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An investigation of nonlinearities and chaos in exchange-rates
Ellis, Jennifer Mary - 1992
Persistent link: https://www.econbiz.de/10000896131
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GMM estimation of ARFIMA processes : an alternative approach and a SUR extension
Mikkelsen, Hans Ole Æ. - 1994
Persistent link: https://www.econbiz.de/10000896212
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Modeling and pricing long-memory in stock market volatility
Bollerslev, Tim; Mikkelsen, Hans Ole Æ. - 1994
Persistent link: https://www.econbiz.de/10000896214
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Durations in panel data subject to attrition : a note on estimation in the case of a stock sample
Berg, Gerard J. van den; Lindeboom, Maarten - 1994
Persistent link: https://www.econbiz.de/10000896326
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Attrition in panel data and the estimation of dynamic labor market models
Berg, Gerard J. van den; Lindeboom, Maarten - 1994
Persistent link: https://www.econbiz.de/10000896327
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The correlation integral and the independence of Gaussian and related processes
Dechert, W. Davis - 1994 - Rev
Persistent link: https://www.econbiz.de/10000896409
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Evidence on structural instability in macroeconomic time series relations
Stock, James H.; Watson, Mark W. - 1994
Persistent link: https://www.econbiz.de/10000896424
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Zur Interpretation von Lagverteilungen
Shi, Gang; Laven, Gerhard - 1993
Persistent link: https://www.econbiz.de/10000896649
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An aggregate time series analysis of non-agricultural self-employment in the UK
Crouchley, Robert; Abell, Peter; Smeaton, Deborah - 1994
Persistent link: https://www.econbiz.de/10000896688
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Gibbs sampling in AR models with random walk priors
Polasek, Wolfgang; Jin, Song - 1994
Persistent link: https://www.econbiz.de/10000897047