Notation in econometrics: a proposal for a standard.
- Published in:
- Econometrics Journal, 2002, v. 5, n. 1, p. 76, doi. 10.1111/1368-423X.t01-1-00074
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- Publication type:
- Article
Works matching IS 13684221 AND DT 2002 AND VI 5 AND IP 1
Results: 13
1
2
A new technique for simulating the likelihood of stochastic differential equations.
- Published in:
- Econometrics Journal, 2002, v. 5, n. 1, p. 91, doi. 10.1111/1368-423X.t01-1-00075
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- Publication type:
- Article
3
Model selection tests for nonlinear dynamic models.
- Published in:
- Econometrics Journal, 2002, v. 5, n. 1, p. 1, doi. 10.1111/1368-423X.t01-1-00071
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- Article
4
Progress from forecast failure — the Norwegian consumption function.
- Published in:
- Econometrics Journal, 2002, v. 5, n. 1, p. 40, doi. 10.1111/1368-423X.t01-1-00072
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- Article
5
On Monte Carlo estimation of relative power.
- Published in:
- Econometrics Journal, 2002, v. 5, n. 1, p. 65, doi. 10.1111/1368-423X.00073
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- Publication type:
- Article
6
Testing linear restrictions in linear models with empirical likelihood.
- Published in:
- Econometrics Journal, 2002, v. 5, n. 1, p. 104, doi. 10.1111/1368-423X.00076
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- Publication type:
- Article
7
The tapered block bootstrap for general statistics from stationary sequences.
- Published in:
- Econometrics Journal, 2002, v. 5, n. 1, p. 131, doi. 10.1111/1368-423X.t01-1-00077
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- Publication type:
- Article
8
Exact interpretation of dummy variables in semilogarithmic equations.
- Published in:
- Econometrics Journal, 2002, v. 5, n. 1, p. 149, doi. 10.1111/1368-423X.00078
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- Publication type:
- Article
9
Consistency of kernel variance estimators for sums of semiparametric linear processes.
- Published in:
- Econometrics Journal, 2002, v. 5, n. 1, p. 160, doi. 10.1111/1368-423X.t01-1-00079
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- Article
10
On LM type tests for seasonal unit roots in quarterly data.
- Published in:
- Econometrics Journal, 2002, v. 5, n. 1, p. 176, doi. 10.1111/1368-423X.t01-1-00080
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- Publication type:
- Article
11
Forecasting autoregressive time series in the presence of deterministic components.
- Published in:
- Econometrics Journal, 2002, v. 5, n. 1, p. 196, doi. 10.1111/1368-423X.t01-1-00081
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- Publication type:
- Article
12
Estimation of the mean of a univariate normal distribution with known variance.
- Published in:
- Econometrics Journal, 2002, v. 5, n. 1, p. 225, doi. 10.1111/1368-423X.t01-1-00082
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- Publication type:
- Article
13
Maximum likelihood estimates for the Hildreth-Houck random coefficients model.
- Published in:
- Econometrics Journal, 2002, v. 5, n. 1, p. 237, doi. 10.1111/1368-423X.t01-1-00083
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- Publication type:
- Article