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FORECASTING WITH BALANCED STAT...
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COMPUTATION OF THEORETICAL AUTOCOVARIANCE MATRICES OF MULTIVARIATE ARMA TIME SERIES
MITTNIK, S.
-
Economics Department, State University of New …
-
1989
Persistent link: https://www.econbiz.de/10005531023
Saved in:
2
ON MACROECONOMIC FORECASTING USING POOLED INTERNATIONAL DATA.
MITTNIK, S.
-
Economics Department, State University of New …
-
1989
Persistent link: https://www.econbiz.de/10005531025
Saved in:
3
Asymptotic Distributions of Impulse Responses, Step Responses, and Variance Decompositions of Estimated Linear Dynamic Models.
Mittnik, S.
-
Economics Department, State University of New …
-
1993
Persistent link: https://www.econbiz.de/10005531028
Saved in:
4
Computing Theoritical Autocovariance of Multivariate ARMA Models Using a Block-Levinson Method.
Mittnik, S.
-
Economics Department, State University of New …
-
1992
Persistent link: https://www.econbiz.de/10005531032
Saved in:
5
Nonlinear Time Series Analysis with Generalized Autoregressions: a State Space Approach.
Mittnik, S.
-
Economics Department, State University of New …
-
1991
Persistent link: https://www.econbiz.de/10005744209
Saved in:
6
Reply to Comments on Modeling Asset Returns with Alternative Stable Distributions and Some Extensions.
Mittnik, S.
-
Economics Department, State University of New …
-
1993
Persistent link: https://www.econbiz.de/10005744215
Saved in:
7
Derivation of the Unconditional State Covariance Matrix for Exact Maximum Likelihood Estimation of ARMA Models.
Mittnik, S.
-
Economics Department, State University of New …
-
1990
Persistent link: https://www.econbiz.de/10005744217
Saved in:
8
Modeling Asset Returns with Alternative Stable Distributions.
Mittnik, S.
;
Rachev, S.T.
-
Economics Department, State University of New …
-
1991
Persistent link: https://www.econbiz.de/10005744221
Saved in:
9
VECTOR AUTOREGRESSIONS AND STRUCTURAL ANALYSIS: SOME EXPERIMENTAL EVIDENCE.
BRAUM, P.A.
;
MITTNIK, S.
-
Economics Department, State University of New …
-
1989
Persistent link: https://www.econbiz.de/10005816352
Saved in:
10
Alternative methods for multivariate time series analysis with applications to US money-output data
Mittnik, Stefan
-
1987
Persistent link: https://www.econbiz.de/10000775562
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