haku: @indexterm TIME SERIES / yhteensä: 413
viitteet: 76-85 / 413
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76.
Foreign direct investment-led growth: Evidence from time series and panel data
Oxford Economic Papers
1999 : JAN, VOL. 51:1, p. 133-151
 1999 Mello, L. R. de Jr.
77.
Bayes factors and nonlinearity: Evidence from economic time series
Journal of Econometrics
1999 : FEB, VOL. 88:2, p. 251-281
 1999 Koop, G.
Potter, S. M.
78.
Permanent and transitory shocks in real output: Estimates from nineteenth-century and postwar economies
Journal of Money, Credit and Banking
1998 : MAY, VOL. 30:2, p. 231-251
 1998 Keating, J. W.
Nye, J. V.
79.
Forecasting U. K. and U. S. Interest rates using continuous time term structure models.
International Review of Financial Analysis
1998 : VOL. 7:3, p. 191-206
 1998 Byers, S. L. & Nowman, K. B.
80.
Multiple time series analysis of competitive marketing behavior
Journal of Business Research
1998 : OCT, VOL. 43:2, p. 97-107
 1998 Takada, H.
Bass, F.
81.
Predicting future buyer behavior with consumers' confidence and sentiment indexes
Marketing Letters
1998 : NOV, VOL. 9:4, p. 349-360
 1998 Chakrabarty, S.
Chopin, M. C.
Darrat, A. F.
82.
Time-series estimation of structural import demand equations: a cross-country analysis
Staff Papers
1998 : JUN, VOL. 45:2, p. 236-268
 1998 Senhadji, A.
83.
Short run and long run causality in time series: Theory
Econometrica
1998 : SEP, VOL. 66:5, p. 1099-1125
 1998 Dufour, J-M
Renault, E.
84.
Testing for and dating common breaks in multivariate time series.
Review of Economic Studies
1998 : JUL, VOL. 65(3):224, p. 395-432
 1998 Bai, J.
Lumsdaine, R.
Stock, J. H.
85.
Testing for a slowly changing level with special reference to stochastic volatility.
Journal of Econometrics
1998 : NOV, VOL. 87:1, p. 167-189
 1998 Harvey, A.
Streibel, M.
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