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isPartOf:"Journal of business & economic statistics : JBES ; a publication of the American Statistical Association"
subject:"Großbritannien"
~person:"Drost, Feike C."
~person:"Hendry, David F."
~subject:"ARCH model"
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Drost, Feike C.
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Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
Department of Economics discussion paper series
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Estimation and testing in models containing both jumps and conditional heteroscedasticity
Drost, Feike C.
- In:
Journal of business & economic statistics : JBES ; a …
16
(
1998
)
2
,
pp. 237-243
Persistent link: https://www.econbiz.de/10001244002
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2
Exogeneity, cointegration, and economic policy analysis
Ericsson, Neil R.
- In:
Journal of business & economic statistics : JBES ; a …
16
(
1998
)
4
,
pp. 370-387
Persistent link: https://www.econbiz.de/10001251809
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