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Cointegration in macroeconomic systems : seasonality and explosive roots
Kunst, Robert M. - 1989
Persistent link: https://www.econbiz.de/10000800304
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Unit roots, change, and decision bounds
Kunst, Robert M. - 1998
Persistent link: https://www.econbiz.de/10000673736
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Fourth-moments structures in financial time series
Kunst, Robert M. - 1993
Persistent link: https://www.econbiz.de/10000888010
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Asymptotics for unit-root processes with underspecified deterministic structures
Kunst, Robert M. - 1997
Persistent link: https://www.econbiz.de/10013440860
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Strategien gegen Ausreisser in Zeitreihenmodellen
Kunst, Robert M. - 1985
Persistent link: https://www.econbiz.de/10000703183
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Forecasting vector autoregressions : the influence of cointegration ; a Monte Carlo study
Brandner, Peter; Kunst, Robert M. - 1990
Persistent link: https://www.econbiz.de/10000806743
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Fractionally integrated models with ARCH errors
Hauser, Michael A.; Kunst, Robert M. - 1994
Persistent link: https://www.econbiz.de/10000882159
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Special issue on economic applications of quantile regression : [Conference on "Economic Applications of Quantile Regressions" in June 2000 at the University of Konstanz, Germany]
Baltagi, Badi H. (contributor); Kunst, Robert M. (contributor) - 2001
Persistent link: https://www.econbiz.de/10001575731
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Cointegration in a macroeconomic system
Kunst, Robert M. - In: Journal of applied econometrics 5 (1990) 4, pp. 351-365
Persistent link: https://www.econbiz.de/10001099940
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Structuring volatile Swiss interest rates : some evidence on the present value model and a VAR-VARCH approach
Kunst, Robert M. - In: Econometric analysis of financial markets, (pp. 105-128). 1994
Persistent link: https://www.econbiz.de/10001284433