The Econometrics Journal of the Royal Economic Society: Foreword.
- Published in:
- Econometrics Journal, 1998, v. 1, n. 2, p. i, doi. 10.1111/1368-423X.12013
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- Publication type:
- Article
Works matching IS 13684221 AND DT 1998 AND VI 1 AND IP 2
Results: 5
1
2
The Relation Between Conditionally Heteroskedastic Factor Models and Factor GARCH Models.
- Published in:
- Econometrics Journal, 1998, v. 1, n. 2, p. 1, doi. 10.1111/1368-423X.12014
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- Publication type:
- Article
3
Distribution Approximation of Unit Root Tests in Autoregressive Models.
- Published in:
- Econometrics Journal, 1998, v. 1, n. 2, p. 10, doi. 10.1111/1368-423X.12015
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- Publication type:
- Article
4
An ADF Coefficient Test for a Unit Root in ARMA Models of Unknown Order with Empirical Applications to the US Economy.
- Published in:
- Econometrics Journal, 1998, v. 1, n. 2, p. 27, doi. 10.1111/1368-423X.12016
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- Publication type:
- Article
5
Degrees of Freedom Adjustment for Disturbance Variance Estimators in Dynamic Regression Models.
- Published in:
- Econometrics Journal, 1998, v. 1, n. 2, p. 44, doi. 10.1111/1368-423X.12017
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- Publication type:
- Article