Detail The Econometrics Journal vol. 1 no. 1 (1998) Bibliografi Topik: ECONOMETRICS; THEORETICAL; METHODOLOGICAL; COMPUTATIONAL Bahasa: (EN )    ISSN: 1368-4221    Year:: 1998    Edisi: Softcopy     Penerbit: Blackwell Publishing Jenis: Journal - ilmiah internasional [Lihat daftar eksemplar jurnal The Econometrics Journal] Artikel dalam koleksi ini Spurious Periodic Autoregressions, halaman 1-22 Bayesian inference on GARCH models using the Gibbs Sampler, halaman 23-46 A comparison of the forecast performance of Markov-switching and threshold autoregressive models of US GNP, halaman 76-99 Estimating the Kronecker indices of cointegrated echelon-form VARMA models, halaman 100-112 Control Variates For Variance Reduction In Indirect Inference: Interest Rate Models In Continuous Time, halaman 100-112 Estimating Stochastic Volatility Models Through Indirect Inference, halaman 113-128 Simulated Maximum Likelihood Estimation In Transition Models, halaman 129-153 Simulation-Based Finite Sample Normality Tests In Linear Regressions, halaman 154-173 Simulation-Based Likelihood Inference For Limited Dependent Processes, halaman 174-202 A Framework For Economic Forecasting, halaman 203-266  Edit Artikel Lihat Sejarah Pengadaan  Konversi Metadata   Kembali

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