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Modelling Procedures for univariate economic time series
Sneek, Jacobus Maria - 1984
Persistent link: https://www.econbiz.de/10000019434
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Preliminary estimation of transfer function weights : a two-step regression approach
Edlund, Per-Olov - 1989
Persistent link: https://www.econbiz.de/10000020747
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Forecasting : methods and applications
Makridakis, Spyros G.; Wheelwright, Steven C. - 1978
Persistent link: https://www.econbiz.de/10000029226
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Econometric models of cyclical behavior
Hickman, Bert G. (contributor) - 1972
Persistent link: https://www.econbiz.de/10000106863
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A hybrid method for the automatic specification of rational transfer function models with ARIMA-autocorrelated errors superimposed
Lenz, Hans-Joachim - 1980
Persistent link: https://www.econbiz.de/10000164442
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Sampling of cross-sectional time series
Lenz, Hans-Joachim; Robinson, Peter - 1982
Persistent link: https://www.econbiz.de/10000165703
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Power properties of linearity tests for time series
Teräsvirta, Timo - 1990
Persistent link: https://www.econbiz.de/10000168174
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Modelling economic high-frequency time series with STAR-STGARCH models
Lundbergh, Stefan; Teräsvirta, Timo - 1998
Persistent link: https://www.econbiz.de/10000168182
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Evaluating GARCH models
Lundbergh, Stefan; Teräsvirta, Timo - 1998
Persistent link: https://www.econbiz.de/10000168183
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On estimating a dynamic function of a stochastic system with averaging
Liptser, R.; Spokojnyj, Vladimir G. - 1998
Persistent link: https://www.econbiz.de/10000168629