Detail The Econometrics Journal vol. 5 no. 1 (2002) Bibliografi Topik: ECONOMETRICS; THEORETICAL; METHODOLOGICAL; COMPUTATIONAL Bahasa: (EN )    ISSN: 1368-4221    Year:: 2002    Edisi: Softcopy     Penerbit: Blackwell Publishing Jenis: Journal - ilmiah internasional [Lihat daftar eksemplar jurnal The Econometrics Journal] Artikel dalam koleksi ini Model Selection Tests For Nonlinear Dynamic Models, halaman 1-39 Progress From Forecast Failure—The Norwegian Consumption Function, halaman 40-64 On Monte Carlo Estimation Of Relative Power, halaman 65-75 Notation In Econometrics: A Proposal For A Standard, halaman 76-90 A New Technique For Simulating The Likelihood Of Stochastic Differential Equations, halaman 91-103 Testing Linear Restrictions In Linear Models With Empirical Likelihood, halaman 104-130 The Tapered Block Bootstrap For General Statistics From Stationary Sequences, halaman 131-148 Exact Interpretation Of Dummy Variables In Semilogarithmic Equations, halaman 149-159 Consistency Of Kernel Variance Estimators For Sums Of Semiparametric Linear Processes, halaman 160-175 On LM Type Tests For Seasonal Unit Roots In Quarterly Data, halaman 176-195 Forecasting Autoregressive Time Series In The Presence Of Deterministic Components, halaman 196-224 Estimation Of The Mean Of A Univariate Normal Distribution With Known Variance, halaman 225-236 Maximum Likelihood Estimates For The Hildreth–Houck Random Coefficients Model, halaman 237-262  Edit Artikel Lihat Sejarah Pengadaan  Konversi Metadata   Kembali

Copyright © 2006, 2007 Unika Atma Jaya, all rights reserved