haku: @indexterm AUTOREGRESSION / yhteensä: 20
viitteet: 9-18 / 20
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9.
When units roots matter: excess volatility and excess smoothness of long-term interest rates
Journal of Empirical Finance
2001 : DEC, VOL. 8:5, p. 669-694
 2001 Schotman, P. C.
10.
Estimation of a rational expectations model of the term structure
Journal of Empirical Finance
2001 : DEC, VOL. 8:5, p. 639-668
 2001 Melino, A.
11.
Another Look at Mutual Fund Tournaments
Journal of Financial and Quantitative Analysis
2001 : MAR, VOL. 36:1, p. 53-74
 2001 Busse, J. A.
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.
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