Narrow search
Showing 1 - 10 of 59
Cover Image
Trends in periodic autoregressions
Paap, Richard - In: PhD research bulletin / Tinbergen Institute 7 (1995) 1, pp. 1-12
Persistent link: https://www.econbiz.de/10001202753
Cover Image
Markov trends in macroeconomic time series
Paap, Richard - 1997
Persistent link: https://www.econbiz.de/10013265095
Cover Image
Cointegration in a periodic vector autoregression
Kleibergen, Frank; Franses, Philip Hans - 1999
Persistent link: https://www.econbiz.de/10001495876
Cover Image
Direct cointegration testing in periodic vector autoregressive models
Kleibergen, Frank; Franses, Philip Hans - 1995
Persistent link: https://www.econbiz.de/10000915606
Cover Image
Bayesian analysis of arma models using noninformative priors
Kleibergen, Frank; Hoek, Henk - 1995
Persistent link: https://www.econbiz.de/10000926871
Cover Image
Bayesian analysis of ARMA models using noninformative priors
Kleibergen, Frank; Hoek, Henk - 1997
Persistent link: https://www.econbiz.de/10000952481
Cover Image
Unit roots in the Nelson-Plosser data : do they matter for forecasting?
Franses, Philip Hans - In: International journal of forecasting 12 (1996) 2, pp. 283-288
Persistent link: https://www.econbiz.de/10001204614
Cover Image
On the shape of the likelihood posterior in cointegration models
Kleibergen, Frank; Dijk, Herman K. van - 1993
Persistent link: https://www.econbiz.de/10000894164
Cover Image
Nonstationarity in GARCH models : a Bayesian analysis
Kleibergen, Frank; Dijk, Herman K. van - 1993
Persistent link: https://www.econbiz.de/10000122477
Cover Image
On the shape of the likelihood, posterior in cointegration models
Kleibergen, Frank; Dijk, Herman K. van - 1993
Persistent link: https://www.econbiz.de/10000122496