Siddhartha Chib, James H. Albert
págs. 1-15
A Locally Most Mean Powerful Based Score Test for ARCH and GARCH Regression Disturbances
John H.H. Lee, Maxwell L. King
págs. 17-27
Tests of Independence in parametric Models With Applications and Illustrations
Pravin K. Trivedi, A. Colin Cameron
págs. 29-43
Catherine J. Morrison
págs. 45-60
François Laisney, Siegfried Gabler, Michael Lechner
págs. 61-80
Detecting Level Shifts in Time Series
Nathan S. Balke
págs. 81-92
págs. 93-101
págs. 103-112
Cyclical Pattern in the Variance of Economic Activity
Mark W. French, Daniel E. Sichel
págs. 113-119
Calculating Interval Forecasts
Chris Chatfield
págs. 121-135
Craig F. Ansley
págs. 136-137
Keith Ord
págs. 138-139
Ruey S. Tray
págs. 140-142
Chris Chatfield
págs. 143-144
págs. 145-155
Quality Management: Development of a Framework for a Statistical Agency
Michael Colledge, Mary March
págs. 157-165
Common Volatility in International Equity Markets
Robert F. Engle, Raul Susmel
págs. 167-176
Theoretical Relations Between Risk Premiums and Conditional Variances
Allan W. Gregory, David K. Backus
págs. 177-185
Allan D. Brunner, Gregory D. Hess
págs. 187-197
Temporary Components of Stock Prices: A Skeptic's View
Matthew Richardson
págs. 199-207
Estimating Aggregate Automotive Income Elasticities From the Population Income-Share Elasticity
Robert F. Bordley, James B. McDonald
págs. 209-214
Statistical Analysis of Shapes in Macroeconomic Time Series: Is There a Business Cycle?
Salih N. Neftci
págs. 215-224
págs. 225-233
ARIMA Processes With ARIMA Parameters
Carlo Grillenzoni
págs. 235-250
Auditing the Producer Price Index: Micro Evidence form Prescription Pharmaceutical Preparations
Zvi Griliches, Joshua G. Rosett, Ernst R. Berndt
págs. 251-264
págs. 265-277
Triple-System Modeling of Census, Post-Enumeration Survey, and Administrative-List Data
Alan M. Zaslavsky, Glenn S. Wolfgang
págs. 279-288
págs. 289-300
Translating Prior Information Across Specifications to Improve Predictive Accuracy
R. Kelley Pace, Otis W. Gilley
págs. 301-309
Estimating Moving Average parameters: classical Pileups and Bayesian Posteriors
David N. DeJong, Charles H. Whiteman
págs. 311-317
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