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Fractionally integrated generalized autoregressive conditional heteroskedasticity
Baillie, Richard; Bollerslev, Tim; Mikkelsen, Hans Ole Æ. - 1994 - current version
Persistent link: https://www.econbiz.de/10000891757
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Measuring and interpreting business cycles
Bergström, Villy (contributor); Vredin, Anders (contributor) - 1994
Persistent link: https://www.econbiz.de/10000891833
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Vector autoregressions and cointegration
Watson, Mark W. - 1993
Persistent link: https://www.econbiz.de/10000892029
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Semiparametric estimation of generalized accelerated failure time models with grouped data
Sueyoshi, Glenn T. - 1994
Persistent link: https://www.econbiz.de/10000892038
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Regression based tests for non-nested alternatives in grouped duration models
Sueyoshi, Glenn T. - 1994
Persistent link: https://www.econbiz.de/10000892039
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Modeling volatility persistence of speculative returns : a new approach
Ding, Zhuanxin; Granger, C. W. J. - 1994
Persistent link: https://www.econbiz.de/10000892121
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Asymptotic properties of s-estimators for nonlinear regression models with dependent, heterogeneous processes
Sakata, Shinichi; White, Halbert - 1994
Persistent link: https://www.econbiz.de/10000892123
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The sensitivity of an empirical model of married women's hours of work to economic and statistical assumptions
Mroz, Thomas A. - 1984
Persistent link: https://www.econbiz.de/10000892171
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An alternative definition of finite sample breakdown point with applications to regression model estimators
Sakata, Shinichi; White, Halbert - 1994 - Rev
Persistent link: https://www.econbiz.de/10000892192