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ECONIS (ZBW)
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Essays on nonlinearities in time series : regime switching, outlying observations, and changes in persistence
Rinke, Saskia
-
2017
Information criteria, nonlinearity, additive outliers, innovative outliers, change in persistence, outlier detection. - Informationskriterien, Nichtlinearität, additive Ausreißer, innovative Ausreißer, Persistenzbruch, Ausreißerermittlung
Persistent link: https://www.econbiz.de/10012123316
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Applied aspects of integrated time series : seasonality, measurement errors and common factors
Kuzin, Vladimir
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2007
Persistent link: https://www.econbiz.de/10003633757
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3
Three essays in market microstructure
Zabotina, Tatyana V.
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2002
Persistent link: https://www.econbiz.de/10003777581
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4
Stock markets, current account dynamics, and exchange rate determination
Mercereau, Benoît
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2002
Persistent link: https://www.econbiz.de/10003780033
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5
Essays on Bayesian econometrics
Radchenko, Stanislav
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2002
Persistent link: https://www.econbiz.de/10003780474
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6
Three essays on unit roots and nonlinear co-integrated processes
Gaul, Jürgen
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2008
Persistent link: https://www.econbiz.de/10003773152
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7
Essays on forecasting stationary and nonstationary economic time series
Bachmeier, Lance J.
-
2002
Persistent link: https://www.econbiz.de/10003774225
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8
Trends and breaks in cointegrated VAR models
Hungnes, Hårvard
-
2006
Persistent link: https://www.econbiz.de/10003321336
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9
On interest rate dynamics and change in persistence
Scheithauer, Jan
-
2008
Persistent link: https://www.econbiz.de/10003796790
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10
Three essays on Asian economies
Chumrusphonlert, Kamol
-
2003
Persistent link: https://www.econbiz.de/10003378835
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