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type_genre:"Arbeitspapier"
type_genre:"Non-commercial literature"
~isPartOf:"CORE discussion paper : DP"
~subject:"Time series analysis"
~subject:"United States"
~type_genre:"Graue Literatur"
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Search: subject_exact:"Estimation theory"
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Time series analysis
United States
Estimation theory
119
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119
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77
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13
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11
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CORE discussion paper : DP
Discussion paper / Tinbergen Institute
101
CREATES research paper
64
Working paper / Department of Econometrics and Business Statistics, Monash University
63
Working paper / National Bureau of Economic Research, Inc.
51
Technical report / Sonderforschungsbereich 475 Komplexitätsreduktion in Multivariaten Datenstrukturen, Universität Dortmund
32
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Discussion paper / Humboldt-Universität zu Berlin, Sonderforschungsbereich 373 Quantifikation und Simulation Ökonomischer Prozesse
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15
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The moments of Log-ACD models
Bauwens, Luc
;
Galli, Fausto
;
Giot, Pierre
-
2003
Persistent link: https://www.econbiz.de/10001790741
Saved in:
2
A new class of multivariate skew densities, with application to GARCH models
Bauwens, Luc
;
Laurent, Sébastien
-
2002
Persistent link: https://www.econbiz.de/10001672395
Saved in:
3
Asymmetric ACD models : introducing price information in ACD models with a two state transition model
Bauwens, Luc
-
1998
Persistent link: https://www.econbiz.de/10000994354
Saved in:
4
A Gibbs sampling approach to cointegration
Bauwens, Luc
-
1997
Persistent link: https://www.econbiz.de/10000962645
Saved in:
5
The logarithmic ACD model : an application to market microstructure and NASDAQ
Bauwens, Luc
;
Giot, Pierre
-
1997
Persistent link: https://www.econbiz.de/10000980123
Saved in:
6
Gaussian estimation fo a contiuous time dynamic model with common stochastic trends
Simos, Theodore
-
1995
Persistent link: https://www.econbiz.de/10000908401
Saved in:
7
Forecast intervals in ARCH exponential smoothing
Broze, Laurence
;
Mélard, Guy
;
Scaillet, Olivier
-
1994
Persistent link: https://www.econbiz.de/10000908408
Saved in:
8
Another look at the american electrical utility data
Ritter, Christian
-
1994
Persistent link: https://www.econbiz.de/10000885638
Saved in:
9
Identification restrictions and posterior densities in cointegrated gaussian var systems
Bauwens, Luc
-
1994
Persistent link: https://www.econbiz.de/10000890381
Saved in:
10
Reparameterization and estimation in unit root equations
Tran-van-Hoa
-
1993
Persistent link: https://www.econbiz.de/10000874277
Saved in:
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