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Modeling multivariate time series with fractional integration in macroeconomics and finance
Weigand, Roland - 2018
Persistent link: https://www.econbiz.de/10012197752
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Econometrics of short and unreliable time series
Url, Thomas (ed.); Wörgötter, Andreas (contributor) - 1995
Persistent link: https://www.econbiz.de/10000545862
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Dynamic factor models
Hillebrand, Eric (ed.); Koopman, Siem Jan (ed.) - 2016 - First edition
Persistent link: https://www.econbiz.de/10011416192
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Current topics in the theory and application of latent variable models
Edwards, Michael C. (contributor); MacCallum, Robert C. (ed.) - 2013 - 1. publ.
Persistent link: https://www.econbiz.de/10010193477
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Analyzing the term structure of interest rates with macroeconomic factor models
Halberstadt, Arne - 2013
Persistent link: https://www.econbiz.de/10010236551
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Model reliability
Belsley, David A. (ed.) - 1986
Persistent link: https://www.econbiz.de/10000692886
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Special issue on high frequency data in finance ; Pt. 1
Baillie, Richard (contributor);  … - 1997
Persistent link: https://www.econbiz.de/10001224723
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Special issue on vector autoregression modelling and forecasting
Holden, Kenneth (contributor) - In: Journal of forecasting 14 (1995) 3, pp. 159-324
Persistent link: https://www.econbiz.de/10001181334
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Quantitative Verfahren im Finanzmarktbereich
Schröder, Michael (ed.) - 1996 - 1. Aufl.
Persistent link: https://www.econbiz.de/10000592147