Author: Chong T.T.-l. Lui G.C.-s.
Publisher: Elsevier
ISSN: 0165-1765
Source: Economics Letters, Vol.63, Iss.3, 1999-06, pp. : 285-294
Disclaimer: Any content in publications that violate the sovereignty, the constitution or regulations of the PRC is not accepted or approved by CNPIEC.
Abstract
Related content
Estimating growth rate in the presence of serially correlated errors
Applied Economics Letters, Vol. 10, Iss. 15, 2003-12 ,pp. :
Test of heteroscedasticity in a regression model in the presence of measurement errors
Economics Letters, Vol. 76, Iss. 2, 2002-07 ,pp. :
A new estimator of the fractionally integrated stochastic volatility model
By Wright J.H.
Economics Letters, Vol. 63, Iss. 3, 1999-06 ,pp. :
Modelling the US real GNP with fractionally integrated techniques
Applied Economics, Vol. 36, Iss. 8, 2004-05 ,pp. :
Forecasting the real output using fractionally integrated techniques
Applied Economics, Vol. 36, Iss. 14, 2004-08 ,pp. :