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Analysis of financial time series
Tsay, Ruey S. - 2005 - 2. ed.
Persistent link: https://www.econbiz.de/10002705310
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Applied time series econometrics
Lütkepohl, Helmut (contributor);  … - 2004
Persistent link: https://www.econbiz.de/10001851355
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Bayesian inference in dynamic econometric models
Bauwens, Luc; Lubrano, Michel; Richard, Jean-François - 1999 - 1st publ
Persistent link: https://www.econbiz.de/10001371716
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The econometrics of DHSY
Hendry, David F. - In: A Century of economics : 100 years of the Royal …, (pp. 298-334). 1990
Persistent link: https://www.econbiz.de/10001282822
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On time series econometrics
Cribari-Neto, Francisco - In: The quarterly review of economics and finance : journal … 36 (1996), pp. 37-60
Persistent link: https://www.econbiz.de/10001207518
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Simulation-based inference in econometrics : methods and applications
Mariano, Roberto S. (contributor);  … - 2000 - 1. publ.
Persistent link: https://www.econbiz.de/10001497852
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GARCH Models with Long Memory and Nonparametric Specifications
Conrad, Christian - 2006
Persistent link: https://www.econbiz.de/10003402366
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Ökonometrie : mathematische Theorie und Anwendungen
Löbus, Jörg-Uwe - 2001 - 1. Aufl.
Persistent link: https://www.econbiz.de/10001594440
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Financial econometrics : problems, models, and methods
Gouriéroux, Christian; Jasiak, Joann - 2001
Persistent link: https://www.econbiz.de/10001601613
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Econometric analysis
Greene, William H. - 2003 - International ed., 5. ed.
Persistent link: https://www.econbiz.de/10001699919