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Results: 1-25/292
Authors:
ERICSSON NR
Citation: Nr. Ericsson, SPECIAL SECTION ON EXOGENEITY, COINTEGRATION, AND ECONOMIC-POLICY ANALYSIS - ASSOCIATE EDITORS INTRODUCTION, Journal of business & economic statistics, 16(4), 1998, pp. 369-369
Authors:
ERICSSON NR
HENDRY DF
MIZON GE
Citation: Nr. Ericsson et al., EXOGENEITY, COINTEGRATION, AND ECONOMIC-POLICY ANALYSIS, Journal of business & economic statistics, 16(4), 1998, pp. 370-387
Authors:
HARBO I
JOHANSEN S
NIELSEN B
RAHBEK A
Citation: I. Harbo et al., ASYMPTOTIC INFERENCE ON COINTEGRATING RANK IN PARTIAL SYSTEMS, Journal of business & economic statistics, 16(4), 1998, pp. 388-399
Authors:
JUSELIUS K
Citation: K. Juselius, A STRUCTURED VAR FOR DENMARK UNDER CHANGING MONETARY REGIMES, Journal of business & economic statistics, 16(4), 1998, pp. 400-411
Authors:
METIN K
Citation: K. Metin, THE RELATIONSHIP BETWEEN INFLATION AND THE BUDGET DEFICIT IN TURKEY, Journal of business & economic statistics, 16(4), 1998, pp. 412-422
Authors:
DUREVALL D
Citation: D. Durevall, THE DYNAMICS OF CHRONIC INFLATION IN BRAZIL, 1968-1985, Journal of business & economic statistics, 16(4), 1998, pp. 423-432
Authors:
DEBROUWER G
ERICSSON NR
Citation: G. Debrouwer et Nr. Ericsson, MODELING INFLATION IN AUSTRALIA, Journal of business & economic statistics, 16(4), 1998, pp. 433-449
Authors:
CHRISTOFFERSEN PF
DIEBOLD FX
Citation: Pf. Christoffersen et Fx. Diebold, COINTEGRATION AND LONG-HORIZON FORECASTING, Journal of business & economic statistics, 16(4), 1998, pp. 450-458
Authors:
FRANSES PH
LUCAS A
Citation: Ph. Franses et A. Lucas, OUTLIER DETECTION IN COINTEGRATION ANALYSIS, Journal of business & economic statistics, 16(4), 1998, pp. 459-468
Authors:
GEWEKE J
PETRELLA L
Citation: J. Geweke et L. Petrella, PRIOR DENSITY-RATIO CLASS ROBUSTNESS IN ECONOMETRICS, Journal of business & economic statistics, 16(4), 1998, pp. 469-478
Authors:
WHITED TM
Citation: Tm. Whited, WHY DO INVESTMENT EULER EQUATIONS FAIL, Journal of business & economic statistics, 16(4), 1998, pp. 479-488
Authors:
GUERRERO VM
PENA D
PONCELA P
Citation: Vm. Guerrero et al., MEASURING INTERVENTION EFFECTS ON MULTIPLE TIME-SERIES SUBJECTED TO LINEAR RESTRICTIONS - A BANKING EXAMPLE, Journal of business & economic statistics, 16(4), 1998, pp. 489-497
Authors:
GUO DJ
Citation: Dj. Guo, THE RISK PREMIUM OF VOLATILITY IMPLICIT IN CURRENCY OPTIONS, Journal of business & economic statistics, 16(4), 1998, pp. 498-507
Authors:
LOBATO IN
SAVIN NE
Citation: In. Lobato et Ne. Savin, REAL AND SPURIOUS LONG-MEMORY PROPERTIES OF STOCK-MARKET DATA, Journal of business & economic statistics, 16(3), 1998, pp. 261-268
Authors:
GRANGER CWJ
Citation: Cwj. Granger, REAL AND SPURIOUS LONG-MEMORY PROPERTIES OF STOCK-MARKET DATA - COMMENT, Journal of business & economic statistics, 16(3), 1998, pp. 268-269
Authors:
GEWEKE J
Citation: J. Geweke, REAL AND SPURIOUS LONG-MEMORY PROPERTIES OF STOCK-MARKET DATA - COMMENT, Journal of business & economic statistics, 16(3), 1998, pp. 269-271
Authors:
HO HC
LIN CFJ
Citation: Hc. Ho et Cfj. Lin, REAL AND SPURIOUS LONG-MEMORY PROPERTIES OF STOCK-MARKET DATA - COMMENT, Journal of business & economic statistics, 16(3), 1998, pp. 272-272
Authors:
BAILLIE RT
Citation: Rt. Baillie, REAL AND SPURIOUS LONG-MEMORY PROPERTIES OF STOCK-MARKET DATA - COMMENT, Journal of business & economic statistics, 16(3), 1998, pp. 273-276
Authors:
ROBINSON PM
Citation: Pm. Robinson, REAL AND SPURIOUS LONG-MEMORY PROPERTIES OF STOCK-MARKET DATA - COMMENT, Journal of business & economic statistics, 16(3), 1998, pp. 276-279
Authors:
LOBATO IN
SAVIN NE
Citation: In. Lobato et Ne. Savin, REAL AND SPURIOUS LONG-MEMORY PROPERTIES OF STOCK-MARKET DATA - REPLY, Journal of business & economic statistics, 16(3), 1998, pp. 280-283
Authors:
FRIDMAN M
HARRIS L
Citation: M. Fridman et L. Harris, A MAXIMUM-LIKELIHOOD APPROACH FOR NON-GAUSSIAN STOCHASTIC VOLATILITY MODELS, Journal of business & economic statistics, 16(3), 1998, pp. 284-291
Authors:
PENA D
RUIZCASTILLO J
Citation: D. Pena et J. Ruizcastillo, THE ESTIMATION OF FOOD EXPENDITURES FROM HOUSEHOLD BUDGET DATA IN THEPRESENCE OF BULK PURCHASES, Journal of business & economic statistics, 16(3), 1998, pp. 292-303
UNIT-ROOT TESTS AND ASYMMETRIC ADJUSTMENT WITH AN EXAMPLE USING THE TERM STRUCTURE OF INTEREST-RATES
Authors:
ENDERS W
GRANGER CWJ
Citation: W. Enders et Cwj. Granger, UNIT-ROOT TESTS AND ASYMMETRIC ADJUSTMENT WITH AN EXAMPLE USING THE TERM STRUCTURE OF INTEREST-RATES, Journal of business & economic statistics, 16(3), 1998, pp. 304-311
Authors:
GELFAND AE
GHOSH SK
KNIGHT JR
SIRMANS CF
Citation: Ae. Gelfand et al., SPATIOTEMPORAL MODELING OF RESIDENTIAL SALES DATA, Journal of business & economic statistics, 16(3), 1998, pp. 312-321
Authors:
BISHOP JA
FORMBY JP
ZHENG BH
Citation: Ja. Bishop et al., INFERENCE TESTS FOR GINI-BASED TAX PROGRESSIVITY INDEXES, Journal of business & economic statistics, 16(3), 1998, pp. 322-330