Similar Search Results - EconBiz

The statistical implications of pre-test and Stein rule estimators in econometrics

Judge, George G.; Bock, Mary Ellen - 1978

Persistent link: https://www.econbiz.de/10004564528

Preliminary estimation of transfer function weights : a two step regression approach

Edlund, Per-Olov - 1989

Persistent link: https://www.econbiz.de/10004094733

Some computational aspects of Gaussian CARMA modelling

Tómasson, Helgi - 2011

Representation of continuous-time ARMA, CARMA, models is reviewed. Computational aspects of simulating and calculating the likelihood-function of CARMA are summarized. Some numerical properties are illustrated by simulations. Some real data applications are shown.

Persistent link: https://www.econbiz.de/10009420708

Contributions to econometrics, time series analysis, and systems identification : a Festschrift in honor of Manfred Deistler

Pötscher, Benedikt M. (contributor) - 2004

Persistent link: https://www.econbiz.de/10004391821

Statistical inference in continuous time economic models

Bergstrom, Albert R. (contributor) - 1976

Persistent link: https://www.econbiz.de/10004558770

The econometric analysis of time series

Harvey, Andrew C. - 1981

Persistent link: https://www.econbiz.de/10004570203

Introduction to modern time series analysis : with 17 tables

Kirchgässner, Gebhard; Wolters, Jürgen - 2008

Persistent link: https://www.econbiz.de/10004911724

Market response models : econometric and time series analysis

Hanssens, Dominique M.; Parsons, Leonard J.; Schultz, … - 2001 - 2. ed.

Persistent link: https://www.econbiz.de/10004611154

Applied econometric time series

Enders, Walter - 1995

Persistent link: https://www.econbiz.de/10004722648

Time series : applications to finance with R and S-plus®

Chan, Ngai Hang - 2010 - 2. ed.

Persistent link: https://www.econbiz.de/10009284378

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