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Preise und Handelsvolumina auf Finanzmärkten : eine empirische Überprüfung der Mischungsverteilungshypothese
Liesenfeld, Roman - 1998
Persistent link: https://www.econbiz.de/10004329039
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Time series of count data : modelling and estimation
Jung, Robert; Kukuk, Martin; Liesenfeld, Roman - 2004
Persistent link: https://www.econbiz.de/10004854353
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Estimating time series models for count data using efficient importance sampling
Jung, Robert C.; Liesenfeld, Roman - 2000
Persistent link: https://www.econbiz.de/10004594600
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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
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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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Dynamische Modelle für die Paneldatenanalyse
Breitung, Joerg - 1992
Persistent link: https://www.econbiz.de/10004140396