haku: @indexterm AUTOREGRESSION / yhteensä: 20
viitteet: 12-20 / 20
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12.
Habit Persistence in Time Series Models of Discrete Choice
Marketing Letters
2001 : VOL. 12:1, p. 25-35
 2001 Haaijer, R.
Wedel, M.
13.
Jumps and time-varying correlations in daily foreign exchange rates
Journal of International Money and Finance
2001 : OCT, VOL. 20:5, p. 611-637
 2001 Chang, K.-H.
Kim, M.-J.
14.
Predictability in International Asset Returns: A Reexamination
Journal of Financial and Quantitative Analysis
2000 : DEC, VOL. 35:4, p. 601-620
 2000 Neely, C. J.
Weller, P.
15.
Volatility of real GDP: some evidence from the United States, the United Kingdom and Japan
Japan and the World Economy
2000 : MAY, VOL. 12:2, p. 143-152
 2000 Hamori, S.
16.
Testing the adequacy of smooth transition autoregressive models
Journal of Econometrics
1996 : SEP, VOL. 74:1, p. 59-76
 1996 Eitrheim, O.
Terasvirta, T.
17.
Multivariate autoregressive techniques for constructing confidence regions on the mean vector
Management Science
1993 : SEP, VOL. 39:6, p. 1112-1129
 1993 Charnes, J.M.
Kelton, W.D.
18.
The Durbin-Watson test for autocorrelation in nonlinear models.
Review of Economics and Statistics
1992 : MAY, VOL. 74:2, p. 370-373
 1992 White, K. J.
19.
Bias of s2 in the linear regression model with correlated errors.
Review of Economics and Statistics
1992 : MAY, VOL. 74:2, p. 362-365
 1992 Kiviet, J. F.
Krämer, W.
20.
Multiple minema in the estimation of models with autoregressive disturbances.
Review of Economics and Statistics
1992 : MAY, VOL. 74:2, p. 354-357
 1992 Doran, H.
Kmenta, J.
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