Forecast Evaluation in the Presence of Unobserved Volatility
G. A. Christodoulakis
págs. 175-198
Estimating Long and Short Run Effects in Static Panel Models
P. Egger, M. Pfaffermayr
págs. 199-214
On the Power of Bootstrapped Specification Tests
M. A. Dominguez
págs. 215-228
págs. 229-258
Unit Root Tests Under Time-Varying Variances
G. Cavaliere
págs. 259-292
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