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Nonparametric nonlinear cotrending analysis, with an application to interest and inflation in the US
Bierens, Herman J. - 1996
Persistent link: https://www.econbiz.de/10000941283
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Long swings in exchange rates : are they really in the data
Klaassen, Franc - 1999
Persistent link: https://www.econbiz.de/10000168295
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Adaptive estimation in time-series models
Drost, Feike C.; Klaassen, Chris A.; Werker, Bas J. M. - 1994
Persistent link: https://www.econbiz.de/10000900412
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Testing nested and non-nested periodically integrated autoregressive models
Franses, Philip Hans; McAleer, Michael - 1995
Persistent link: https://www.econbiz.de/10000907435
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Closing the GARCH gap : continuous time GARCH modeling
Drost, Feike C.; Werker, Bas J. M. - 1994
Persistent link: https://www.econbiz.de/10000879810
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Common stochastic trends in the current account
Kumah, Francis Y. - 1996
Persistent link: https://www.econbiz.de/10000944517
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On adjusting the HP-filter for the frequency of observations
Ravn, Morten O.; Uhlig, Harald - 1997
Persistent link: https://www.econbiz.de/10000962183
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Comparing predictions and outcomes : theory and application to income changes
Das, Marcel; Dominitz, Jeff; Soest, Arthur van - 1997
Persistent link: https://www.econbiz.de/10000965021
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Four econometric fashions and the Kalman filter alternative : a simulation study
Bomhoff, Eduard Jan - 1992
Persistent link: https://www.econbiz.de/10000844565