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1 Nonstationary autoregressive time series BOOK CHAPTER published 1985 in Handbook of Statistics |
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Varying Coefficient GARCH Models BOOK CHAPTER published 2009 in Handbook of Financial Time Series |
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Autoregressive Conditional Duration Models BOOK CHAPTER published 2009 in Palgrave Handbook of Econometrics |
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Moment–Based Estimation of Stochastic Volatility Models BOOK CHAPTER published 2009 in Handbook of Financial Time Series |
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Chapter 21 Random and changing coefficient models BOOK CHAPTER published 1984 in Handbook of Econometrics |
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Econometric Analysis with Vector Autoregressive Models OTHER published 21 August 2009 in Handbook of Computational Econometrics |
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Generalized Linear Autoregressive Moving Average Models BOOK CHAPTER published 6 January 2016 in Handbook of Discrete-Valued Time Series |
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Maximum Likelihood and Gaussian Estimation of Continuous Time Models in Finance BOOK CHAPTER published 2009 in Handbook of Financial Time Series |
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Estimation of Continuous-Time Stochastic Volatility Models BOOK CHAPTER published 2009 in Palgrave Handbook of Econometrics |
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Bayesian estimation of random utility models BOOK CHAPTER published 29 August 2014 in Handbook of Choice Modelling |
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Autoregressive spectral estimation BOOK CHAPTER published 1983 in Handbook of Statistics |
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10 Outliers, unit roots and robust estimation of nonstationary time series BOOK CHAPTER published 1997 in Handbook of Statistics |
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3 Autoregressive moving average models, intervention problems and outlier detection in time series BOOK CHAPTER published 1985 in Handbook of Statistics |
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Random Coefficient Models BOOK CHAPTER published 1995 in Handbook of Statistical Modeling for the Social and Behavioral Sciences |
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Applied Maintenance Models BOOK CHAPTER published 2009 in Handbook of Maintenance Management and Engineering |
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On the Analysis of Time Series with Nonstationary Increments BOOK CHAPTER published 29 May 2009 in Handbook of Research on Complexity |
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Using Random Coefficient Linear Models for the Analysis of Hierarchically Nested Data BOOK CHAPTER published 2000 in Handbook of Applied Multivariate Statistics and Mathematical Modeling |
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A Unified Estimation Approach for Spatial Dynamic Panel Data Models: Stability, Spatial Co-integration, and Explosive Roots BOOK CHAPTER published 19 April 2016 in Handbook of Empirical Economics and Finance |
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Copula–Based Models for Financial Time Series BOOK CHAPTER published 2009 in Handbook of Financial Time Series |
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Simulation-Based Estimation Methods for Financial Time Series Models BOOK CHAPTER published 2012 in Handbook of Computational Finance |