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Nonlinear three stage least squares pooling of cross dection and average time series data
Jorgenson, Dale W.; Stoker, Thomas M. - 1982
Persistent link: https://www.econbiz.de/10001531709
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Statistische Analyse und Vorhersage bei ökonomischen Zeitreihen
Bode, Bernd - 1979
Persistent link: https://www.econbiz.de/10001375273
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The predictive performance of the time-series model and the regression model of the income velocity of money : evidence from five EEC countries
Ahking, Francis W. - In: Journal of banking & finance 8 (1984) 3, pp. 389-415
Persistent link: https://www.econbiz.de/10001808263
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Estimating Almon lags
Aguilar, Renato - 1984
Persistent link: https://www.econbiz.de/10001805757
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The covariances between sampled autocovariances and between serial correlations for finit realisations from ARUMA time series models
Anderson, O. D.; Gooijer, J. G. de - 1981
Persistent link: https://www.econbiz.de/10001832040
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Methods of investigating causal relationships between time series
Anderson, John S. - 1982
Persistent link: https://www.econbiz.de/10001835880
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Testing for unit roots : [P.] 1
Evans, G. B. A.; Savin, N. E. - In: Econometrica : journal of the Econometric Society, an … 49 (1981) 3, pp. 753-779
Persistent link: https://www.econbiz.de/10001837065
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Econometric methods and Kalman filtering
Aagaard-Svendsen, Rolf - 1979
Persistent link: https://www.econbiz.de/10001783579
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Fehlerkomponenten-Modelle und optimale Vorhersage aus kombinierten Zeitreihen- und Querschnittsdaten
Härke, Eckhard - 1979
Persistent link: https://www.econbiz.de/10000066408