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Explicit minimal representation of variance matrices, and its implication for dynamic volatility models
Abadir, Karim Maher - In: The econometrics journal 26 (2023) 1, pp. 88-104
Persistent link: https://www.econbiz.de/10013543279
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Notation in econometrics: A proposal for a standard
Abadir, Karim M.; Magnus, Jan R. - In: The econometrics journal 5 (2002) 1, pp. 76-90
Persistent link: https://www.econbiz.de/10007477021
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Notation in econometrics : a proposal for a standard
Abadir, Karim Maher; Magnus, Jan R. - In: The econometrics journal 5 (2002) 1, pp. 76-90
Persistent link: https://www.econbiz.de/10001683692
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Modelling Portfolio Defaults Using Hidden Markov Models with Covariates
Banachewicz, Konrad; Lucas, André; vandervaart, Aad - In: The econometrics journal 11 (2008) 1, pp. 155-171
Persistent link: https://www.econbiz.de/10007916428
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Modelling portfolio defaults using hidden Markov models with covariates
Banachewicz, Konrad; Lucas, André; Vaart, Aad W. van der - In: The econometrics journal 11 (2008) 1, pp. 155-171
Persistent link: https://www.econbiz.de/10003648671