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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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Two-stage versus sequential sample-size determination in regression analysis of simulation experiments
Kleijnen, Jack P. C.; Groenendaal, Willem J. van - 1994
Persistent link: https://www.econbiz.de/10000888084
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Canonical correlation analysis of cointegrated processes
Yang, Minxian - 1994
Persistent link: https://www.econbiz.de/10000888618
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Kernel M-estimators : non-parametric diagnostics for structural models
Gouriéroux, Christian; Monfort, Alain; Tenreiro, Carlos - 1994
Persistent link: https://www.econbiz.de/10000888983
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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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A complete system of US demand for food
Huang, Kuo S. - 1993
Persistent link: https://www.econbiz.de/10000889294
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Structural models and automated alternatives for forecasting farmland prices
Gertel, Karl; Atkinson, Linda - 1993
Persistent link: https://www.econbiz.de/10000889303
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A note on frequency domain properties of estimated VARs
Stiassny, Alfred - 1994
Persistent link: https://www.econbiz.de/10000889658
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Kaldor's technical progress function revisited
Bairam, Erkin İbrahim - 1994
Persistent link: https://www.econbiz.de/10000889699