Detail The Econometrics Journal vol. 4 no. 2 (2001) Bibliografi Topik: ECONOMETRICS; THEORETICAL; METHODOLOGICAL; COMPUTATIONAL Bahasa: (EN )    ISSN: 1368-4221    Year:: 2001    Edisi: Softcopy     Penerbit: Blackwell Publishing Jenis: Journal - ilmiah internasional [Lihat daftar eksemplar jurnal The Econometrics Journal] Artikel dalam koleksi ini Wage Formation And Employment In A Cointegrated VAR Model, halaman 171-190 Distinguishing Between Trend-Break Models: Method And Empirical Evidence, halaman 191-209 A Gaussian Approach For Continuous Time Models Of The Short-Term Interest Rate, halaman 210-224 Markov Level Shifts And The Unit-Root Hypothesis, halaman 225-241 The Limiting Distribution Of The T-Ratio For The Unit Root Test In An AR(1), halaman 242-256 Testing For Optimality In Job Search Models, halaman 257-272 Stochastic Specification And The International GDP Series, halaman 273-286 Maximum Eigenvalue Versus Trace Tests For The Cointegrating Rank Of A VAR Process, halaman 287-310 Review Of Pcgets 1 For Windows, halaman 311-318 The NIG-S&ARCH Model: A Fat-Tailed, Stochastic, And Autoregressive Conditional Heteroskedastic Volatility Model, halaman 319-342  Edit Artikel Lihat Sejarah Pengadaan  Konversi Metadata   Kembali

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