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Recursive estimation and time-series analysis : an introduction
Young, Peter C. - 1984
Persistent link: https://www.econbiz.de/10000055289
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Gauss, Kalman and advances in recursive parameter estimation
Young, Peter C. - In: Journal of forecasting 30 (2011) 1, pp. 104-146
Persistent link: https://www.econbiz.de/10009233912
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Recursive estimation and modelling of nonstationary and nonlinear time-series
Young, Peter C.; Runkle, David E. - 1989
Persistent link: https://www.econbiz.de/10000760467
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Recent developments in modelling nonstationary vector autoregressions
Mills, Terence C. - 1996
Persistent link: https://www.econbiz.de/10000949552
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Modelling returns distributions : a survey of recent developments and some new evidence
Mills, Terence C. - 1996
Persistent link: https://www.econbiz.de/10000951559
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Unit roots, shocks and VARs and their place in history : an introductory guide
Mills, Terence C. - In: Modern perspectives on the gold standard, (pp. 17-51). 1996
Persistent link: https://www.econbiz.de/10001298971
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Recent developments in modelling nonstationary vector autoregressions
Mills, Terence C. - In: Journal of economic surveys 12 (1998) 3, pp. 279-312
Persistent link: https://www.econbiz.de/10001244882
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Business cycle asymmetries and non-linearities in UK macroeconomic time series
Mills, Terence C. - In: Ricerche economiche 49 (1995) 2, pp. 97-124
Persistent link: https://www.econbiz.de/10001185030
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Equity prices, dividends and gilt yields in the UK : cointegration, error correction and "confidence"
Mills, Terence C. - In: Scottish journal of political economy : the journal of … 38 (1991) 3, pp. 242-255
Persistent link: https://www.econbiz.de/10001108277
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Europe's golden age : an econometric investigation of changing trend rates of growth
Crafts, Nicholas; Mills, Terence C. - 1995
Persistent link: https://www.econbiz.de/10000903329