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Why long horizons? : a study of power against persistent alternatives
Campbell, John Y. - 1993
Persistent link: https://www.econbiz.de/10000879027
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TVP - ein Programm zur Schätzung von Modellen mit zeitvariierenden Parametern
Stiassny, Alfred - 1993
Persistent link: https://www.econbiz.de/10000879075
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Minimum Hellinger distance estimates for general bilinear time series models
Hili, O.; Guégan, Dominique - 1993
Persistent link: https://www.econbiz.de/10000879083
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Closing the GARCH gap : continuous time GARCH modeling
Drost, Feike C.; Werker, Bas J. M. - 1994
Persistent link: https://www.econbiz.de/10000879810
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Models of a short term interest rate
Johansson, Anders - 1994
Persistent link: https://www.econbiz.de/10000880229
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Invertibility of non-linear time series models
Gooijer, Jan G. de; Brännäs, Kurt - 1993
Persistent link: https://www.econbiz.de/10000880510
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Estimation of a multiple distributed lag model : a Kalman filter approach
Shrestha, Keshab - 1993
Persistent link: https://www.econbiz.de/10000881178
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A modified logit model for time series with an application to the pricing behaviour of manufacturing firms in Australia
Alaouze, Chris M. - 1993
Persistent link: https://www.econbiz.de/10000881829
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Testing the adequacy of smooth transition autoregressive models
Eitrheim, Øyvind; Teräsvirta, Timo - 1993
Persistent link: https://www.econbiz.de/10000882121
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Fractionally integrated models with ARCH errors
Hauser, Michael A.; Kunst, Robert M. - 1994
Persistent link: https://www.econbiz.de/10000882159