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Econometric modelling of durations between economic events
Lunde, Asger - 1999
Persistent link: https://www.econbiz.de/10001401985
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Modelling time series counts data in financial microstructure
Heinen, Andreas - 2004
Persistent link: https://www.econbiz.de/10003386895
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Practicing econometrics : essays in method and application
Griliches, Zvi - 1998
Persistent link: https://www.econbiz.de/10000647168
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Three essays in the econometrics of time series
Shen, Chung-hua - 1991
Persistent link: https://www.econbiz.de/10000877970
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Nonlinearities and regime shifts in financial time series
Åsbrink, Stefan E. - 1997
Persistent link: https://www.econbiz.de/10000958387
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A new non-linear GARCH model
Hagerud, Gustaf E. - 1997
Persistent link: https://www.econbiz.de/10000958392
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Essays on the estimation and interference in non-stationary time series models
Haldrup, Niels - 1996
Persistent link: https://www.econbiz.de/10000965121
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Three essays on econometrics
Choi, In - 1990
Persistent link: https://www.econbiz.de/10000849504
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Applications of cointegration to some problems of aggregation
Ghose, Devajyoti - 1990
Persistent link: https://www.econbiz.de/10000857810
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Bootstrap inference in time series econometrics
Gredenhoff, Mikael P. - 1998
Persistent link: https://www.econbiz.de/10000984101