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~person:"Eitrheim, Øyvind"
~subject:"Estimation theory"
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1992-1995
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Eitrheim, Øyvind
Härdle, Wolfgang
68
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Four essays on the multivariate modelling of nonstationary economic time series
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Arbeidsnotat / Norges Bank
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Four essays on the multivariate modelling of nonstationary economic time series
Eitrheim, Øyvind
-
1996
Persistent link: https://www.econbiz.de/10000963877
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2
The robustness of cointegration tests in misspecified models : some Monte Carlo evidence
Eitrheim, Øyvind
- In:
Four essays on the multivariate modelling of …
,
(pp. 101-161)
.
1996
Persistent link: https://www.econbiz.de/10001321603
Saved in:
3
Inference in small cointegrated systems
Eitrheim, Øyvind
- In:
Four essays on the multivariate modelling of …
,
(pp. 29-99)
.
1996
Persistent link: https://www.econbiz.de/10001321605
Saved in:
4
Testing the adequacy of smooth transition autoregressive models
Eitrheim, Øyvind
;
Teräsvirta, Timo
-
1993
Persistent link: https://www.econbiz.de/10000882121
Saved in:
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