Econometric Reviews,volume 28,issue 1-3  (01-2014)

Period of time： 2014年1-3期

Publisher： Taylor & Francis Ltd

Founded in： 1982

Total resources： 32

ISSN： 0747-4938

Subject： F Economic

Favorite

Disclaimer: Any content in publications that violate the sovereignty, the constitution or regulations of the PRC is not accepted or approved by CNPIEC.

Econometric Reviews,volume 28,issue 1-3

Menu

Editorial: Special Issue on Statistical Inference on Time Series Stochastic and Deterministic Dynamics

By Dagum Estela Bee in (2009)

Econometric Reviews,volume 28,issue 1-3 , Vol. 28, Iss. 1-3, 2009-01 , pp. 1-3

Taylor & Francis Ltd

Abstract Access to resources Recommend Favorite

Frequency Dependence in Regression Model Coefficients: An Alternative Approach for Modeling Nonlinear Dynamic Relationships in Time Series

By Ashley Richard in (2009)

Econometric Reviews,volume 28,issue 1-3 , Vol. 28, Iss. 1-3, 2009-01 , pp. 4-20

Taylor & Francis Ltd

Abstract Access to resources Recommend Favorite

Econometric Applications of the Forward Search in Regression: Robustness, Diagnostics, and Graphics

By Atkinson Anthony in (2009)

Econometric Reviews,volume 28,issue 1-3 , Vol. 28, Iss. 1-3, 2009-01 , pp. 21-39

Taylor & Francis Ltd

Abstract Access to resources Recommend Favorite

A Cascade Linear Filter to Reduce Revisions and False Turning Points for Real Time Trend-Cycle Estimation

By Dagum Estela Bee,Luati Alessandra in (2009)

Econometric Reviews,volume 28,issue 1-3 , Vol. 28, Iss. 1-3, 2009-01 , pp. 40-59

Taylor & Francis Ltd

Abstract Access to resources Recommend Favorite

Periodic Long-Memory GARCH Models

By Bordignon Silvano in (2009)

Econometric Reviews,volume 28,issue 1-3 , Vol. 28, Iss. 1-3, 2009-01 , pp. 60-82

Taylor & Francis Ltd

Abstract Access to resources Recommend Favorite

Performance of Model Selection Criteria in Bayesian Threshold VAR (TVAR) Models

By Kwon Yongjae in (2009)

Econometric Reviews,volume 28,issue 1-3 , Vol. 28, Iss. 1-3, 2009-01 , pp. 83-101

Taylor & Francis Ltd

Abstract Access to resources Recommend Favorite

Time-Varying Mixing Weights in Mixture Autoregressive Conditional Duration Models

By Luca Giovanni in (2009)

Econometric Reviews,volume 28,issue 1-3 , Vol. 28, Iss. 1-3, 2009-01 , pp. 102-120

Taylor & Francis Ltd

Abstract Access to resources Recommend Favorite

Representation of Cointegrated Autoregressive Processes with Application to Fractional Processes

By Johansen Søren in (2009)

Econometric Reviews,volume 28,issue 1-3 , Vol. 28, Iss. 1-3, 2009-01 , pp. 121-145

Taylor & Francis Ltd

Abstract Access to resources Recommend Favorite

Regular Variation and Extremal Dependence of GARCH Residuals with Application to Market Risk Measures

By Laurini Fabrizio in (2009)

Econometric Reviews,volume 28,issue 1-3 , Vol. 28, Iss. 1-3, 2009-01 , pp. 146-169

Taylor & Francis Ltd

Abstract Access to resources Recommend Favorite

Pairwise Likelihood Inference for General State Space Models

By Varin Cristiano in (2009)

Econometric Reviews,volume 28,issue 1-3 , Vol. 28, Iss. 1-3, 2009-01 , pp. 170-185

Taylor & Francis Ltd

Abstract Access to resources Recommend Favorite

Previous 1 2 Next Display item(s) per page Total 16 item(s)