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Multiple testing under copula dependency structures
Neumann, André - 2018
Asymptotic oscillation behavior, family-wise error rate, p-value, bootstrap, Schweder-Spjotvoll estimator. …
Persistent link: https://www.econbiz.de/10012166272
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Large panels and high-dimensional vector autoregressive models
Callot, Laurent - 2012
Persistent link: https://www.econbiz.de/10010204938
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Theory and applications in non-linear cointegrated VAR models
Nejstgaard, Emil - 2014
Persistent link: https://www.econbiz.de/10010412522
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Three essays on unit roots and nonlinear co-integrated processes
Gaul, Jürgen - 2008
Persistent link: https://www.econbiz.de/10003773152
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Stock markets, current account dynamics, and exchange rate determination
Mercereau, Benoît - 2002
Persistent link: https://www.econbiz.de/10003780033
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Testen und Auswählen von nichtlinearen Zeitreihenmodellen mit dem Bootstrap-Verfahren
Mellows, Meinert - 1999
Persistent link: https://www.econbiz.de/10000683469
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Essays in corporate finance
Suárez, Gustavo A. - 2005
Persistent link: https://www.econbiz.de/10003384629
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Asymptotic and bootstrap tests for unit root and threshold cointegration
Seo, Myung Hwan - 2004
Persistent link: https://www.econbiz.de/10003550223
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Applications of advanced methods of cointegration analysis to money demand and equilibrium exchange rates
Hossfeld, Oliver - 2010
Persistent link: https://www.econbiz.de/10008825914
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Essays on theoretical and empirical aspects of structural break models
Yabu, Tomoyoshi - 2006
Persistent link: https://www.econbiz.de/10003380112