Narrow search
Showing 1 - 10 of 131
Cover Image
On estimating a dynamic function of a stochastic system with averaging
Liptser, R.; Spokojnyj, Vladimir G. - 1998
Persistent link: https://www.econbiz.de/10000168629
Cover Image
Non- and semiparametric identification of seasonal nonlinear autoregession models
Yang, Lijian; Tschernig, Rolf - 1998
Persistent link: https://www.econbiz.de/10000168640
Cover Image
Econometric analysis of continuous-time arbitrage-free models of the term structure of interest rates
Lund, Jesper - 1995
Persistent link: https://www.econbiz.de/10000901138
Cover Image
Estimation of a dynamic one factor continuous-time term-structure model
Honoré, Peter - 1996
Persistent link: https://www.econbiz.de/10000936544
Cover Image
Money demand during hyperinflation : cointegration, rational expectations, and the importance of money demand shocks
Engsted, Tom - 1997
Persistent link: https://www.econbiz.de/10000959730
Cover Image
Granger's representation theorem and multicointegration
Engsted, Tom; Johansen, Søren - 1997
Persistent link: https://www.econbiz.de/10000959732
Cover Image
Estimating the LQAC model with I(2) variables
Engsted, Tom; Haldrup, Niels - 1998
Persistent link: https://www.econbiz.de/10000986316
Cover Image
Maturity induced bias in estimating spot rate diffusion models
Honoré, Peter - 1997
Persistent link: https://www.econbiz.de/10000975531
Cover Image
Maximum likelihood estimation of non-linear continuous-time term-structure models
Honoré, Peter - 1997
Persistent link: https://www.econbiz.de/10000975535
Cover Image
A nonparametric test for the stationary density
Neumann, Michael H.; Paparoditis, Efstathios - 1998
Persistent link: https://www.econbiz.de/10000992454