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The fat tail of ARCH processes
Rogers, Alan J. - 1994
Persistent link: https://www.econbiz.de/10000887004
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Markov chain Monte Carlo in conditionally Gaussian state space models
Carter, Chris K.; Kohn, Robert - 1994
Persistent link: https://www.econbiz.de/10000887142
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Kointegration und Granger-Kausalität : empirische Analysen der tariflichen Einkommen in der Bundesrepublik Deutschland
Lob, Matthias - 1994 - 1. Aufl
Persistent link: https://www.econbiz.de/10000887949
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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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A simple message for autocorrelation correctors: Don't
Mizon, Grayham E. - 1993
Persistent link: https://www.econbiz.de/10000889040
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Fractionally integrated generalized autoregressive conditional heteroskedasticity
Baillie, Richard; Bollerslev, Tim; Mikkelsen, Hans Ole Æ. - 1994 - current version
Persistent link: https://www.econbiz.de/10000891757
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Measuring and interpreting business cycles
Bergström, Villy (contributor); Vredin, Anders (contributor) - 1994
Persistent link: https://www.econbiz.de/10000891833
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On the shape of the likelihood posterior in cointegration models
Kleibergen, Frank; Dijk, Herman K. van - 1993
Persistent link: https://www.econbiz.de/10000894164
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Present value for a stochastic interest rate
Gay, Roger - 1994
Persistent link: https://www.econbiz.de/10000894835
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Inferring long-run relationships in macroeconomic data
MacNamara, Ronald R. - 1994
Persistent link: https://www.econbiz.de/10000895165