Results : 126-132/132
Authors:
Costa, Michele
Citation: Michele Costa, Dynamic component detection in a multifactor model for stock returns, Journal of the italian statistical society, 3(1), 1994, pp. 25-36
Authors:
Cubadda, Gianluca
Citation: Gianluca Cubadda, Testing for cointegration at any frequency using spectral methods, Journal of the italian statistical society, 3(1), 1994, pp. 37-50
Authors:
el-Helbawy, AbdalLa_T.
Hassan, Tawfik
Citation: AbdalLa_T. el-Helbawy et Tawfik Hassan, On the wald, lagrangian multiplier and likelihood ratio tests when the information matrix is singular, Journal of the italian statistical society, 3(1), 1994, pp. 51-60
Authors:
Faliva, Mario
Zoia, Maria Grazia
Citation: Mario Faliva et Maria Grazia Zoia, Detecting and testing causality in linear econometric models, Journal of the italian statistical society, 3(1), 1994, pp. 61-76
Authors:
Pallini, Andrea
Citation: Andrea Pallini, Estimating probabilities from invariant permutation distributions, Journal of the italian statistical society, 3(1), 1994, pp. 77-91
Authors:
Paruolo, Paolo
Citation: Paolo Paruolo, Role of the drift in I(2) systems, Journal of the italian statistical society, 3(1), 1994, pp. 93-123
Authors:
Paulino, Carlos Daniel Mimoso
Pereira, Carlos Alberto De_Braganca
Citation: Carlos Daniel Mimoso Paulino et Carlos Alberto De_Braganca Pereira, On identifiability of parametric statistical models, Journal of the italian statistical society, 3(1), 1994, pp. 125-151