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Testing for double unit roots
Haldrup, Niels - 1991
Persistent link: https://www.econbiz.de/10000822741
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The correlation of durations in multivariate hazard rate models
Berg, Gerard J. van den; Steerneman, Ton - 1991
Persistent link: https://www.econbiz.de/10000823939
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Constrained estimation of the covariance matrix of random coefficients
Crombrugghe, Denis de; Dhaene, Geert - 1991
Persistent link: https://www.econbiz.de/10000825637
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Ratenmodelle mit stochastisch abhängigen konkurrierenden Risiken
Galler, Heinz P. - 1988
Persistent link: https://www.econbiz.de/10000755143
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A probability model of the coincident economic indicators
Stock, James H.; Watson, Mark W. - 1988
Persistent link: https://www.econbiz.de/10000757939
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Testing exponentiality based on total time on test transform under random censorship
Kumazawa, Yoshiki - 1988
Persistent link: https://www.econbiz.de/10000759829
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Rank-dependent probabilities
Karni, Edi; Safra, Zvi - 1988
Persistent link: https://www.econbiz.de/10000761017
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Latent structure analysis with choice modeling applications
Stig Poulsen, Carsten - 1982
Persistent link: https://www.econbiz.de/10000761234
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Multilinear approximation on rectangles and the related moment problem
Klein Haneveld, Willem K. - 1988
Persistent link: https://www.econbiz.de/10000762210
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About the choice of weighting matrices in the minimum variance controller
Engwerda, Jacob Christiaan; Otter, Pieter W. - 1988
Persistent link: https://www.econbiz.de/10000762212