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Nonstationarity in GARCH models : a Bayesian analysis
Kleibergen, Frank; Dijk, Herman K. van - 1993
Persistent link: https://www.econbiz.de/10000122477
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Almost sure convergence in extreme value theory
Cheng, Shihong; Peng, Liang; Qi, Yongcheng - 1995
Persistent link: https://www.econbiz.de/10000910423
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On uniformization for continuous-time Markov chains
Dijk, Nicolaas M. van - 1995
Persistent link: https://www.econbiz.de/10000910477
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Testing for integration using evolving trend and seasonals models : a Bayesian approach
Koop, Gary; Dijk, Herman K. van; Hoek, Henk - 1997
Persistent link: https://www.econbiz.de/10000966951
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Computationally attractive stability tests for the efficient method of moments
Sluis, Pieter J. van der - 1997
Persistent link: https://www.econbiz.de/10000968763
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A hybrid joint moment ratio test for financial times series
Groenendijk, Patrick A.; Lucas, André; Vries, Casper G. de - 1998
Persistent link: https://www.econbiz.de/10000994244
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Bayesian unit root inference in the Hamilton model
Hoek, Henk; Paap, Richard - 1994
Persistent link: https://www.econbiz.de/10000560205
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Classical and Bayesian aspects of robust unit root inference
Hoek, Henk; Lucas, André; Dijk, Herman K. van - 1993
Persistent link: https://www.econbiz.de/10000151638
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On uniformization for continuous-time Markov chains
Dijk, Nicolaas M. van - 1994
Persistent link: https://www.econbiz.de/10000151649
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Lagrange-multiplier tests for weak exogeneity : a synthesis
Boswijk, H. P.; Urbain, Jean-Pierre - 1994
Persistent link: https://www.econbiz.de/10000151682