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Interpreting cointegrated models
Campbell, John Y.; Shiller, Robert J. - 1988
Persistent link: https://www.econbiz.de/10000753535
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Econometrics and data analysis for developing countries
Mukherjee, Chandan; White, Howard; Wuyts, Marc Eric - 1998
Persistent link: https://www.econbiz.de/10000626762
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Gaussian estimation of a two-factor continuous time model of the short-term interest rate
Bergstrom, A. R.; Nowman, K. B. - In: Economic notes : economic review of Banca Monte dei … 28 (1999) 1, pp. 25-41
Persistent link: https://www.econbiz.de/10001371828
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Vector autoregression : a critical tool in the arsenal of sales response modeling
Leachman, Lori L. - In: Studies in economic analysis 15 (1994) 2, pp. 3-30
Persistent link: https://www.econbiz.de/10001176451
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Bootstrap based tests in financial models
Maddala, Gangadharrao S. - 1996
Persistent link: https://www.econbiz.de/10001320242
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Conditioning variables and the cross section of stock returns
Ferson, Wayne E.; Harvey, Campbell R. - In: The journal of finance : the journal of the American … 54 (1999) 4, pp. 1325-1360
Persistent link: https://www.econbiz.de/10001395766
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The monetary sector in Indonesia : time series properties of the data and some issues of model specification
Insukindro - In: Economics and finance in Indonesia : EFI 38 (1990) 2, pp. 161-172
Persistent link: https://www.econbiz.de/10001117820
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System dynamics in economic and financial models
Heij, Christiaan (ed.); Schumacher, Hans (contributor);  … - 1997
Persistent link: https://www.econbiz.de/10013491170
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Handbook of applied economic statistics
Ullah, Aman (ed.); Giles, David E. A. (contributor) - 1998
Persistent link: https://www.econbiz.de/10013282228