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Modelling economic high-frequency time series
Lundbergh, Stefan - 1999
Persistent link: https://www.econbiz.de/10001401660
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Investigating stability and linearity of a German M1 money demand function
Lütkepohl, Helmut; Teräsvirta, Timo; Wolters, Jürgen - 1995
Persistent link: https://www.econbiz.de/10000917361
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Parameter estimation and reverse martingales
Björk, Tomas; Johansson, Björn - 1995
Persistent link: https://www.econbiz.de/10000921862
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A second-order approximation to the bias of OLS estimates in bivariate VAR systems
Brännström, Tomas - 1995
Persistent link: https://www.econbiz.de/10000924446
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Money growth and inflation : implications of reducing the bias of VAR estimates
Brännström, Tomas - 1995
Persistent link: https://www.econbiz.de/10000925062
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Common trends and hysteresis in unemployment
Jacobson, Tor; Vredin, Anders; Warne, Anders - 1994
Persistent link: https://www.econbiz.de/10000898951
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Testing the adequacy of smooth transition autoregressive models
Eitrhem, Øyvind; Teräsvirta, Timo - 1995
Persistent link: https://www.econbiz.de/10000910635
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Testing parameter constancy and super exogeneity in econometric equations
Jansen, Eilev S.; Teräsvirta, Timo - 1995
Persistent link: https://www.econbiz.de/10000910637
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Bootstrap testing for fractional integration
Eklund, Bruno; Gredenhoff, Mikael P. - 1997
Persistent link: https://www.econbiz.de/10000971372
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Statistical properties of the asymmetric power ARCH process
He, Changli; Teräsvirta, Timo - 1997
Persistent link: https://www.econbiz.de/10000971492