haku: @indexterm TIME SERIES / yhteensä: 413
viitteet: 84-93 / 413
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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.
86.
Similarities in the distribution of stock market price changes between the eighteenth and twentieth centuries.
Journal of Business
1998 : JAN, VOL. 71:1, p. 55-79
 1998 Harrison, P.
87.
Reorientation of the time-series analysis for macroeconomics
Japanese Economic Review
1998 : MAR, VOL. 49:1, p. 1-16
 1998 Hatanaka, M.
88.
Testing for spurious causality in exchange rates
Journal of Empirical Finance
1998 : JAN, Vol. 5:1, p. 47-66
 1998 Renault, E.
Sekkat, K.
Szafarz, A.
89.
Do security analysts improve their performance with experience ?
Journal of Accounting Research
1997 : VOL. 35, suppl., p. 131-157
 1997 Mikhail, M. B.
Walther, B. R.
Willis, R. H.
90.
Nonparametric bootstrap analysis with applications to demographic effects in demand functions.
Journal of Econometrics
1997 : SEP, VOL. 81:2, p. 357-393
 1997 Gozalo, P. L.
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.
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