search query: @indexterm ECONOMETRICS / total: 250
references: 144-153 / 250
« previous page | next page »
 titleyearauthor
144.
Nonlinear interest rate dynamics and implications for the term structure
Journal of Econometrics
1996 : SEP, VOL. 74:1, p. 149-176
 1996 Pfann, G.
Schotman, P.
Tschernig, R.
145.
Testing the adequacy of smooth transition autoregressive models
Journal of Econometrics
1996 : SEP, VOL. 74:1, p. 59-76
 1996 Eitrheim, O.
Terasvirta, T.
146.
Fractionally integrated generalized autoregressive conditional heteroscedasticity
Journal of Econometrics
1996 : SEP, VOL. 74:1, p. 3-30
 1996 Baillie, R.
147.
Editors' introduction: asymmetries and nonlinearities in dynamic economic models
Journal of Econometrics
1996 : SEP, VOL. 74:1, p. 1-2
 1996 Burgess, S.
Escribano, A.
Pfann, G.
148.
A Bayesian approach to the empirical valuation of bond options
Journal of Econometrics
1996 : NOV, VOL. 75:1, p. 183-216
 1996 Schotman, P.
149.
A Bayesian multivariate nonstationary time series model for estimating mutual relationships among variables
Journal of Econometrics
1996 : NOV, VOL. 75:1, p. 147-161
 1996 Kato, H.
150.
Bayesian reduced rank regression in econometrics
Journal of Econometrics
1996 : NOV, VOL. 75:1, p. 121-146
 1996 Geweke, J.
151.
On priors and Bayes factors
Journal of Econometrics
1996 : NOV, VOL. 75;1, p. 113-120
 1996 Young, K.
Pettit, L.
152.
Calculating posterior distributions and model estimates in Markov mixture models
Journal of Econometrics
1996 : NOV, VOL. 75:1, p. 79-98
 1996 Chib, C.
153.
Models, prior information, and Bayesian analysis
Journal of Econometrics
1996 : NOV, VOL. 75:1, p. 51-68
 1996 Zellner, A.
« previous page | next page »
SCIMA