Narrow search
Showing 91 - 100 of 323
Cover Image
Limited dependent Poisson regression
Brännäs, Kurt - 1991
Persistent link: https://www.econbiz.de/10000816004
Cover Image
Residuals for limited dependent variable models
Brännäs, Kurt - 1991
Persistent link: https://www.econbiz.de/10000816006
Cover Image
Finite sample properties of estimators and tests in Poisson regression models
Brännäs, Kurt - 1991
Persistent link: https://www.econbiz.de/10000816007
Cover Image
Small sample properties of information criteria for mixture count data regression models
Brännäs, Kurt - 1993
Persistent link: https://www.econbiz.de/10000872769
Cover Image
Count data modelling measurement error in exposure time
Brännäs, Kurt - 1996
Persistent link: https://www.econbiz.de/10000953057
Cover Image
Generalized method of moment and indirect estimation of the ARasMA Model
Brännäs, Kurt; DeLuna, Xavier - 1997
Persistent link: https://www.econbiz.de/10000958691
Cover Image
Effects of explanatory variables in count data moving average models
Brännäs, Kurt (contributor); Lönnbark, Carl (contributor) - 2006
Persistent link: https://www.econbiz.de/10003305265
Cover Image
Value at risk for large portfolios
Lönnbark, Carl; Holmberg, Ulf; Brännäs, Kurt - 2009
Persistent link: https://www.econbiz.de/10003823264
Cover Image
Discretized time and conditional duration modelling for stock transaction data
Brännäs, Kurt; Simonsen, Ola - In: Applied financial economics 17 (2007) 7/9, pp. 647-658
Persistent link: https://www.econbiz.de/10003491211
Cover Image
Value at Risk and Expected Shortfall for large portfolios
Lönnbark, Carl; Holmberg, Ulf; Brännäs, Kurt - In: Finance research letters 8 (2011) 2, pp. 59-68
Persistent link: https://www.econbiz.de/10009301309