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The likelihood test under non-standard conditions : testing the Markov trend model of GNP
Hansen, Bruce E., (1991)
Adäquate Modellierung von Finanzzeitreihen und Parameterschätzung in Modellen mit autoregressiver bedingter Heteroskedastie
Brechtmann, Markus, (1998)
Can economic time series be differenced to stationarity?
Leybourne, Stephen James, (1996)
[Rezension von: Niemira, Michael P., ..., Forecasting financial and economic cycles]
Stekler, Herman O., (1996)
Macroeconomic forecast evaluation techniques
Stekler, Herman O., (1991)
Are economic forecasts valuable?
Stekler, Herman O., (1994)