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State-space models with regime switching classical and gibbs-sampling approaches with applications
Veröffentlicht 2000Buch -
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Estimation of term premiums from average yield differentials in the term structure of interest rates
Veröffentlicht 1970Buch -
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A Markov model of heteroskedasticity, risk, and learning in the stock market
Veröffentlicht 1989Buch -
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Some further results on the exact small sample properties of the instrumental variable estimator
Veröffentlicht 1988Buch -
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Spurious trend and cycle in the state space decomposition of a time series with a unit root
Veröffentlicht 1987Buch -
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