Narrow search
Showing 1 - 10 of 25,396
Cover Image
Partielle und simultane Prüfung auf Autokorrelation und Heteroskedastizität der Störvariablen im linearen Regressionsmodell
Bährens, Henning - 1992
Persistent link: https://www.econbiz.de/10013357762
Cover Image
Some asymptotic results on non-standard likelihood ratio tests, and Cox process modeling in finance
Szimayer, Alexander (contributor) - 2002 - [Elektronische Ressource]
Persistent link: https://www.econbiz.de/10001758056
Cover Image
Diagnostic tests based on quantile residuals for nonlinear time series models
Kalliovirta, Leena - 2009
Persistent link: https://www.econbiz.de/10003885269
Cover Image
Estimation and inference under non-stationarity
Qiu, Tian Tian - 2008
Persistent link: https://www.econbiz.de/10011574093
Cover Image
Heteroskedastie- und Autokorrelationskonsistente Kovarianzmatrixschätzung im linearen Regressionsmodell
Berghoff, Sonja - 1996
Persistent link: https://www.econbiz.de/10013360922
Cover Image
Essays in financial econometrics : GMM and conditional heteroscedasticity
Aguilar, Mike - 2008
Persistent link: https://www.econbiz.de/10010247172
Cover Image
Tail estimation and conditional modeling of heteroscedastic time-series
Paolella, Marc S. - 1999 - 1. Aufl.
Persistent link: https://www.econbiz.de/10001388258
Cover Image
Essays on nonstandard testing of trend functions in time series models
Sayginsoy, Ozgen - 2004
Persistent link: https://www.econbiz.de/10003551599
Cover Image
Econometric analysis of financial count data and portfolio choice : a dynamic approach
Rengifo, Erick W. - 2005
Persistent link: https://www.econbiz.de/10003987160