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Validating multiple structural change models : a case study
Zeileis, Achim (contributor); Kleiber, Christian (contributor) - 2004 - [Elektronische Ressource]
Persistent link: https://www.econbiz.de/10002142114
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Event history analysis with Stata
Blossfeld, Hans-Peter (ed.); Golsch, Katrin (ed.);  … - 2007
Persistent link: https://www.econbiz.de/10003427953
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ExploRing persistence in financial time series
Lee, David - 2000
Persistent link: https://www.econbiz.de/10009611548
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Long memory analysis
Teyssière, Gilles - 2000
Persistent link: https://www.econbiz.de/10001508112
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ExploRing persistence in financial time series
Lee, David - 2000
Persistent link: https://www.econbiz.de/10001509570
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A Seasonal Unit Root Test with STATA
Depalo, Domenico - 2008
peak and trough and from economic theory. One major complication is instead the unit root at seasonal frequencies. In this …
Persistent link: https://www.econbiz.de/10014220225
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Das Rasch-Modell : eine verständliche Einführung für Studium und Praxis
Strobl, Carolin - 2012 - 2., erw. Aufl.
Persistent link: https://www.econbiz.de/10010350713
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A fluctuation test for constant Spearman’s rho
Wied, Dominik; Dehling, Herold; Kampen, Maarten van; … - 2011
Persistent link: https://www.econbiz.de/10009155239
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A completely automated optimization strategy for global minimum-variance portfolios based on a new test for structural breaks
Berens, Tobias; Wied, Dominik; Ziggel, Daniel - 2013
Persistent link: https://www.econbiz.de/10009776171
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A fluctuation test for constant correlation
Wied, Dominik; Arnold, Matthias - 2009
Persistent link: https://www.econbiz.de/10008811389