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Essays on structural vector autoregressions identified through time-varying volatility
Schlaak, Thore - 2019
Persistent link: https://www.econbiz.de/10012173758
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Issues on multicollinearity and conditional heteroscedasticy in time series econometrics
Månsson, Kristofer - 2012
Persistent link: https://www.econbiz.de/10009503372
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Essays on empirical term structure modeling
Zhao, Feng - 2004
Persistent link: https://www.econbiz.de/10003387673
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Macroeconometrics with Bayesian estimation of dynamic stochastic general equilibrium models
Laforte, Jean-Philippe - 2008
Persistent link: https://www.econbiz.de/10011573031
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Regional entry and exit of firms
Berglund, Elisabet - 1999
Persistent link: https://www.econbiz.de/10001369990
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Using asymmetric loss functions in time series econometrics
Titova, Anna - 2019
Persistent link: https://www.econbiz.de/10012021670
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The theory of quantile regression and its application in finance and macroeconomics
Weber, Sebastian - 2016
Persistent link: https://www.econbiz.de/10011749246
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Essays in long memory
Vera-Valdés, J. Eduardo - 2016
Persistent link: https://www.econbiz.de/10011817446
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Three essays in macroeconomics
Chahrour, Ryan - 2012
Persistent link: https://www.econbiz.de/10011816962
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Modelling and forecasting economic time series with single hidden-layer feedforward autoregressive artificial neural networks
Rech, Gianluigi - 2001
Persistent link: https://www.econbiz.de/10001628249