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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
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Strongly dependent economic time series : theory and applications
Tieslau, Margie A. - 1992
Persistent link: https://www.econbiz.de/10000987055
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Statistical properties of GARCH processes
He, Changli - 1997
Persistent link: https://www.econbiz.de/10000975043
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Application of local to unity asymptotic theory to time series regression
Elliott, Graham - 1994
Persistent link: https://www.econbiz.de/10000915966