Narrow search
Showing 1 - 10 of 254
Cover Image
A statistical comparison of alternative identification schemes for monetary policy shocks
Lanne, Markku (contributor); Lütkepohl, Helmut (contributor) - 2008
Persistent link: https://www.econbiz.de/10003724343
Cover Image
A mixture multiplicative error model for realized volatility
Lanne, Markku (contributor) - 2006
Persistent link: https://www.econbiz.de/10003280702
Cover Image
Designing non-parametric estimates and tests for means
Schlag, Karl H. (contributor) - 2006
Persistent link: https://www.econbiz.de/10003365687
Cover Image
ELEVEN: tests needed for a recommendation
Schlag, Karl H. (contributor) - 2006
Persistent link: https://www.econbiz.de/10003266648
Cover Image
Sample kurtosis, GARCH-t and the degrees of freedom issue
Heracleous, Maria S. (contributor) - 2007
Persistent link: https://www.econbiz.de/10003651568
Cover Image
Programs TRAMO and SEATS
Gómez, Víctor; Maravall Herrero, Agustín - 1995 - Update: December 1995
Persistent link: https://www.econbiz.de/10000929241
Cover Image
Temporal aggregation of a VARIMAX process
Marcellino, Massimiliano - 1995
Persistent link: https://www.econbiz.de/10000929264
Cover Image
On the detection of nonlinearity in foreign exchange data
Guarda, Paolo; Salmon, Mark H. - 1995
Persistent link: https://www.econbiz.de/10000929343
Cover Image
Some consequences of temporal aggregation of a VARIMA process
Marcellino, Massimiliano - 1995
Persistent link: https://www.econbiz.de/10000929901
Cover Image
A simple message for autocorrelation correctors: Don't
Mizon, Grayham E. - 1993
Persistent link: https://www.econbiz.de/10000889040