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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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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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Special issue: Symposium on computational finance
Jensen, Bjarne Astrup (contributor) - 2000
Persistent link: https://www.econbiz.de/10001653140
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Model selection methods for panel vector autoregressive models
Camehl, Annika - 2018
Persistent link: https://www.econbiz.de/10012154338
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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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Non-stationary time series analysis and cointegration
Hargreaves, Colin P. (ed.) - 1994
Persistent link: https://www.econbiz.de/10013480139
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Measuring and interpreting business cycles
Bergström, Villy (contributor); Vredin, Anders (contributor) - 1994
Persistent link: https://www.econbiz.de/10000891833
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Theoretical results in the I(1) and the I(2) model
Jusélius, Katarina (ed.) - 1994
Persistent link: https://www.econbiz.de/10000895834