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Fraktional integrierte Prozesse in der Ökonometrie : mit einer empirischen Analyse von Inflations- und Zinsdaten
Hassler, Uwe - 1993
Persistent link: https://www.econbiz.de/10004157047
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Dynamische Modelle für die Paneldatenanalyse
Breitung, Joerg - 1992
Persistent link: https://www.econbiz.de/10004140396
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Regression trendbehafteter Zeitreihen in der Ökonometrie
Hassler, Uwe - 2000 - 1. Aufl.
Persistent link: https://www.econbiz.de/10004601465
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Nonparametric dynamic modelling : [Fifth Meeting of the European Conference Series in Quantitative Economics and Econometrics (EC)2 under the theme Nonparametric and dynamic modelling at the Humboldt University in Berlin in December 1994]
Lütkepohl, Helmut (contributor);  … - In: Journal of econometrics 81,1 : Annals of econometrics (1997)
Persistent link: https://www.econbiz.de/10004328176
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Bidder behavior in repo auctions without minimum bid rate : evidence from the Bundesbank
Linzert, Tobias; Nautz, Dieter; Breitung, Joerg - 2003
Persistent link: https://www.econbiz.de/10004662049
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Detecting multiple breaks in long memory : the case of US inflation
Hassler, Uwe; Meller, Barbara - 2011
Persistent link: https://www.econbiz.de/10009361255
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A vectorautoregressive investment model (VIM) and monetary policy transmission : panel evidence from German firms
Breitung, Jörg; Chirinko, Robert S.; Kalckreuth, Ulf von - 2003
Persistent link: https://www.econbiz.de/10004779651
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Testing for structural breaks in dynamic factor models
Breitung, Jörg; Eickmeier, Sandra - 2009
Persistent link: https://www.econbiz.de/10004931301
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Dynamic factor models
Breitung, Jörg; Eickmeier, Sandra - 2005
Persistent link: https://www.econbiz.de/10004863136