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JurnalThe Econometrics Journal vol. 7 no. 2 (Dec. 2004)
Bibliografi
Topik: ECONOMETRICS; THEORETICAL; METHODOLOGICAL; COMPUTATIONAL
Bahasa: (EN )    ISSN: 1368-4221    Year:: 2004    Bulan: 12    Edisi: Softcopy    
Penerbit: Blackwell Publishing
Jenis: Journal - ilmiah internasional
[Lihat daftar eksemplar jurnal The Econometrics Journal]
Artikel dalam koleksi ini
  1. The Consequences Of Seasonal Adjustment For Periodic Autoregressive Processes, halaman 307–321
  2. Some Cautions On The Use Of Panel Methods For Integrated Series Of Macroeconomic Data, halaman 322–340
  3. Testing Linearity In Cointegrating Smooth Transition Regressions, halaman 341–365
  4. Response Error In A Transformation Model With An Application To Earnings-Equation Estimation, halaman 366–388
  5. More On Testing Exact Rational Expectations In Cointegrated Vector Autoregressive Models: Restricted Constant And Linear Term, halaman 389–397
  6. Markov Switching Stochastic Frontier Model, halaman 398–425
  7. Semiparametric Mixture Models For Multivariate Count Data, With Application, halaman 426–454
  8. On The Forecasting Ability of ARFIMA Models When Infrequent Breaks Occur, halaman 455–475
  9. Oil Prices And Exchange Rates: Norwegian Evidence, halaman 476–504
  10. Asymptotic Confidence Intervals For Impulse Responses Of Near-Integrated Processes, halaman 505–527
  11. Testing For Duration Dependence In Economic Cycles, halaman 528–549
  12. Forecasting In Dynamic Factor Models Using Bayesian Model Averaging, halaman 550–565
  13. Modelling The Differences In Counted Outcomes Using Bivariate Copula Models With Application To Mismeasured Counts, halaman 566–584
  14. A Comparison Of Autoregressive Distributed Lag And Dynamic OLS Cointegration Estimators In The Case Of A Serially Correlated Cointegration Error, halaman 585–617
  15. Identification Of Causal Factor Models Of Stationary Time Series, halaman 618–627
  16. Vector Equilibrium Correction Models With Non-Linear Discontinuous Adjustments, halaman 628–651

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