary edition
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Empirical science of financial fluctuations : the advent of econophysics [proceedings of a workshop hosted by the Nihon Keizai Shimbun, Inc., and held in Tokyo, Nov. 15-17, 2000]
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131
Panel data models : some recent developments
Arellano, Manuel
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2001
Persistent link: https://www.econbiz.de/10001631143
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132
Mémoire longue et intégration fractionnaire : une application à la série du PIB de la France aux XIX siècles
Diebolt, Claude
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Guiraud, Vivien
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2000
Persistent link: https://www.econbiz.de/10001571042
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133
Estimation of dynamic limited-dependent rational expectations models
Lee, Lung-fei
- In:
Analysis of panels and limited dependent variable …
,
(pp. 79-113)
.
1999
Persistent link: https://www.econbiz.de/10001445102
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134
Unit root testing in integer-valued AR(1) models
Hellström, Jörgen
- In:
Count data autoregression modelling
,
(pp. 1-6)
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1999
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135
Generalized integer-valued autoregression
Brännäs, Kurt
;
Hellström, Jörgen
- In:
Count data autoregression modelling
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1999
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A new approach to modelling and forecasting monthly guest nights in hotels
Brännäs, Kurt
;
Hellström, Jörgen
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Nordström, Jonas
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Count data autoregression modelling
,
(pp. 1-12)
.
1999
Persistent link: https://www.econbiz.de/10001424840
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Estimation and comparison of growth and dose-response curves in the presence of purposeful censoring
Stewart, Paul W.
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2000
Persistent link: https://www.econbiz.de/10001485247
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138
Aggregation and unit roots in economic time series
Hornok, Attila
;
Mátyás, László
- In:
Panel data econometrics : future directions : papers in …
,
(pp. 213-234)
.
2000
Persistent link: https://www.econbiz.de/10001488083
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139
Detection and estimation of changes in ARCH processes
Kokoszka, Piotr
;
Leipus, Remigijus
- In:
Measuring risk in complex stochastic systems
,
(pp. 149-160)
.
2000
Persistent link: https://www.econbiz.de/10001579730
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A small sample correction of the Dickey-Fuller test
Johansen, Søren
- In:
New directions in macromodelling
,
(pp. 49-68)
.
2004
Persistent link: https://www.econbiz.de/10002717320
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