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MINIMUM DISTANCE ESTIMATION OF NONSTATIONARY TIME SERIES MODELS
Moon, Hyungsik Roger; Schorfheide, Frank - In: Econometric Theory 18 (2002) 06, pp. 1385-1407
Persistent link: https://www.econbiz.de/10005411853
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FORECASTING ECONOMIC TIME SERIES
Schorfheide, Frank - In: Econometric Theory 16 (2000) 03, pp. 441-450
Persistent link: https://www.econbiz.de/10005411975
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FINANCIAL ECONOMETRICS, by Christian Gourieroux and Joann Jasiak, Princeton University Press, 2001
Schorfheide, Frank - In: Econometric Theory 19 (2003) 02, pp. 401-409
Persistent link: https://www.econbiz.de/10005250122