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Diagnostic tests based on quantile residuals for nonlinear time series models
Kalliovirta, Leena - 2009
Persistent link: https://www.econbiz.de/10003885269
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Three essays on nonlinear nonstationary econometrics and applied macroeconomics
Bae, Youngsoo - 2006
Persistent link: https://www.econbiz.de/10003965066
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Modelling and forecasting economic time series with single hidden-layer feedforward autoregressive artificial neural networks
Rech, Gianluigi - 2001
Persistent link: https://www.econbiz.de/10001628249
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Klassifikation und Analyse finanzwirtschaftlicher Zeitreihen mit Hilfe von fraktalen Brownschen Bewegungen
Hafner, Michael - 2005
Persistent link: https://www.econbiz.de/10002553526
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Uniform inferences in econometrics
Mikusheva, Anna - 2007
Persistent link: https://www.econbiz.de/10009689094
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Essays in the econometrics of dynamic duration models with application to tick by tick financial data
Galli, Fausto - 2009
Persistent link: https://www.econbiz.de/10003986565
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Econometric analysis of financial count data and portfolio choice : a dynamic approach
Rengifo, Erick W. - 2005
Persistent link: https://www.econbiz.de/10003987160
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Essays on nonstandard testing of trend functions in time series models
Sayginsoy, Ozgen - 2004
Persistent link: https://www.econbiz.de/10003551599
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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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Estimation and inference under non-stationarity
Qiu, Tian Tian - 2008
Persistent link: https://www.econbiz.de/10011574093