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subject:"United States"
~institution:"University of Exeter / Department of Economics"
~subject:"Börsenkurs"
~subject:"Multivariate Analyse"
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Börsenkurs
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University of Exeter / Department of Economics
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Strong rules for detecting the number of breaks in a time series
Altissimo, Filippo
;
Corradi, Valentina
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2000
Persistent link: https://www.econbiz.de/10001542536
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Inference for unit roots in dynamic panels in the presence of deterministic trends
Harris, Richard D. F.
;
Tzavalis, Elias
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1997
Persistent link: https://www.econbiz.de/10000966505
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The joint moment generating function of quadratic forms in multivariate autoregressive series
Abadir, Karim Maher
;
Larsson, Rolf
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1994
Persistent link: https://www.econbiz.de/10000895297
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