Average Derivatives for Hazard Functions
T. Gorgens
págs. 437-463
P. C. B. Phillips, O. Lieberman
págs. 464-484
Regression Model Fitting with a Long Memory Covariate Process
R. T. Baillie, H. L. Koul
págs. 485-512
Efficient Method of Moments in Misspecified i.i.d. Models
V. Aguirre-Torres
págs. 513-534
A. Sancetta, S. Satchell
págs. 535-562
págs. 563-596
Panel Cointegration: Asymptotic and Finite Sample Properties of Pooled Time Series Tests with an Application to the PPP Hypothesis
P. Pedroni
págs. 597-626
págs. 627-635
págs. 636-638
An I(2) model for VAR(1) processes
P. Paruolo
págs. 639-640
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