10 treff

autoregression statistics
New directions in econometric practice : general to specific modelling, cointegration, and vector autoregression
Wojciech W. Charemza and Derek F. Deadman...
Bok Engelsk 1997 · Vis mer
Vis flere utgaver
Vis flere utgaver
The cointegrated VAR model : methodology and applications
Juselius, Katarina
Bok Engelsk 2007 · Vis mer
Structural vector autoregressive analysis
Lutz Kilian, Helmut Lütkepohl
Bok Engelsk 2017 · Vis mer
Structural vector autoregressive analysis
Lutz Kilian, Helmut Lütkepohl
Bok Engelsk 2017 · Vis mer
Estimating and forecasting ARCH models using G@RCH 7
Sébastien Laurent
Bok Engelsk 2013 · Vis mer
ARCH Models for Financial Applications.
Degiannakis, Stavros.
Bok Engelsk 2010 · Vis mer
Model reduction methods for vector autoregressive processes
Ralf Brüggemann
Bok Engelsk 2004 · Vis mer
ARCH models and financial applications
Gourieroux, Christian
Bok Engelsk 1997 · Vis mer
Empirical vector autoregressive modeling
Marius Ooms
Bok Engelsk 1994 · Vis mer
Weighted empiricals and linear models
Hira L. Koul
Bok Engelsk 1992 · Vis mer