Found: 10
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Distinguishing between trend-break models: method and empirical evidence.
- Published in:
- Econometrics Journal, 2001, v. 4, n. 2, p. 171, doi. 10.1111/1368-423X.00061
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- Article
Wage formation and employment in a cointegrated VAR model.
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- Econometrics Journal, 2001, v. 4, n. 2, p. 191
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- Article
A Gaussian approach for continuous time models of the short-term interest rate.
- Published in:
- Econometrics Journal, 2001, v. 4, n. 2, p. 210, doi. 10.1111/1368-423X.00063
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- Article
Markov level shifts and the unit-root hypothesis.
- Published in:
- Econometrics Journal, 2001, v. 4, n. 2, p. 225, doi. 10.1111/1368-423X.00064
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- Article
The limiting distribution of the t-ratio for the unit root test in an AR(1).
- Published in:
- Econometrics Journal, 2001, v. 4, n. 2, p. 242, doi. 10.1111/1368-423X.00065
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- Article
Testing for optimality in job search models.
- Published in:
- Econometrics Journal, 2001, v. 4, n. 2, p. 257, doi. 10.1111/1368-423X.00066
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- Article
Stochastic specification and the international GDP series.
- Published in:
- Econometrics Journal, 2001, v. 4, n. 2, p. 273, doi. 10.1111/1368-423X.00067
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- Article
Maximum eigenvalue versus trace tests for the cointegrating rank of a VAR process.
- Published in:
- Econometrics Journal, 2001, v. 4, n. 2, p. 287
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- Article
The NIG-S&ARCH model: a fat-tailed, stochastic, and autoregressive conditional heteroskedastic volatility model.
- Published in:
- Econometrics Journal, 2001, v. 4, n. 2, p. 319, doi. 10.1111/1368-423X.00070
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- Article
Review of PcGets 1 for Windows.
- Published in:
- Econometrics Journal, 2001, v. 4, n. 2, p. 311, doi. 10.1111/1368-423X.00069
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- Article