Works matching IS 08837252 AND DT 1999 AND VI 14 AND IP 2
Results: 6
ECONOMETRIC SOFTWARE RELIABILITY: EViews, LIMDEP, SHAZAM AND TSP.
- Published in:
- 1999
- By:
- Publication type:
- Product Review
THE TIME-VARYING BEHAVIOUR OF REAL INTEREST RATES: A RE-EVALUATION OF THE RECENT EVIDENCE.
- Published in:
- Journal of Applied Econometrics, 1999, v. 14, n. 2, p. 171, doi. 10.1002/(SICI)1099-1255(199903/04)14:2<171::AID-JAE502>3.0.CO;2-U
- By:
- Publication type:
- Article
ESTIMATING THE LQAC MODEL WITH I(2) VARIABLES.
- Published in:
- Journal of Applied Econometrics, 1999, v. 14, n. 2, p. 155, doi. 10.1002/(SICI)1099-1255(199903/04)14:2<155::AID-JAE497>3.0.CO;2-#
- By:
- Publication type:
- Article
DETECTING PERIODICALLY COLLAPSING BUBBLES: A MARKOV-SWITCHING UNIT ROOT TEST.
- Published in:
- Journal of Applied Econometrics, 1999, v. 14, n. 2, p. 143, doi. 10.1002/(SICI)1099-1255(199903/04)14:2<143::AID-JAE500>3.0.CO;2-X
- By:
- Publication type:
- Article
A MONTE CARLO STUDY OF THE FORECASTING PERFORMANCE OF EMPIRICAL SETAR MODELS.
- Published in:
- Journal of Applied Econometrics, 1999, v. 14, n. 2, p. 123, doi. 10.1002/(SICI)1099-1255(199903/04)14:2<123::AID-JAE493>3.0.CO;2-K
- By:
- Publication type:
- Article
A NON-LINEAR FILTERING APPROACH TO STOCHASTIC VOLATILITY MODELS WITH AN APPLICATION TO DAILY STOCK RETURNS.
- Published in:
- Journal of Applied Econometrics, 1999, v. 14, n. 2, p. 101, doi. 10.1002/(SICI)1099-1255(199903/04)14:2<101::AID-JAE499>3.0.CO;2-A
- By:
- Publication type:
- Article