Works matching IS 13684221 AND DT 2004 AND VI 7 AND IP 2
Results: 16
The consequences of seasonal adjustment for periodic autoregressive processes.
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- Econometrics Journal, 2004, v. 7, n. 2, p. 307, doi. 10.1111/j.1368-423X.2004.00132.x
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- Article
Some cautions on the use of panel methods for integrated series of macroeconomic data.
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- Econometrics Journal, 2004, v. 7, n. 2, p. 322, doi. 10.1111/j.1368-423X.2004.00133.x
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- Article
Testing linearity in cointegrating smooth transition regressions.
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- Econometrics Journal, 2004, v. 7, n. 2, p. 341, doi. 10.1111/j.1368-423X.2004.00134.x
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Response error in a transformation model with an application to earnings-equation estimation.
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- Econometrics Journal, 2004, v. 7, n. 2, p. 366, doi. 10.1111/j.1368-423X.2004.00135.x
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- Article
More on testing exact rational expectations in cointegrated vector autoregressive models: Restricted constant and linear term.
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- Econometrics Journal, 2004, v. 7, n. 2, p. 389, doi. 10.1111/j.1368-423X.2004.00136.x
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- Article
Markov switching stochastic frontier model.
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- Econometrics Journal, 2004, v. 7, n. 2, p. 398, doi. 10.1111/j.1368-423X.2004.00137.x
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Semiparametric mixture models for multivariate count data, with application.
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- Econometrics Journal, 2004, v. 7, n. 2, p. 426, doi. 10.1111/j.1368-423X.2004.00138.x
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On the forecasting ability of ARFIMA models when infrequent breaks occur.
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- Econometrics Journal, 2004, v. 7, n. 2, p. 455, doi. 10.1111/j.1368-423X.2004.00139.x
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Oil prices and exchange rates: Norwegian evidence.
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- Econometrics Journal, 2004, v. 7, n. 2, p. 476, doi. 10.1111/j.1368-423X.2004.00140.x
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Asymptotic confidence intervals for impulse responses of near-integrated processes.
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- Econometrics Journal, 2004, v. 7, n. 2, p. 505, doi. 10.1111/j.1368-423X.2004.00141.x
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Testing for duration dependence in economic cycles.
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- Econometrics Journal, 2004, v. 7, n. 2, p. 528, doi. 10.1111/j.1368-423X.2004.00142.x
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Forecasting in dynamic factor models using Bayesian model averaging.
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- Econometrics Journal, 2004, v. 7, n. 2, p. 550, doi. 10.1111/j.1368-423X.2004.00143.x
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- Article
Modelling the differences in counted outcomes using bivariate copula models with application to mismeasured counts.
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- Econometrics Journal, 2004, v. 7, n. 2, p. 566, doi. 10.1111/j.1368-423X.2004.00144.x
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A comparison of autoregressive distributed lag and dynamic OLS cointegration estimators in the case of a serially correlated cointegration error.
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- Econometrics Journal, 2004, v. 7, n. 2, p. 585, doi. 10.1111/j.1368-423X.2004.00145.x
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Identification of causal factor models of stationary time series.
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- Econometrics Journal, 2004, v. 7, n. 2, p. 618, doi. 10.1111/j.1368-423X.2004.00146.x
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Vector equilibrium correction models with non-linear discontinuous adjustments.
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- Econometrics Journal, 2004, v. 7, n. 2, p. 628, doi. 10.1111/j.1368-423X.2004.00147.x
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- Article