EconStor >

Search Results


Results 21-30 of 543.

Item hits:

DateTitle Authors
2012 Identifying the independent sources of consumption variationBarigozzi, Matteo / Moneta, Alessio
1998 Statistical Inference in Micro Simulation Models: Incorporating external informationKlevmarken, N. Anders
2010 On the importance of the arrival of new informationChumacero, Rómulo A.
2011 Modeling stock market indexes with copula functionsLeśkow, Jacek / Mokrzycka, Justyna / Krawiec, Kamil
2012 Why we should use high values for the smoothing parameter of the Hodrick-Prescott filterFlaig, Gebhard
2004 Evaluating exponential GARCH modelsMalmsten, Hans
2007 Multivariate GARCH modelsSilvennoinen, Annastiina / Teräsvirta, Timo
2003 Testing the unit root hypothesis against the logistic smooth transition autoregressive modelEklund, Bruno
2011 The rank of a system of engel curves: How many common factors?Barigozzi, Matteo / Moneta, Alessio
2008 Testing for granger (non-) causality in a time varying coefficient VAR modelChristopoulos, Dimitris K. / León-Ledesma, Miguel

Back 1 2 3 4 5 6 7 8 9 10 11 12 Next