Narrow search
Showing 1 - 10 of 16
Cover Image
Consistent estimation of structural parameters in regression models with adaptive learning
Christopeit, Norbert; Massmann, Michael - 2010
Persistent link: https://www.econbiz.de/10008736921
Cover Image
Optimal control of linear systems with time varying drift parameters : the Guassian case
Christopeit, Norbert - 1996
Persistent link: https://www.econbiz.de/10000986515
Cover Image
Business and turning points : a survey of statistical techniques
Davis, E. Philip; Massmann, Michael; Weale, Martin - In: National Institute economic review (2003) 1, pp. 90-106
Persistent link: https://www.econbiz.de/10001736888
Cover Image
Inference in models with adaptive learning
Chevillon, Guillaume; Massmann, Michael; Mavroeidis, … - In: Journal of monetary economics 57 (2010) 3, pp. 341-351
Persistent link: https://www.econbiz.de/10003976919
Cover Image
On minimax estimation in linear regression models with ellipsoidal constraints
Christopeit, Norbert - 1991
Persistent link: https://www.econbiz.de/10000833559
Cover Image
On the existence of arbitrage : free measures in contingent claim valuation
Christopeit, Norbert - 1991
Persistent link: https://www.econbiz.de/10000834041
Cover Image
On the existence and characterization of arbitrage free measures in contingent claim valuation
Christopeit, Norbert - 1992
Persistent link: https://www.econbiz.de/10000840393
Cover Image
Some comments on a simple nonlinear filter
Christopeit, Norbert - 1989
Persistent link: https://www.econbiz.de/10000815240
Cover Image
Some comments on a simple nonlinear filter with application to adaptive control
Christopeit, Norbert - 1991
Persistent link: https://www.econbiz.de/10000821011
Cover Image
A simple regime-switching model for stochastic volatilities
Christopeit, Norbert - 1997
Persistent link: https://www.econbiz.de/10000982947