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subject:"Risk"
subject:"Schätztheorie"
~institution:"Centre for Quantitative Economics & Computing"
~subject:"Risiko"
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National Bureau of Economic Research
209
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Discussion papers in quantitative economics and computing / E
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ECONIS (ZBW)
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1
The impact of moving average behaviour on the Johansen trace test for cointegration
Burke, S. P.
;
Hunter, J.
-
1998
Persistent link: https://www.econbiz.de/10001351113
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2
Large and small sample information criteria for GARCH models based on the estimation of the Kullback-Leibler discrepancy
Brooks, Chris
-
1997
Persistent link: https://www.econbiz.de/10000978781
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3
Income catastrophes and precautionary saving
Pemberton, James
-
1995
Persistent link: https://www.econbiz.de/10000903019
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4
A unique set of cointegrating vectors with possible implications for cointegrating regressions
Burke, Simon P.
-
1995
Persistent link: https://www.econbiz.de/10000931962
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5
Income uncertainty in life cycle models
Pemberton, James
-
1993
Persistent link: https://www.econbiz.de/10000872973
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