Found: 9
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Testing the bivariate mixture hypothesis using German stock market data.
- Published in:
- European Financial Management, 1996, v. 2, n. 3, p. 273, doi. 10.1111/j.1468-036X.1996.tb00044.x
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- Article
Executive summaries.
- Published in:
- European Financial Management, 1996, v. 2, n. 3, p. 257, doi. 10.1111/j.1468-036X.1996.tb00042.x
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- Article
Two Aspects of Labor Mobility: A Bivariate Poisson Regression Approach.
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- Empirical Economics, 1993, v. 18, n. 3, p. 543, doi. 10.1007/BF01176203
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- Article
EFFICIENT METHOD OF MOMENTS ESTIMATORS FOR INTEGER TIME SERIES MODELS.
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- Journal of Time Series Analysis, 2014, v. 35, n. 6, p. 491, doi. 10.1111/jtsa.12078
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- Article
Convolution-closed models for count time series with applications.
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- Journal of Time Series Analysis, 2011, v. 32, n. 3, p. 268, doi. 10.1111/j.1467-9892.2010.00697.x
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- Article
Modelling and Diagnostics of Spatially Autocorrelated Counts.
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- Econometrics (2225-1146), 2022, v. 10, n. 3, p. 31, doi. 10.3390/econometrics10030031
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- Article
Maximum-Likelihood Estimation in a Special Integer Autoregressive Model.
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- Econometrics (2225-1146), 2020, v. 8, n. 2, p. 24, doi. 10.3390/econometrics8020024
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- Article
Binomial thinning models for integer time series.
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- Statistical Modelling: An International Journal, 2006, v. 6, n. 2, p. 81, doi. 10.1191/1471082X06st114oa
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- Article
Estimation in conditional first order autoregression with discrete support.
- Published in:
- Statistical Papers, 2005, v. 46, n. 2, p. 195, doi. 10.1007/BF02762968
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- Article