Kunst, Robert
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Incoming Resources
- Contributor of4
- Creator of10
- Threshold cointegration in interest rates
- Decisions on seasonal unit roots
- Cointegration in a macro-economic system
- Asymptotics for unit-root processes with underspecified deterministic structures
- Decision bounds for data-admissible seasonal models
- Fourth-order moments of augmented ARCH processes
- The myth of misspecification, some metaphors
- Approaches for the joint evaluation of hypothesis tests, classical testing, bayes testing, and joint confirmation
- Some aspects of modeling seasonality in economic time series
- Unit roots, change and decision bounds