string(211) "select * FROM articoli_opac WHERE fonte <> 'ISI' AND fonte='ICR' AND fasc_issn='01651765' order by level desc, fasc_key desc, NULLIF(regexp_replace(pagina_ini, E'\\D', '', 'g'), '')::int asc offset 325 limit 25"
Citation: D.GILES,"M. SCOTT, SOME CONSEQUENCES OF USING THE CHOW TEST IN THE CONTEXT OF AUTOCORRELATED DISTURBANCES, Economics letters, 38(02), 1992, pp. 145
Citation: D.GILES,"M. SCOTT, SOME CONSEQUENCES OF USING THE CHOW TEST IN THE CONTEXT OF AUTOCORRELATED DISTURBANCES, Economics letters, 38(02), 1992, pp. 145
Citation: F.J. GOERLICH, A NOTE ON THE DISTRIBUTION OF THE LEAST SQUARES ESTIMATOR OF A RANDOMWALK WITH A LINEAR TREND, Economics letters, 38(02), 1992, pp. 151
Citation: F.J. GOERLICH, A NOTE ON THE DISTRIBUTION OF THE LEAST SQUARES ESTIMATOR OF A RANDOMWALK WITH A LINEAR TREND, Economics letters, 38(02), 1992, pp. 151
Citation: S.J. LEYBOURNE et B.P.M. MCCABE, A SIMPLE TEST FOR PARAMETER CONSTANCY IN A NONLINEAR TIME SERIES REGRESSION MODEL, Economics letters, 38(02), 1992, pp. 157
Citation: S.J. LEYBOURNE et B.P.M. MCCABE, A SIMPLE TEST FOR PARAMETER CONSTANCY IN A NONLINEAR TIME SERIES REGRESSION MODEL, Economics letters, 38(02), 1992, pp. 157