Introductory Econometrics: Using Monte Carlo Simulation with Microsoft Excel ®.
- Published in:
- 2006
- By:
- Publication type:
- Book Review
Works matching IS 01439782 AND DT 2006 AND VI 27 AND IP 6
Results: 11
1
2
Optimal Detection of Exponential Component in Autoregressive Models.
- Published in:
- Journal of Time Series Analysis, 2006, v. 27, n. 6, p. 793, doi. 10.1111/j.1467-9892.2006.00489.x
- By:
- Publication type:
- Article
3
Integer-Valued GARCH Process.
- Published in:
- Journal of Time Series Analysis, 2006, v. 27, n. 6, p. 923, doi. 10.1111/j.1467-9892.2006.00496.x
- By:
- Publication type:
- Article
4
Moving Average Representations for Multivariate Stationary Processes.
- Published in:
- Journal of Time Series Analysis, 2006, v. 27, n. 6, p. 831, doi. 10.1111/j.1467-9892.2006.00503.x
- By:
- Publication type:
- Article
5
Efficient Semiparametric Estimation of the Periods in a Superposition of Periodic Functions with Unknown Shape.
- Published in:
- Journal of Time Series Analysis, 2006, v. 27, n. 6, p. 877, doi. 10.1111/j.1467-9892.2006.00493.x
- By:
- Publication type:
- Article
6
Journal of Time Series Analysis.
- Published in:
- Journal of Time Series Analysis, 2006, v. 27, n. 6, p. 945, doi. 10.1111/j.1467-9892.2006.00516.x
- Publication type:
- Article
7
Time Deformation, Continuous Euler Processes and Forecasting.
- Published in:
- Journal of Time Series Analysis, 2006, v. 27, n. 6, p. 811, doi. 10.1111/j.1467-9892.2006.00490.x
- By:
- Publication type:
- Article
8
Asymptotic Relative Efficiency of Goodness-Of-Fit Tests Based on Inverse and Ordinary Autocorrelations.
- Published in:
- Journal of Time Series Analysis, 2006, v. 27, n. 6, p. 843, doi. 10.1111/j.1467-9892.2006.00491.x
- By:
- Publication type:
- Article
9
Gaussian Maximum Likelihood Estimation For ARMA Models. I. Time Series.
- Published in:
- Journal of Time Series Analysis, 2006, v. 27, n. 6, p. 857, doi. 10.1111/j.1467-9892.2006.00492.x
- By:
- Publication type:
- Article
10
CORRIGENDUM.
- Published in:
- 2006
- Publication type:
- Correction Notice
11
An approximate likelihood function for panel data with a mixed ARMA( p, q) remainder disturbance model.
- Published in:
- Journal of Time Series Analysis, 2006, v. 27, n. 6, p. 911, doi. 10.1111/j.1467-9892.2006.00495.x
- By:
- Publication type:
- Article