Modelling economic high-frequency time series
Year of publication: |
1999
|
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Authors: | Lundbergh, Stefan |
Institutions: | Ekonomiska forskningsinstitutet <Stockholm> (contributor) |
Publisher: |
Stockholm : EFI |
Subject: | Schätztheorie | Estimation theory | Zeitreihenanalyse | Time series analysis | Theorie | Theory |
Description of contents: | Table of Contents [gbv.de] |
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Frequency domain principal components estimation of fractionally cointegrated processes
Morana, Claudio, (2004)
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Time series analysis of export demand equations : a cross-country analysis
Senhadji-Semlali, Abdel, (1999)
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Is seasonal adjustment a linear or nonlinear data filtering process?
Ghysels, Eric, (1995)
- More ...
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A time series model for an exchange rate in a target zone with applications
Lundbergh, Stefan, (2003)
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Modelling economic high frequency time series
Lundbergh, Stefan, (1999)
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Time-Varying Smooth Transition Autoregressive Models.
Lundbergh, Stefan, (2003)
- More ...