Author Search Results

1

Monte Carlo tests of cointegration with structural breaks

Monte Carlo tests of cointegration with structural breaks

by Ralf, Östermark, Rune, Höglund
Published 2000

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2

Recursive least squares modelling: empirical evidence from the Finnish and Japanese markets

Recursive least squares modelling: empirical evidence from the Finnish and Japanese markets

by Rune, Höglund, Ralf, Östermark
Published 1997

Other Authors: “...Rune, Höglund...”

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3

Identification of Multiple‐input Transfer‐function Noise Models: A Regression Approach — Part I: Theory

Identification of Multiple‐input Transfer‐function Noise Models: A Regression Approach — Part I: Theory

by Ralf, Östermark, Rune, Höglund
Published 1993

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4

Identification of Multiple‐input Transfer‐function Noise Models: A Regression Approach — Part II: Results and Conclusions

Identification of Multiple‐input Transfer‐function Noise Models: A Regression Approach — Part II: Results and Conclusions

by Ralf, Östermark, Rune, Höglund
Published 1993

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5

Estimating system response to a regime shift: some evidence on international asset pricing

Estimating system response to a regime shift: some evidence on international asset pricing

by Ralf, Östermark, Rune, Höglund, Henrik, Saxén
Published 1999

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