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The Persistency And The Sustainability Of The Indonesia’s Current Account Deficit
Author:
Asmarani, Tuti Eka
Artikel dari
Bulletin of Monetary Economics and Banking (ex: Buletin Ekonomi Moneter dan Perbankan) vol. 17 no. 03 (Jan. 2015)
, page 315-338
A Constructive Approach for Finding Arbitrary Roots of Polynomials By Neural Networks
Author:
Huang, De-Shuang
Artikel dari
IEEE Transactions on Neural Networks vol. 15 no. 2 (Mar. 2004)
, page 477-491
An ADF Coefficient Test For A Unit Root In ARMA Models Of Unknown Order With Empirical Applications To The US Economy
Author:
Xiao, Zhijie
;
Phillips, Peter C. B.
Artikel dari
The Econometrics Journal vol. 1 no. 2 (1998)
, page 27-43
Asymptotic local power of pooled t-ratio tests for unit roots in panels with fixed effects
Author:
Moon, Hyungsik Roger
;
Perron, Benoit
Artikel dari
The Econometrics Journal vol. 11 no. 1 (2008)
, page 80-104
Behaviour Of The Standard And Symmetric Dickey–Fuller Type Tests When There Is A Break Under The Null Hypothesis
Author:
Leybourne, Stephen J.
;
Newbold, Paul
Artikel dari
The Econometrics Journal vol. 3 no. 1 (2000)
, page 1-15
Distribution Approximation Of Unit Root Tests In Autoregressive Models
Author:
Sentana, Enrique
Artikel dari
The Econometrics Journal vol. 1 no. 2 (1998)
, page 1-9
Dynamic Panel Estimation And Homogeneity Testing Under Cross Section Dependence
Author:
Phillips, Peter C. B.
;
Sul, Donggyu
Artikel dari
The Econometrics Journal vol. 6 no. 1 (Jun. 2003)
, page 217-259
Efficient Inference In Multivariate Fractionally Integrated Time Series Models
Author:
Nielsen, Morten Orregaard
Artikel dari
The Econometrics Journal vol. 7 no. 1 (Jun. 2004)
, page 63–97
Forecasting Autoregressive Time Series In The Presence Of Deterministic Components
Author:
Ng, Serena
;
Vogelsang, Timothy J.
Artikel dari
The Econometrics Journal vol. 5 no. 1 (2002)
, page 196-224
Functional-Coefficient Models Under Unit Root Behaviour
Author:
Juhl, Ted
Artikel dari
The Econometrics Journal vol. 8 no. 2 (2005)
, page 197-213
How Useful Are Tests for Unit-Root in Distinguishing Unit-Root Processes From Stationary But Non-Linear Processes ?
Author:
Chi-Young, Choi
;
Young-Kyu, Moh
Artikel dari
The Econometrics Journal vol. 10 no. 1 (2007)
, page 82-112
Joint Hypothesis Specification for Unit Root Tests With A Structural Break
Author:
Sanso, Andreu
;
Carrion-I-Silvestre, Josep Lluis
Artikel dari
The Econometrics Journal vol. 9 no. 2 (2006)
, page 196-224
Limiting Behaviour Of Dickey–Fuller F-Tests Under The Crash Model Alternative
Author:
Sen, A.
Artikel dari
The Econometrics Journal vol. 6 no. 2 (Dec. 2003)
, page 421–429
Linearity Tests And Stationarity
Author:
Kilic, Rehim
Artikel dari
The Econometrics Journal vol. 7 no. 1 (Jun. 2004)
, page 55–62
Markov Level Shifts And The Unit-Root Hypothesis
Author:
Psaradakis, Zacharias
Artikel dari
The Econometrics Journal vol. 4 no. 2 (2001)
, page 225-241
Moment Approximation for Least-Squares Estimators in Dynamic Regression Models With A Unit Root
Author:
Kiviet, Jan F.
;
Phillips, Garry D.A.
Artikel dari
The Econometrics Journal vol. 8 no. 2 (2005)
, page 115-142
On The Inconsistency of The Unrestricted Estimator of The Information Matrix Near A Unit Root
Author:
Magdalinos, Tassos
Artikel dari
The Econometrics Journal vol. 10 no. 2 (2007)
, page 245-262
Pengujian Netralitas Uang dan Inflasi Jangka Panjang Di Indonesia
Author:
Arintoko
Artikel dari
Bulletin of Monetary Economics and Banking (ex: Buletin Ekonomi Moneter dan Perbankan) vol. 14 no. 1 (Jul. 2011)
, page 79-115
Residual-Based Block Bootstrap Unit Root Testing in The Presence of Trend Breaks
Author:
Ioannidis, Evangelos E.
Artikel dari
The Econometrics Journal vol. 8 no. 3 (2005)
, page 323-351
Seasonal Unit Root Tests and The Role of Initial Conditions
Author:
Harvey, David I.
;
Leybourne, Stephen J.
;
Taylor, A.M. Robert
Artikel dari
The Econometrics Journal vol. 11 no. 3 (2008)
, page 409
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