Prediction-based estimating functions.
- Published in:
- Econometrics Journal, 2000, v. 3, n. 2, p. 123, doi. 10.1111/1368-423X.00042
- By:
- Publication type:
- Article
Works matching IS 13684221 AND DT 2000 AND VI 3 AND IP 2
Results: 7
1
2
Testing for stationarity in heterogeneous panel data.
- Published in:
- Econometrics Journal, 2000, v. 3, n. 2, p. 148, doi. 10.1111/1368-423X.00043
- By:
- Publication type:
- Article
3
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
- By:
- Publication type:
- Article
4
Testing for linear autoregressive dynamics under heteroskedasticity.
- Published in:
- Econometrics Journal, 2000, v. 3, n. 2, p. 177, doi. 10.1111/1368-423X.00045
- By:
- Publication type:
- Article
5
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
- By:
- Publication type:
- Article
6
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
- By:
- Publication type:
- Article
7
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
- By:
- Publication type:
- Article