haku: @journal_id 1341 / yhteensä: 156
viitteet: 11-20 / 156
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 otsikkovuositekijä
11.
Short cuts to dynamic factor demand modelling
Journal of Econometrics
2000 : JUL, VOL. 97:1, p. 1-24
 2000 Thomsen, T.
12.
Adjusted estimates and Wald statistics for the AR(1) model with constant
Journal of Econometrics
2000 : OCT, VOL. 98:2, p. 335-363
 2000 Pere, P.
13.
A Bayesian approach to dynamic macroeconomics
Journal of Econometrics
2000 : OCT, VOL. 98:2, p. 203-223
 2000 DeJong, D. N.
Ingram, B. F.
Whiteman, C. H.
14.
A test for constant correlations in a multivariate GARCH model
Journal of Econometrics
2000 : SEP, VOL. 98:1, p. 107-127
 2000 Tse, Y. K.
15.
Semiparametric estimation of long-memory volatility dependencies: The role of high-frequency data
Journal of Econometrics
2000 : SEP, VOL. 98:1, p. 81-106
 2000 Bollerslev, T.
Wright, J. H.
16.
A Bayesian analysis of multiple-output production frontiers
Journal of Econometrics
2000 : SEP, VOL 98:1, p. 47-79
 2000 Fernández, C.
Koop, G.
Steel, M.
17.
Moments of Markov switching models
Journal of Econometrics
2000 : MAY, VOL. 96:1, p. 75-111
 2000 Timmermann, A.
18.
Testing for stationarity-ergodicity and for comovements between nonlinear discrete time Markov processes
Journal of Econometrics
2000 : MAY, VOL. 96:1, p. 39-73
 2000 Corradi, V.
Swanson, N. R.
White, H.
19.
Efficiency results of MLE and GMM estimation with sampling weights
Journal of Econometrics
2000 : MAY, VOL. 96:1, p. 25-37
 2000 Butler, J. S.
20.
A simple framework for nonparametric specification testing
Journal of Econometrics
2000 : MAY, VOL. 96:1, p. 1-23
 2000 Ellison, G.
Fisher Ellison, S.
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