BOOK REVIEWS.
- Published in:
- Econometrics Journal, 2012, v. 15, n. 3, p. B5, doi. 10.1111/j.1368-423X.2012.00376.x
- By:
- Publication type:
- Article
Works matching IS 13684221 AND DT 2012 AND VI 15 AND IP 3
Results: 10
1
2
Erratum.
- Published in:
- 2012
- Publication type:
- Erratum
3
Non-parametric detection and estimation of structural change.
- Published in:
- Econometrics Journal, 2012, v. 15, n. 3, p. 420, doi. 10.1111/j.1368-423X.2012.00378.x
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- Publication type:
- Article
4
Index to The Econometrics Journal Volume 15.
- Published in:
- Econometrics Journal, 2012, v. 15, n. 3, p. 537, doi. 10.1111/j.1368-423X.2012.00391.x
- Publication type:
- Article
5
Weak instrument inference in the presence of parameter instability.
- Published in:
- Econometrics Journal, 2012, v. 15, n. 3, p. 395, doi. 10.1111/j.1368-423X.2012.00384.x
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- Publication type:
- Article
6
A Review of The Oxford Handbook of Bayesian Econometrics edited by Geweke (John), Koop (Gary) and van Dijk (Herman).
- Published in:
- Econometrics Journal, 2012, v. 15, n. 3, p. B11, doi. 10.1111/j.1368-423X.2012.00377.x
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- Publication type:
- Article
7
A Review of Structural Macroeconometrics by DeJong (David N.) and Dave (Chetan).
- Published in:
- Econometrics Journal, 2012, v. 15, n. 3, p. B5, doi. 10.1111/j.1368-423X.2012.00376.x
- By:
- Publication type:
- Article
8
Testing a parametric function against a non-parametric alternative in IV and GMM settings.
- Published in:
- Econometrics Journal, 2012, v. 15, n. 3, p. 462, doi. 10.1111/j.1368-423X.2012.00382.x
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- Publication type:
- Article
9
Estimation of dynamic latent variable models using simulated non-parametric moments.
- Published in:
- Econometrics Journal, 2012, v. 15, n. 3, p. 490, doi. 10.1111/j.1368-423X.2012.00387.x
- By:
- Publication type:
- Article
10
Testing for uncorrelated errors in ARMA models: non-standard Andrews-Ploberger tests.
- Published in:
- Econometrics Journal, 2012, v. 15, n. 3, p. 516, doi. 10.1111/j.1368-423X.2012.00379.x
- By:
- Publication type:
- Article