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Asymptotic Normality for Weigh...
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1
Regression trendbehafteter Zeitreihen in der Ökonometrie
Hassler, Uwe
-
2000
-
1. Aufl.
Persistent link: https://www.econbiz.de/10001516312
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2
Econometric analysis of realised volatility and its use in estimating Lévy based non-Gaussian OU type stochastic volatility models
Barndorff-Nielsen, Ole E.
(
contributor
); …
-
2000
-
[Elektronische Resource]
Persistent link: https://www.econbiz.de/10001533130
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3
Blue for ß in CAPM with infinite variance
Huschens, Stefan
;
Kurz-Kim, Jeong-Ryeol
-
1999
Persistent link: https://www.econbiz.de/10001399219
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4
Feasible optimal instrumental variables estimation of linear models with moving average disturbances
West, Kenneth D.
;
Wong, Ka-fu
;
Anatolyev, Stanislav
-
1998
Persistent link: https://www.econbiz.de/10001407344
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5
An extension of the Gauss-Markov theorem for mixed linear regression models with non-stionary stochastic parameters
Dagum, Estela Bee
;
Cholette, Pierre A.
- In:
Advances in econometrics, income distribution and …
,
(pp. 27-39)
.
1999
Persistent link: https://www.econbiz.de/10001428310
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6
Simple procedures for testing autoregressive versus moving average errors in regression models
McKenzie, Colin
;
McAleer, Michael
;
Gill, Len
- In:
The Japanese economic review : the journal of the …
50
(
1999
)
3
,
pp. 239-252
Persistent link: https://www.econbiz.de/10001470195
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7
An integral inequality on C ([0,1]) with application to the Ornstein-Uhlenbeck process
Bailey, Ralph W.
;
Burridge, Peter
;
Nandeibam, Shasikanta
-
1998
Persistent link: https://www.econbiz.de/10001366917
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8
Die Risikostruktur von Industrieanleihen : eine ökonometrische Untersuchung unter Verwendung ordinaler Kredit-Ratings
Tessin, Peter von
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1999
Persistent link: https://www.econbiz.de/10001370932
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9
Nonlinear regressions with integrated time series
Park, Joon Y.
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Phillips, Peter C. B.
- In:
Econometrica : journal of the Econometric Society, an …
69
(
2001
)
1
,
pp. 117-161
Persistent link: https://www.econbiz.de/10001545098
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Investigation of the stochastic utility maximization process of consumer brand choice by semiparametric modeling
Abe, Makoto
;
Boztuğ, Yasemin
;
Hildebrandt, Lutz
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2000
Persistent link: https://www.econbiz.de/10001546575
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