Christian M. Dahl
págs. 263-284
Distributions of error correction tests for cointegration
Neil R. Ericsson, James G. MacKinnon
págs. 285-318
Modelling methodology and forecast failure
David F. Hendry, Michael P. Clements
págs. 319-344
págs. 345-357
págs. 358-373
págs. 374-386
Testing for reduction to random walk in autoregressive conditional heteroskedasticity models
Derick Wee, Mark Van De Vyver, Ross A. Maller, Claudia Klüppelberg
págs. 387-416
págs. 417-434
Estimating saving functions in the presence of excessive¿zeros problems
Alessandra Gauriglia, Atsushi Yoshida
págs. 435-456
págs. 457-479
Badi H. Baltagi, Seuck H. Song, Byoung C. Jung
págs. 480-493
Bounds for inference with nuisance parameters present only under the alternative
Valentina Corradi, Filippo Altissimo
págs. 494-519
An optimal test against a random walk component in a non¿orthogonal unobserved components model
A. M. Robert Taylor, Ralph W. Bailey
págs. 520-532
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