Narrow search
Showing 1 - 10 of 489
Cover Image
Econometric modelling with time series : specification, estimation and testing
Martin, Vance; Hurn, Stan; Harris, David - 2013
Maximum likelihood estimation is a general method for estimating the parameters of econometric models from observed data. The principle of maximum likelihood plays a central role in the exposition of this book, since a number of estimators used in econometrics can be derived within this...
Persistent link: https://www.econbiz.de/10009720457
Cover Image
On the efficacy of simulated maximum likelihood for estimating the parameters of stochastic differenctial equations
Hurn, Stan; Lindsay, Kenneth A.; Martin, Vance - 1999
Persistent link: https://www.econbiz.de/10001517908
Cover Image
Specification tests for univariate diffusions
Hurn, Stan; Martin, Vance; Xu, Lina - In: Econometric reviews 41 (2022) 6, pp. 607-632
Persistent link: https://www.econbiz.de/10013364897
Cover Image
Unobservable cyclical components in term premia of fixed-term financial instruments
MacDonald, Alexander David - 1993
Persistent link: https://www.econbiz.de/10012875376
Cover Image
Modelling aggregate liquidity as an unobservable variable : an empirical perspective on the substitutability of money and near-money in South Africa
Hurn, Stan - In: Tydskrif vir studies in ekonomie en ekonometrie : SEE 17 (1993) 1, pp. 17-32
Persistent link: https://www.econbiz.de/10001155006
Cover Image
Causality, predictability and monetary targets in South Africa
Hurn, Stan - In: The South African journal of economics 59 (1991) 4, pp. 405-424
Persistent link: https://www.econbiz.de/10001123605
Cover Image
Seasonality, cointegration and error correction : an illustration using South African monetary data
Hurn, Stan - In: Scottish journal of political economy : the journal of … 40 (1993) 3, pp. 311-322
Persistent link: https://www.econbiz.de/10001147501
Cover Image
Modeling inflation and money demand using a Fourier-series approximation
Becker, Ralf; Enders, Walter; Hurn, Stan - In: Nonlinear time series analysis of business cycles, (pp. 221-246). 2006
Persistent link: https://www.econbiz.de/10003309369
Cover Image
Special issue: Asset pricing puzzles in finance
Hurn, Stan (contributor); Siklos, Pierre L. (contributor) - 2006
Persistent link: https://www.econbiz.de/10003334311
Cover Image
Developing analytical distributions for temperature indices for the purposes of pricing temperature-based weather derivatives
Clements, Adam; Hurn, Stan; Lindsay, Kenneth A. - 2008
Persistent link: https://www.econbiz.de/10003880601