Detail The Econometrics Journal vol. 11 no. 1 (2008) Bibliografi Topik: ECONOMETRICS; THEORETICAL; METHODOLOGICAL; COMPUTATIONAL Bahasa: (EN )    ISSN: 1368-4221    Year:: 2008     Penerbit: Blackwell Publishing Jenis: Journal - ilmiah internasional [Lihat daftar eksemplar jurnal The Econometrics Journal] Ketersediaan Perpustakaan Pusat (Semanggi) Nomor Panggil: EE39.4 Non-tandon: 1 (dapat dipinjam: 0) Tandon: tidak ada     Lihat Detail Induk Artikel dalam koleksi ini Bootstrapping Autoregression under Non-stationary Volatility, halaman 1-26 Estimating GARCH models: when to use what?, halaman 27-38 Influential observations in cointegrated VAR models: Danish money demand 1973–2003, halaman 39-57 Inflation, exchange rates and PPP in a multivariate panel cointegration model, halaman 58-79 Asymptotic local power of pooled t-ratio tests for unit roots in panels with fixed effects, halaman 80-104 A bias-adjusted LM test of error cross-section independence, halaman 105-127 Economic Reform, Growth and Convergence in China, halaman 128-154 Modelling Portfolio Defaults Using Hidden Markov Models with Covariates, halaman 155-171 Stochastic frontier models with dependent error components, halaman 172-192 Indirect Estimation of -Stable Distributions and Processes, halaman 193-208 Exact formulas for the Hodrick-Prescott filter, halaman 209-217  Edit Artikel Lihat Sejarah Pengadaan  Konversi Metadata   Kembali

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