On the Alternative Long-Run Variance Ratio Test for a Unit Root
Y. Cai, M. Shintani
págs. 347-372
Monitoring Constancy of Variance in Conditionally Heteroskedastic Time Series
P. Kokoszka, L. Horvath
págs. 373-402
Empirical Likelihood for GARCH Models
N. H. Chan
págs. 403-428
A Residual-Based Test for Stochastic Cointegration
S. Leybourne, B. McCabe
págs. 429-456
págs. 457-482
Estimation of Differential-Difference Equation Systems with Unknown Lag Parameters
J. S. Ercolani, M. J. Chambers
págs. 483-498
Reducing Bias of MLE in a Dynamic Panel Model
J. Hahn, H. R. Moon
págs. 499-512
págs. 513-528
págs. 529-536
A Note on Identification with Averaged Data
J. M. C. S. Silva, J. A. F. Machado
págs. 537-541
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