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ARCH : selected readings
Engle, Robert F. (ed.) - 1995
Persistent link: https://www.econbiz.de/10013480116
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Non-stationary time series analysis and cointegration
Hargreaves, Colin P. (ed.) - 1994
Persistent link: https://www.econbiz.de/10013480139
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Bayesian estimation of volatility with moment-based nonlinear stochastic filters
Grothe, Oliver - 2006
Persistent link: https://www.econbiz.de/10013409325
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Eastern data and Western attitudes
Leamer, Edward E. - 1991
Persistent link: https://www.econbiz.de/10013452207
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On the identification and estimation of multiple input transfer function models with autocorrelated errors
Rahiala, Markku - 1985
Persistent link: https://www.econbiz.de/10013452261
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On an efficient smoothing parameter selector proposed by Hall and Johnstone
Härdle, Wolfgang - 1991
Persistent link: https://www.econbiz.de/10013452735
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Segmented regressions and causality (with applications to macroeconomic time series)
Bianchi, Marco - 1993
Persistent link: https://www.econbiz.de/10013452787
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Nonlinear VAR : some theory and an application to US GNP and unemployment
Altissimo, Filippo - 1998
Persistent link: https://www.econbiz.de/10013453297
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Nonlinearities and risk premia in daily dollar-mark exchange rate movements
Schmidt, Roland - 1992
Persistent link: https://www.econbiz.de/10013276320
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Estimating the aggregate agricultural supply response : a survey of techniques and results for developing countries
Thiele, Rainer - 2000
Persistent link: https://www.econbiz.de/10013261117