haku: @indexterm TIME SERIES / yhteensä: 413
viitteet: 196-205 / 413
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 otsikkovuositekijä
196.
A comparison of tests for SETAR-type non-linearity in time series.
Journal of Forecasting
1990 : JAN-FEB, VOL. 9:1, p. 25-36
 1990 Petruccelli, J. D.
197.
Granger causality between money, output, prices and interest rates: some cross-country evidence from the Period 1875-1984.
Weltwirtschaftliches Archiv
1989 : VOL. 125:1, p. 74-82
 1989 Pikkarainen, P.
Viren, M.
198.
A causal analysis of black and official exchange rates: the Turkish case
Weltwirtschaftliches Archiv
1989 : VOL. 125:2, p. 337-350
 1989 Akgiray, V.
199.
Interpreting the term structure of interest rates using weekly money announcements
Schweizerische Zeitschrift für Volkswirtschaft und Statistik
1989 : VOL. 125:1, p. 43-54
 1989 Fischer, A.
200.
On multistep prediction error methods for time series models.
Journal of Forecasting
1989 : OCT-DEC, VOL. 8:4, p. 357-368
 1989 Stoica, P.
Nehorai, A.
201.
Forecasting the Antwerp maritime steel traffic flow: a case study.
Journal of Forecasting
1989 : OCT-DEC, VOL. 8:4, p. 381-398
 1989 Gooijer, J. G. de
Klein, A.
202.
Variance intervention. (!Intervention methods)
Journal of Forecasting
1989 : OCT-DEC, VOL. 8:4, p. 399-416
 1989 Young, P.
Ng, C.
203.
Hypothesis testing in semiparametric and nonparametric models for econometric time series.
Review of Economic Studies
1989 : OCT, VOL. 56:188, p. 511-534
 1989 Robinson, P. M.
204.
Calibration-based predictive distributions: an application of prequential analysis to interest rates, money, prices, and output.
Journal of Business
1989 : OCT, VOL. 62:4, p. 477-499
 1989 Kling, J. L.
Bessler, D. A.
205.
A bivariate first-order autoregressive time series model in exponential variables - 1.
Management Science
1989 : OCT, VOL. 35:10, p. 1236-1246
 1989 Dewald, L. S.
Lewis, P. A. W.
McKenzie, E.
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