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A dynamic model of housing pri...
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26
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ECONIS (ZBW)
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1
Estimating time varying risk premia in the term structure : the ARCH-M model
Engle, Robert F.
- In:
Econometrica : journal of the Econometric Society, an …
55
(
1987
)
2
,
pp. 391-407
Persistent link: https://www.econbiz.de/10001020996
Saved in:
2
A DYMIMIC model of housing price determination
Engle, Robert F.
;
Lilien, David M.
;
Watson, Mark
- In:
Journal of econometrics
28
(
1985
)
3
,
pp. 307-326
Persistent link: https://www.econbiz.de/10002140444
Saved in:
3
A dynamic model of housing price determination
Engle, Robert F.
;
Lilien, David M.
;
Waston, Mark
- In:
Journal of econometrics
28
(
1985
)
3
,
pp. 307-326
Persistent link: https://www.econbiz.de/10003618327
Saved in:
4
Volatility and time series econometrics : essays in honor of Robert Engle
Bollerslev, Tim
(
ed.
);
Engle, Robert F.
(
honouree
); …
-
2010
-
1. publ.
Volatility and Time Series Econometrics: Essays in Honor of Robert F. .Engle Edited by Tim Bollerslev, Jeffrey R. Russell, and Mark W. Watson OXFORD UNIVERSITY PRESS ...
Persistent link: https://www.econbiz.de/10003861657
Saved in:
5
Alternative algorithms for the estimation of dynamic factor, mimic and varying coefficient regression models
Watson, Mark W.
;
Engle, Robert F.
- In:
Journal of econometrics
23
(
1983
)
3
,
pp. 385-400
Persistent link: https://www.econbiz.de/10002973320
Saved in:
6
The EM algorithm for dynamic factor and MIMIC models
Watson, Mark W.
;
Engle, Robert F.
-
1982
Persistent link: https://www.econbiz.de/10002973351
Saved in:
7
Applications of Kalman filtering in econometrics
Engle, Robert F.
-
1985
Persistent link: https://www.econbiz.de/10013361169
Saved in:
8
A sectoral model of the business cycle
Lilien, David M.
-
1982
Persistent link: https://www.econbiz.de/10000634674
Saved in:
9
Sectoral shifts and cyclical unemployment
Lilien, David M.
- In:
Journal of political economy
90
(
1982
)
4
,
pp. 777-793
Persistent link: https://www.econbiz.de/10002235910
Saved in:
10
The cyclical pattern of temporary layoffs in United States manufacturing
Lilien, David M.
- In:
The review of economics and statistics
62
(
1980
)
1
,
pp. 24-31
Persistent link: https://www.econbiz.de/10002235817
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