ASYMPTOTICS FOR GARCH SQUARED RESIDUAL CORRELATIONS
págs. 515-540
ASYMPTOTIC INFERENCE FOR UNIT ROOT PROCESSES WITH GARCH(1,1) ERRORS
págs. 541-564
ESTIMATION OF THE MAXIMAL MOMENT EXPONENT OF A GARCH(1,1) SEQUENCE
págs. 565-586
ASYMPTOTIC ESTIMATION OF THE E-GINI INDEX
págs. 587-601
THE FORM OF THE OPTIMAL NONLINEAR INSTRUMENT FOR MULTIPERIOD CONDITIONAL MOMENT RESTRICTIONS
págs. 602-609
ON THE CONSTRUCTION OF BOUNDS CONFIDENCE REGIONS
págs. 610-619
INFERENCE ON SEGMENTED COINTEGRATION
págs. 620-639
NONPARAMETRIC ESTIMATION OF HOMOGENEOUS FUNCTIONS
págs. 640-663
ECONOMETRIC THEORY by James Davidson, Blackwell Publishers, 2000
págs. 665-674
CAUSALITY: MODELS, REASONING, AND INFERENCE: by Judea Pearl, Cambridge University Press, 2000
págs. 675-685
COMMENTS ON NEUBERG'S REVIEW OF CAUSALITY
págs. 686-689
PROBLEMS AND SOLUTIONS
págs. 691-705
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