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A simple variable selection techniques for nonlinear models
Rech, Gianluigi; Teräsvirta, Timo; Tschernig, Rolf - 1999
Persistent link: https://www.econbiz.de/10000168492
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On estimating a dynamic function of a stochastic system with averaging
Liptser, R.; Spokojnyj, Vladimir G. - 1998
Persistent link: https://www.econbiz.de/10000168629
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Non- and semiparametric identification of seasonal nonlinear autoregession models
Yang, Lijian; Tschernig, Rolf - 1998
Persistent link: https://www.econbiz.de/10000168640
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Gibbs sampling in AR models with random walk priors
Polasek, Wolfgang; Jin, Song - 1994
Persistent link: https://www.econbiz.de/10000897047
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Program SEATS "Signal Extraction in ARIMA Time Series" : instructions for the user
Maravall Herrero, Agustín; Gómez, Víctor - 1994
Persistent link: https://www.econbiz.de/10000898197
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Time series
Harvey, Andrew C. (contributor) - 1994
Persistent link: https://www.econbiz.de/10000898299
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Time series ; 1
Harvey, Andrew C. (ed.) - 1994
Persistent link: https://www.econbiz.de/10000898300
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Time series ; 2
Harvey, Andrew C. (ed.) - 1994
Persistent link: https://www.econbiz.de/10000898301
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The dynamics of business cycles : stylized facts, economic theory, econometric methodology and applications
Reiter, Michael - 1995
Persistent link: https://www.econbiz.de/10000898317