Modelling methodology and forecast failure.
- Published in:
- Econometrics Journal, 2002, v. 5, n. 2, p. 319, doi. 10.1111/1368-423X.00086
- By:
- Publication type:
- Article
Works matching IS 13684221 AND DT 2002 AND VI 5 AND IP 2
Results: 13
1
2
Moments and dynamic structure of a time–varying parameter stochastic volatility in mean model.
- Published in:
- Econometrics Journal, 2002, v. 5, n. 2, p. 345, doi. 10.1111/1368-423X.t01-1-00087
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- Publication type:
- Article
3
Residual–based diagnostics for conditional heteroscedasticity models.
- Published in:
- Econometrics Journal, 2002, v. 5, n. 2, p. 358, doi. 10.1111/1368-423X.t01-1-00088
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- Publication type:
- Article
4
Lag length and mean break in stationary VAR models.
- Published in:
- Econometrics Journal, 2002, v. 5, n. 2, p. 374, doi. 10.1111/1368-423X.00089
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- Publication type:
- Article
5
Testing for reduction to random walk in autoregressive conditional heteroskedasticity models.
- Published in:
- Econometrics Journal, 2002, v. 5, n. 2, p. 387, doi. 10.1111/1368-423X.t01-1-00090
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- Publication type:
- Article
6
An investigation of tests for linearity and the accuracy of likelihood based inference using random fields.
- Published in:
- Econometrics Journal, 2002, v. 5, n. 2, p. 263, doi. 10.1111/1368-423X.00084
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- Publication type:
- Article
7
Distributions of error correction tests for cointegration.
- Published in:
- Econometrics Journal, 2002, v. 5, n. 2, p. 285, doi. 10.1111/1368-423X.00085
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- Publication type:
- Article
8
Multinomial probit estimation without nuisance parameters.
- Published in:
- Econometrics Journal, 2002, v. 5, n. 2, p. 417, doi. 10.1111/1368-423X.00091
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- Publication type:
- Article
9
Estimating saving functions in the presence of excessive–zeros problems.
- Published in:
- Econometrics Journal, 2002, v. 5, n. 2, p. 435, doi. 10.1111/1368-423X.t01-1-00092
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- Publication type:
- Article
10
Projection estimators for autoregressive panel data models.
- Published in:
- Econometrics Journal, 2002, v. 5, n. 2, p. 457, doi. 10.1111/1368-423X.t01-1-00093
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- Publication type:
- Article
11
A comparative study of alternative estimators for the unbalanced two–way error component regression model.
- Published in:
- Econometrics Journal, 2002, v. 5, n. 2, p. 480, doi. 10.1111/1368-423X.t01-1-00094
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- Publication type:
- Article
12
Bounds for inference with nuisance parameters present only under the alternative.
- Published in:
- Econometrics Journal, 2002, v. 5, n. 2, p. 494, doi. 10.1111/1368-423X.00095
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- Publication type:
- Article
13
An optimal test against a random walk component in a non–orthogonal unobserved components model.
- Published in:
- Econometrics Journal, 2002, v. 5, n. 2, p. 520, doi. 10.1111/1368-423X.t01-1-00096
- By:
- Publication type:
- Article