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On gibbs sampling for state space models
Carter, Chris K.; Kohn, Robert - 1993
Persistent link: https://www.econbiz.de/10000859358
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Present value models and non-stationary time-series : an introduction, and a summary of the thesis
Engsted, Tom - 1993
Persistent link: https://www.econbiz.de/10000859623
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Testing for a long run relationship for trend and difference stationary series
Kugler, Peter; Schwendener, Peter - 1992
Persistent link: https://www.econbiz.de/10000859681
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Métodos cuantitativos para el análisis de la coyuntura económica
Espasa Terrades, Antoni (contributor);  … - 1993
Persistent link: https://www.econbiz.de/10000859705
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Tests for seasonal unit roots : general to specific or specific to general?
Hylleberg, Svend - 1993
Persistent link: https://www.econbiz.de/10000859738
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"Testing" for mean and variance breaks with dependent data
Machado, José A. F. - 1992
Persistent link: https://www.econbiz.de/10000860178
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Linearity testing and nonlinear modelling of economic time series
Teräsvirta, Timo - 1993
Persistent link: https://www.econbiz.de/10000860384
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Residual based tests for cointegration : their actual size under aggregation over time
Mamingi, Nlandu - 1993
Persistent link: https://www.econbiz.de/10000860434
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State space and ARMA models : an overview of the equivalence
Gilbert, Paul D. - 1993
Persistent link: https://www.econbiz.de/10000860508
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Rational random walks
Chiappori, Pierre-André; Guesnerie, Roger - 1993
Persistent link: https://www.econbiz.de/10000860633