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Decomposition of feedback between time series in a bivariate error-correction model
Koo, Jahyeong; Johnson, Paul A. - 1997
Persistent link: https://www.econbiz.de/10000982767
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Is there a trend break in US GNP? : A macroeconomic perspective
Kilian, Lutz - 1998
Persistent link: https://www.econbiz.de/10000982775
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Strongly dependent economic time series : theory and applications
Tieslau, Margie A. - 1992
Persistent link: https://www.econbiz.de/10000987055
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Econometric analysis of discrete-valued irregulary-spaced financial transactions data using a new autoregressive conditional multinominal model
Russell, Jeffrey R.; Engle, Robert F. - 1998
Persistent link: https://www.econbiz.de/10000988764
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Kernel estimation of financial time series
Hafner, Christian M. - In: Quantitative Verfahren im Finanzmarktbereich, (pp. 223-239). 1996
Persistent link: https://www.econbiz.de/10001319158
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Causalité persistante entre séries non-stationnaires : application à l'étude comparée des politiques monétaires des pays du G5
Bruneau, Catherine - In: Annales d'économie et de statistique (1995), pp. 177-206
Persistent link: https://www.econbiz.de/10001333815
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Estimating parameters of real business cycle models
Semmler, Willi - In: Journal of economic behavior & organization : JEBO 30 (1996) 3, pp. 301-325
Persistent link: https://www.econbiz.de/10001335484
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The detection and estimation of long memory in stochastic volatility
Breidt, F. Jay - In: Journal of econometrics 83 (1998) 1, pp. 325-348
Persistent link: https://www.econbiz.de/10001336943
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Estimation of continuous-time models for stock returns and interest rates
Gallant, A. Ronald - In: Macroeconomic dynamics 1 (1997) 1, pp. 135-168
Persistent link: https://www.econbiz.de/10001337436
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Contrastes de estabilidad de parámetros con aplicación a la relación dinero-renta en Estados Unidos
Stock, James H. - In: Información comercial española / Cuadernos económicos (1993), pp. 263-283
Persistent link: https://www.econbiz.de/10001339939