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Estimation and testing in integer-valued AR(1) models
Brännäs, Kurt - 1993
Persistent link: https://www.econbiz.de/10000883935
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Panel data regression for counts
Brännäs, Kurt - In: Statistical papers 37 (1996) 3, pp. 191-213
Persistent link: https://www.econbiz.de/10001204330
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Forecasting based on very small samples and additional non-sample information
Brännäs, Kurt; Hellström, Jörgen - 1998
Persistent link: https://www.econbiz.de/10000993162
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A new approach to modelling and forecasting monthly guest nights in hotels
Brännäs, Kurt; Hellström, Jörgen; Nordström, Jonas - 1999
Persistent link: https://www.econbiz.de/10001398533
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New panel unit root tests of PPP
Coakley, Jerry - In: Economics letters 57 (1997) 1, pp. 17-22
Persistent link: https://www.econbiz.de/10001229597
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Common stochastic trends in international stock prices and dividends : an example of testing overidentifying restrictions on multiple cointegration vectors
Engsted, Tom - In: Applied financial economics 7 (1997) 6, pp. 659-665
Persistent link: https://www.econbiz.de/10001240790
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Fourth-moments structures in financial time series
Kunst, Robert M. - 1993
Persistent link: https://www.econbiz.de/10000888010
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The econometrics of ultra-high frequency data
Engle, Robert F. - 1996
Persistent link: https://www.econbiz.de/10000613076
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Exponent of cross-sectional dependence : estimation and inference
Bailey, Natalia; Kapetanios, George; Pesaran, M. Hashem - 2012
Persistent link: https://www.econbiz.de/10009579875