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1181.
Exploring Economic Time Series:a Bayesian Graphical Approach by
Material type: Text Text; Format: print ; Literary form: Not fiction
Publication details: 2003
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1182.
Exploring Economic Time Series:a Bayesian Graphical Approach by
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Publication details: 2003
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  • J5085
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1183.
Hedonic price index estimation under mean independence of time dummies from quality characteristics by
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Publication details: 2003
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  • J5085
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1184.
Hedonic price index estimation under mean independence of time dummies from quality characteristics by
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Publication details: 2003
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  • J5085
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1185.
Modelling sample selection using Archimedean copulas by
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Publication details: 2003
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1186.
Modelling sample selection using Archimedean copulas by
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Publication details: 2003
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1187.
Moments of the ARMA-EGARCH model by
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1188.
Moments of the ARMA-EGARCH model by
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Publication details: 2003
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1189.
Asymptotics for Unit Root Tests Under Markov Regime-Switching by
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Publication details: 2003
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1190.
Asymptotics for Unit Root Tests Under Markov Regime-Switching by
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Publication details: 2003
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1191.
Semiparametric Estimation of Value at Risk by
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Publication details: 2003
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1192.
Semiparametric Estimation of Value at Risk by
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1193.
Distribution of Preferences and Measurement Errors in A Disaggregated Expenditure System by
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Publication details: 2003
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1194.
Distribution of Preferences and Measurement Errors in A Disaggregated Expenditure System by
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Publication details: 2003
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  • J5085
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1195.
Standard Error Correction in Two-Stage Estimation with Nested Samples by
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Publication details: 2003
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1196.
Standard Error Correction in Two-Stage Estimation with Nested Samples by
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1197.
Econometric Inflation Targeting by
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Publication details: 2003
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1198.
Econometric Inflation Targeting by
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1199.
Creating values for multiple structural change tests by
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Publication details: 2003
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1200.
Creating values for multiple structural change tests by
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Publication details: 2003
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  • J5085
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