search query: @indexterm time series / total: 413
references: 91-100 / 413
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91.
Subsampling for heteroskedastic time series.
Journal of Econometrics
1997 : DEC, VOL. 81:2, p. 281-317
 1997 Politis, D. N.
Romano, J. P.
Wolf, M.
92.
Detecting shocks: Ouliers and breaks in time series.
Journal of Econometrics
1997 : OCT, VOL. 80:2, p. 387-422
 1997 Koopman, S. J.
Shephard, N.
93.
Testing unit root and other nonstationary hypothesis in macroeconomic time series.
Journal of Econometrics
1997 : OCT, VOL. 80:2, p. 241-268
 1997 Gil-Alana, L. A.
94.
Impulse response analysis in infinite order cointegrated vector autoagressive processes
Journal of Econometrics
1997 : NOV, Vol. 81:1, p. 127-157
 1997 Lütkepohl, H.
Saikkonen, P.
95.
Testing integration of macroeconomic time series in transitional socialist economies. A modification of Perron test
Economics of Planning
1997 : VOL. 30:2/3, p. 127-179
 1997 Rybinski, K.
96.
Advertising exposure and advertising effects: New panel-based findings
Journal of Advertising Research
1997 : JUL-AUG, VOL. 37:4, p. 51-60
 1997 Gonten, M. F. von
Donius, J. F.
97.
Investor sophistication and market earnings expectations
Journal of Accounting Research
1997 : AUTUMN, VOL. 35:2, p. 157-179
 1997 Walther, B. R.
98.
Son excesivamente suaves las series de contabilidad nacional trimestral?
Informacion Comercial Espanola
1997 : SEP, 765,p.163-176
 1997 Pons Novella, J.
Pons Fanals, E.
99.
Graphical techniques for selecting explanatory variables for time series data
Applied Statistics
1997 : VOL. 46:2, p. 253-264
 1997 Marriott, J.
Pettitt, A.
100.
Robust rank tests of the unit root hypothesis
Econometrica
1997 : JAN, VOL. 65:1, p. 133-161
 1997 Hasan, M. N.
Koenker, R. W.
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