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Theoretische Kenngrössenberechnung bei ARMA-Modellen unter besonderer Anwendung des Dualitätsprinzips
Mohr, Walter; Rudl, Jan - 1994
Persistent link: https://www.econbiz.de/10000885738
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Eine Analyse der Volatilität des Deutschen Aktienindexes (DAX) mit Bayesschen ARCH- und Switching Modellen
Korn, Olaf - 1993
Persistent link: https://www.econbiz.de/10000885864
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Parametric and semiparametric estimation of the binary response model of labor market participation
Gerfin, Michael - 1993
Persistent link: https://www.econbiz.de/10000885909
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Seasonality in dynamic regression models
Harvey, Andrew C.; Scott, Andrew - 1994
Persistent link: https://www.econbiz.de/10000885911
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Variations in risk as a cause of fluctuations in demand : the empirics
Hassler, John - 1993 - [2. version]
Persistent link: https://www.econbiz.de/10000885930
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Econometric modelling of the demand for money in Finland
Ripatti, Antti - 1994
Persistent link: https://www.econbiz.de/10000886062
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Mixtures of distributions : inference and estimation
Robert, Christian P. - 1994
Persistent link: https://www.econbiz.de/10000886208
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The P' model for the case of Spain : a cointegration analysis
García Herrero, Alicia; Ortiz Vidal-Abarca, Alvaro - 1994
Persistent link: https://www.econbiz.de/10000886532
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Das Problem der Multikollinearität in Regressionsanalysen
Steffen, Andreas - 1994
Persistent link: https://www.econbiz.de/10000886557
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A single equation approach to estimating nonstationary Markov matrices : the case of US agriculture, 1974 - 78
Peterson, R. Neal - 1990 - Reprod
Persistent link: https://www.econbiz.de/10000886595