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Diagnostic quality of residual analyses in time series decompositions
Pauly, Ralf - 1997
Persistent link: https://www.econbiz.de/10000664652
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"Peso problem" explanations for term structure anomalies
Bekaert, Geert; Hodrick, Robert J.; Marshall, David Aaron - 1997
Persistent link: https://www.econbiz.de/10000638171
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Variable trends : a bayesian perspective
Hoek, Hendrik - 1997
Persistent link: https://www.econbiz.de/10000641247
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Evaluating density forecasts of inflation : the survey of professional forecasters
Diebold, Francis X.; Tay, Anthony S. A.; Wallis, … - 1997
Persistent link: https://www.econbiz.de/10000642829
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Probability theory and statistical inference : econometric modelling with observational data
Spanos, Aris - 1999 - 1. publ.
Persistent link: https://www.econbiz.de/10000674616
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Adäquate Modellierung von Finanzzeitreihen und Parameterschätzung in Modellen mit autoregressiver bedingter Heteroskedastie
Brechtmann, Markus - 1998
Persistent link: https://www.econbiz.de/10000675119
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Unit root inference in the presence of infinite-variance disturbances
Mittnik, Stefan; Kurz-Kim, Jeong-Ryeol - 1996
Persistent link: https://www.econbiz.de/10000955832
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Generating confidence intervals by stochastic simulations in models with nuisance parameters
Lilleg°ard, Magnar - 1997 - Preprint
Persistent link: https://www.econbiz.de/10000959733
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A Gibbs sampling approach to cointegration
Bauwens, Luc - 1997
Persistent link: https://www.econbiz.de/10000962645