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1
A score test for seasonal fractional integration and cointegration
Silvapulle, Paramsothy
- In:
Econometric reviews
20
(
2001
)
1
,
pp. 85-104
Persistent link: https://www.econbiz.de/10001582461
Saved in:
2
Specification of household Engel curves by nonparametric regression
Bierens, Herman J.
- In:
Econometric reviews
9
(
1990
)
2
,
pp. 123-184
Persistent link: https://www.econbiz.de/10001097914
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3
An exactly aggregable trigonometric Engel curve demand system
Lewbel, Arthur
- In:
Econometric reviews
7
(
1988
)
1
,
pp. 97-102
Persistent link: https://www.econbiz.de/10001054259
Saved in:
4
The use of dummy variables in consumption models
Broersma, Lourens
- In:
Econometric reviews
9
(
1990
)
1
,
pp. 109-116
Persistent link: https://www.econbiz.de/10001094746
Saved in:
5
Imposing and testing for shape restrictions in flexible parametric models
Wolff, Hendrik
- In:
Econometric reviews
35
(
2016
)
5/7
,
pp. 1013-1039
Persistent link: https://www.econbiz.de/10011590995
Saved in:
6
Inference for adaptive time series models : stochastic volatility and conditionally Gaussian state space form
Bos, Charles S.
;
Shephard, Neil G.
- In:
Econometric reviews
25
(
2006
)
2/3
,
pp. 219-244
Persistent link: https://www.econbiz.de/10003355740
Saved in:
7
Classical and Bayesian analysis of unvariate and multivariate stochastic volatility models
Liesenfeld, Roman
;
Richard, Jean-François
- In:
Econometric reviews
25
(
2006
)
2/3
,
pp. 335-360
Persistent link: https://www.econbiz.de/10003355771
Saved in:
8
Measuring the volatility in US treasury benchmarks and debt instruments
Hoti, Suhejla
;
Maasoumi, Esfandiar
;
McAleer, Michael
; …
- In:
Econometric reviews
28
(
2009
)
6
,
pp. 522-554
Persistent link: https://www.econbiz.de/10003881186
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9
Statistical tests and estimators of the rank of a matrix and their applications in econometric modelling
Camba-Méndez, Gonzalo
;
Kapetanios, George
- In:
Econometric reviews
28
(
2009
)
6
,
pp. 581-611
Persistent link: https://www.econbiz.de/10003881191
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10
Time series mixtures of generalized t experts : ML estimation and an application to stock return density forecasting
Carvalho, Alexandre Ywata de
;
Skoulakis, Georgios
- In:
Econometric reviews
29
(
2010
)
5/6
,
pp. 642-687
Persistent link: https://www.econbiz.de/10008668106
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