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[Rezension von: Granger, Clive W. J. ..., Modelling nonlinear economic relationships]
Campos, Julia - In: Econometric reviews 17 (1998) 1, pp. 105-108
Persistent link: https://www.econbiz.de/10001349662
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Testing the Lucas critique : a review
Favero, Carlo A. - In: Econometric reviews 11 (1992) 3, pp. 265-306
Persistent link: https://www.econbiz.de/10001133935
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A comparison of model selection criteria
Mills, Jeffrey Alan - In: Econometric reviews 11 (1992) 2, pp. 201-233
Persistent link: https://www.econbiz.de/10001128475
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Alternative methods for estimating long-run responses with applications to Australian import demand
Bewley, Ronald A. - In: Econometric reviews 13 (1994) 2, pp. 179-204
Persistent link: https://www.econbiz.de/10001163116
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The selection of zero-non-zero patterned cointegrating vectors in error-correction modelling
Penm, Jammie H. - In: Econometric reviews 16 (1997) 3, pp. 281-304
Persistent link: https://www.econbiz.de/10001225570
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Testing for unit roots in time series with nearly deterministic seasonal variation
Psaradakis, Zacharias G. - In: Econometric reviews 16 (1997) 4, pp. 421-439
Persistent link: https://www.econbiz.de/10001230024
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Nuisance paramenter free properties of correlation integral based statistics
DeLima, Pedro J. F. - In: Econometric reviews 15 (1996) 3, pp. 237-259
Persistent link: https://www.econbiz.de/10001212115
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Detecting parameter shift in GARCH models
Chu, Chia-shang James - In: Econometric reviews 14 (1995) 2, pp. 241-266
Persistent link: https://www.econbiz.de/10001180038
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On the interactions of unit roots and exogeneity
Hendry, David F. - In: Econometric reviews 14 (1995) 4, pp. 385-419
Persistent link: https://www.econbiz.de/10001189080
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Estimating systems of trending variables
Johansen, Søren - In: Econometric reviews 13 (1994) 3, pp. 351-386
Persistent link: https://www.econbiz.de/10001172757