Narrow search
Showing 171 - 180 of 60,832
Cover Image
A local scale model : an unobserved component alternative to integrated garch processes
Shephard, Neil G. - 1990
Persistent link: https://www.econbiz.de/10000804115
Cover Image
On the finite sample distribution of a least square estimator in a first order autoregressive model
Tsui, Albert K. - 1989
Persistent link: https://www.econbiz.de/10000804125
Cover Image
The mathematical structure of models that exhibit cointegration : a survey of recent approaches
Clements, Michael P. - 1990
Persistent link: https://www.econbiz.de/10000804287
Cover Image
On maximum-likelihood estimation of the differencing parameter of fractionally integrated noise with unknown mean
Cheung, Yin-Wong; Diebold, Francis X. - 1990
Persistent link: https://www.econbiz.de/10000807109
Cover Image
Stochastic and deterministic trends in Finnish macroeconomic time series
Lindén, Mikael - 1991
Persistent link: https://www.econbiz.de/10000807590
Cover Image
Estimating the structure of stochastic dynamic linear systems : a Bayesian approach and economic applications
Maret, Xavier C. - 1988
Persistent link: https://www.econbiz.de/10000808628
Cover Image
Hysteresis und Cointegration : empirische Evidenz der Hysteresis-Hypothese anhand von ML-Schätzungen eines Partialsystems
Hauschulz, Wolfgang - 1991
Persistent link: https://www.econbiz.de/10000809085
Cover Image
A note on the normalized residuals from ARCH and stochastic volatility models
Nelson, Daniel B. - 1990 - Rev
Persistent link: https://www.econbiz.de/10000809491
Cover Image
Nonlinear dynamic structures
Gallant, A. Ronald; Rossi, Peter E.; Tauchen, George Eugene - 1990 - Rev
Persistent link: https://www.econbiz.de/10000809496