Similar Search Results

First and second order non-linear cointegration models

Lange, Theis - 2009

Persistent link: https://www.econbiz.de/10003849457

Estimation and asymptotic inference in the AR-ARCH model

Lange, Theis; Rahbek, Anders; Jensen, Søren Tolver - In: Econometric reviews 30 (2011) 2, pp. 129-153

Persistent link: https://www.econbiz.de/10008990449

Some econometric results for the Blanchard-Watson bubble model

Johansen, Søren; Lange, Theis - 2011

Persistent link: https://www.econbiz.de/10009006788

Some econometric results for the Blanchard-Watson bubble model

Johansen, Søren; Lange, Theis - 2011

Persistent link: https://www.econbiz.de/10009006830

Least squares estimation in a simple random coefficient autoregressive model

Johansen, Søren; Lange, Theis - In: Journal of econometrics 177 (2013) 2, pp. 285-288

Persistent link: https://www.econbiz.de/10010255147

On convergence of the QMLE for misspecified GARCH models

Jensen, Anders Tolver; Lange, Theis - In: Journal of time series econometrics 2 (2010) 1, pp. 1-29

Persistent link: https://www.econbiz.de/10009623323

An introduction to regime switching time series models

Lange, Theis; Rahbek, Anders - In: Handbook of financial time series, (pp. 871-887). 2009

Persistent link: https://www.econbiz.de/10003834264

On IGARCH and convergence of the QMLE for misspecified GARCH models

Tolver Jensen, Anders; Lange, Theis - 2009

Persistent link: https://www.econbiz.de/10003849498

High decision latitude at work combined with traumatic life events in private life is associated with reduced sleep quality : resultsfrom the GAZEL study

Dich, Nadya; Lange, Theis; Goldberg, Marcel; Zins, Marie; … - In: Scandinavian journal of work and organizational … 3 (2018) 1, pp. 1-9

Persistent link: https://www.econbiz.de/10011951357

Discussion of 'The Forward Search : Theory and Data Analysis' by Anthony C. Atkinson, Marco Riani, and Andrea Ceroli

Johansen, Soren; Nielsen, Bent - 2010

The Forward Search Algorithm is a statistical algorithm for obtaining robust estimators of regression coefficients in the presence of outliers. The algorithm selects a succession of subsets of observations from which the parameters are estimated. The present note shows how the theory of...

Persistent link: https://www.econbiz.de/10014198033