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Testen und Auswählen von nichtlinearen Zeitreihenmodellen mit dem Bootstrap-Verfahren
Mellows, Meinert - 1999
Persistent link: https://www.econbiz.de/10000683469
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Three essays on econometrics
Kim, Myungsup - 2005
Persistent link: https://www.econbiz.de/10003905358
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Essays on time series and panel data econometrics
Song, Wonho - 2003
Persistent link: https://www.econbiz.de/10003624595
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Uniform inferences in econometrics
Mikusheva, Anna - 2007
Persistent link: https://www.econbiz.de/10009689094
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Essays on partial identification in econometrics and finance
Galichon, Alfred - 2007
Persistent link: https://www.econbiz.de/10009691355
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Semiparametric structure guided by prior knowledge with applications in economics
Scholz, Michael - 2011
by directly applying economic theory or by examining simple parametric models to identify the coarse features of the …
Persistent link: https://www.econbiz.de/10010238701
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Bootstrappen ökonometrischer Mehrgleichungsmodelle : die rückwärtige Berechnung von Prognoseintervallen
Cronjäger, Anke - 1996
Persistent link: https://www.econbiz.de/10000923734
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Financial markets and the theory of chaos
Gilmore, Claire Gilbert - 1992
Persistent link: https://www.econbiz.de/10000896128
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An investigation of nonlinearities and chaos in exchange-rates
Ellis, Jennifer Mary - 1992
Persistent link: https://www.econbiz.de/10000896131
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Rule-based forecasting : development and validation of an expert systems approach to time series extrapolation
Collopy, Frederick Lynch - 1991
Persistent link: https://www.econbiz.de/10000857895