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A comparison of confidence intervals from R-estimators in regression
George, Karen J. (contributor) - 1994
Persistent link: https://www.econbiz.de/10000896829
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Gibbs sampling in VAR models with tightness priors
Polasek, Wolfgang - 1994
Persistent link: https://www.econbiz.de/10000897045
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Gibbs sampling in B-VAR models with latent variables
Polasek, Wolfgang - 1994
Persistent link: https://www.econbiz.de/10000897046
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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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How much do plug-in bandwidth selectors adapt to non-smoothness?
Es, A. J. van; Hoogstrate, André J. - 1994
Persistent link: https://www.econbiz.de/10000897115
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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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Periodic integration and cointegration : with applications to the New Zealand aggregate consumption functions
Harrison, Robin; Smith, Aaron - 1994
Persistent link: https://www.econbiz.de/10000898327
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The role of the signal-noise ratio in cointegrated systems
Kostial, Kristina - 1994
Persistent link: https://www.econbiz.de/10000898368