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1081.
Markov level shifts and the unit-root hypothesis by
Material type: Text Text; Format: print ; Literary form: Not fiction
Publication details: 2001
Other title:
  • J5708
Availability: Items available for loan: (1).
1082.
Markov level shifts and the unit-root hypothesis by
Material type: Text Text; Format: print ; Literary form: Not fiction
Publication details: 2001
Other title:
  • J5708
Availability: No items available.
1083.
Limiting distribution of the t-ratio for the unit root test in an AR(1) by
Material type: Text Text; Format: print ; Literary form: Not fiction
Publication details: 2001
Other title:
  • J5708
Availability: Items available for loan: (1).
1084.
Limiting distribution of the t-ratio for the unit root test in an AR(1) by
Material type: Text Text; Format: print ; Literary form: Not fiction
Publication details: 2001
Other title:
  • J5708
Availability: No items available.
1085.
Testing for optimality in job search models by
Material type: Text Text; Format: print ; Literary form: Not fiction
Publication details: 2001
Other title:
  • J5708
Availability: Items available for loan: (1).
1086.
Testing for optimality in job search models by
Material type: Text Text; Format: print ; Literary form: Not fiction
Publication details: 2001
Other title:
  • J5708
Availability: No items available.
1087.
Stochastic specification and the international GDP series by
Material type: Text Text; Format: print ; Literary form: Not fiction
Publication details: 2001
Other title:
  • J5708
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1088.
Stochastic specification and the international GDP series by
Material type: Text Text; Format: print ; Literary form: Not fiction
Publication details: 2001
Other title:
  • J5708
Availability: No items available.
1089.
Maximum eigenvalue versus trace tests for the cointegrating rank of a VAR process by
Material type: Text Text; Format: print ; Literary form: Not fiction
Publication details: 2001
Other title:
  • J5708
Availability: Items available for loan: (1).
1090.
Maximum eigenvalue versus trace tests for the cointegrating rank of a VAR process by
Material type: Text Text; Format: print ; Literary form: Not fiction
Publication details: 2001
Other title:
  • J5708
Availability: No items available.
1091.
NIG-S&ARCH model: a fat-tailed stochastic and autoregressive conditional heteroskedastic volatility model by
Material type: Text Text; Format: print ; Literary form: Not fiction
Publication details: 2001
Other title:
  • J5708
Availability: Items available for loan: (1).
1092.
NIG-S&ARCH model: a fat-tailed stochastic and autoregressive conditional heteroskedastic volatility model by
Material type: Text Text; Format: print ; Literary form: Not fiction
Publication details: 2001
Other title:
  • J5708
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1093.
Graphical conditional moment tests by
Material type: Text Text; Format: print ; Literary form: Not fiction
Publication details: 2001
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  • J5708
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1094.
Graphical conditional moment tests by
Material type: Text Text; Format: print ; Literary form: Not fiction
Publication details: 2001
Other title:
  • J5708
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1095.
Asymptotic approximations in the near integrated model with a non zero initial condition by
Material type: Text Text; Format: print ; Literary form: Not fiction
Publication details: 2001
Other title:
  • J5708
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1096.
Asymptotic approximations in the near integrated model with a non zero initial condition by
Material type: Text Text; Format: print ; Literary form: Not fiction
Publication details: 2001
Other title:
  • J5708
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1097.
Distinguishing between trend-break models:method and empirical evidence by
Material type: Text Text; Format: print ; Literary form: Not fiction
Publication details: 2001
Other title:
  • J5708
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1098.
Distinguishing between trend-break models:method and empirical evidence by
Material type: Text Text; Format: print ; Literary form: Not fiction
Publication details: 2001
Other title:
  • J5708
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1099.
Are apparent findings of nonlinearity dur to structural instability in economic time series? by
Material type: Text Text; Format: print ; Literary form: Not fiction
Publication details: 2001
Other title:
  • J5708
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1100.
Are apparent findings of nonlinearity dur to structural instability in economic time series? by
Material type: Text Text; Format: print ; Literary form: Not fiction
Publication details: 2001
Other title:
  • J5708
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