Works matching IS 13684221 AND DT 2000 AND VI 3 AND IP 2
Results: 7
Prediction-based estimating functions.
- Published in:
- Econometrics Journal, 2000, v. 3, n. 2, p. 123, doi. 10.1111/1368-423X.00042
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- Publication type:
- Article
Testing for stationarity in heterogeneous panel data.
- Published in:
- Econometrics Journal, 2000, v. 3, n. 2, p. 148, doi. 10.1111/1368-423X.00043
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- Article
The representative household's demand for money in a cointegrated VAR model.
- Published in:
- Econometrics Journal, 2000, v. 3, n. 2, p. 162, doi. 10.1111/1368-423X.00044
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- Article
Testing for linear autoregressive dynamics under heteroskedasticity.
- Published in:
- Econometrics Journal, 2000, v. 3, n. 2, p. 177, doi. 10.1111/1368-423X.00045
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- Publication type:
- Article
BUGS for a Bayesian analysis of stochastic volatility models.
- Published in:
- Econometrics Journal, 2000, v. 3, n. 2, p. 198, doi. 10.1111/1368-423X.00046
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- Article
Cointegration analysis in the presence of structural breaks in the deterministic trend.
- Published in:
- Econometrics Journal, 2000, v. 3, n. 2, p. 216, doi. 10.1111/1368-423X.00047
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- Publication type:
- Article
Determining the order of differencing in seasonal time series processes.
- Published in:
- Econometrics Journal, 2000, v. 3, n. 2, p. 250, doi. 10.1111/1368-423X.00048
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- Article