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Jednoduché statistické metody v prognostice
Kozák, Josef - 1975 - Vyd. 1
Persistent link: https://www.econbiz.de/10002315476
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Johnson SU-transformations for parameter estimation in arm-models when data are non-Gaussian
Montfort, R. van - 1983
Persistent link: https://www.econbiz.de/10003159644
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Konstruowanie prognoz metoda autoregresji
Walter, Czesława - In: Zastosowanie metod ekonometrycznych i matematycznych w …, (pp. 78-83). 1977
Persistent link: https://www.econbiz.de/10002987371
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Estimators of the covariance structure of a model for longitudinal data
Wansbeek, Tom; Kapteyn, Arie - In: Proceedings of the Econometric Society European meeting …, (pp. 341-355). 1981
Persistent link: https://www.econbiz.de/10002956883
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Comparing time-series and nonlinear model-based forecasts
Wallis, Kenneth F. - In: Oxford bulletin of economics and statistics 46 (1984) 4, pp. 383-389
Persistent link: https://www.econbiz.de/10002960262
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'Time-series' versus' econometric' forecasts : a non-linear regression counterexample
Wallis, Kenneth F. - In: Economics letters 10 (1982) 3/4, pp. 309-315
Persistent link: https://www.econbiz.de/10002960456
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A heteroscedasticity-consistent covariance matrix estimator for time series regressions
Hsieh, David A. - In: Journal of econometrics 22 (1983) 3, pp. 281-290
Persistent link: https://www.econbiz.de/10002960955
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The identification of time series interrelationships with special reference to dynamic regression models
Haugh, Larry Douglas - 1972
Persistent link: https://www.econbiz.de/10002842636
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Fehlspezifikation dynamischer Modelle durch temporale Aggregation
Schönfeld, Peter - In: Empirische Wirtschaftsforschung : Konzeptionen, …, (pp. 253-266). 1980
Persistent link: https://www.econbiz.de/10002798728
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Beiträge zur Anwendung statistischer Verfahren in der Ökonomie ; 6
Büttner, Helmut - 1984
Persistent link: https://www.econbiz.de/10002865164