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On model reduction and multiperiod ahead prediction in vector autoregressive models
Otter, Pieter W. - 1991
Persistent link: https://www.econbiz.de/10000823940
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Parameter identifiability in Kalman filtering models
Otter, Pieter W. - 1988
Persistent link: https://www.econbiz.de/10000759383
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Modelling shareholder value of insurance companies
Eije, Johan H. von - In: New operational approaches for financial modelling, (pp. 247-258). 1997
Persistent link: https://www.econbiz.de/10001299219
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State-space and distributed lag modelling of dynamic economic processes based on singular value decompositions : (with an application to the Dutch economy)
Otter, Pieter W. - In: Annales d'économie et de statistique 6 (1987)
Persistent link: https://www.econbiz.de/10001268036
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About the choice of weighting matrices in the minimum variance controller
Engwerda, Jacob Christiaan; Otter, Pieter W. - 1988
Persistent link: https://www.econbiz.de/10000762212
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A note on the factorization of multivariate time-series for policy analysis
Otter, Pieter W. - 1988
Persistent link: https://www.econbiz.de/10000762215
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On Wiener-Granger causality, information and canonical correlation
Otter, Pieter W. - In: Economics letters 35 (1991) 2, pp. 187-191
Persistent link: https://www.econbiz.de/10001102120
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On the detection of effective marketing instruments and causality in VAR models
Horváth, C.; Otter, Pieter W. - 2000
Persistent link: https://www.econbiz.de/10001539548