Quasi-minimax estimation, prior information and money demand in Germany
|
1998 |
Mittag, Hans-Joachim |
How important are real shocks for the real exchange rate?
|
1998 |
Carstensen, Kai |
Locally weighted autoregression
|
1998 |
Feng, Yuanhua |
The indeterminacy latent variable models
|
1998 |
Bartholomew, David J. |
Consistent estimation of the number of cointegration relations in a vector autoregressive model
|
1998 |
Lütkepohl, Helmut |
Errors in variables in econometrics
|
1998 |
Cheng, Chi-lun |
Bayesian forecasting of turning points in economic cycles
|
1998 |
Naggl, Walter |
Money and prices in Germany : empirical results for 1962 to 1996
|
1998 |
Brüggemann, Imke |
Potentials and limitations of econometric forecast and simulation models
|
1998 |
Ronning, Gerd |
An introduction to the economic study of knowledge
|
1998 |
Beckmann, Martin J. |
Analysing Ellsberg's paradox by means of interval-probability
|
1998 |
Weichselberger, Kurt |
An econometric model for the transition process of China's economy
|
1998 |
Chen, Pu |
Estimation of the stochastic volatility by Markov Chain Monte Carlo
|
1998 |
Boscher, Hans |
Trading strategies of a financially strong investor in futures and stocks : is profitable manipulation possible?
|
1998 |
Bamberg, Günter |
The analysis of growth and learning curves with mean- and covariance structure models
|
1998 |
Arminger, Gerhard |
Using first differences as a device against multicollinearity
|
1998 |
Toutenburg, Helge |
Locally weighted least squares in categorical varying-coefficient models
|
1998 |
Tutz, Gerhard |
Different nonlinear regression models with incorrectly observed covariates
|
1998 |
Thamerus, Markus |
Nonparameteric regression splines for generalized linear measurement error models
|
1998 |
Carroll, Raymond J. |
Estimation for the nonlinear errors-in-variables model
|
1998 |
Fuller, Wayne A. |