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61.
Estimation of the mean of a univariate normal distribution when the variance is not known by
Material type: Text Text; Format: print ; Literary form: Not fiction
Publication details: 2005
Other title:
  • J5710
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62.
On the arbitrariness of some asymptotic test statistics based on generalized inverses by
Material type: Text Text; Format: print ; Literary form: Not fiction
Publication details: 2005
Other title:
  • J5710
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63.
On the arbitrariness of some asymptotic test statistics based on generalized inverses by
Material type: Text Text; Format: print ; Literary form: Not fiction
Publication details: 2005
Other title:
  • J5710
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64.
Residual based block bootstrap unit root testing in the presence of trend breaks by
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Publication details: 2005
Other title:
  • J5710
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65.
Residual based block bootstrap unit root testing in the presence of trend breaks by
Material type: Text Text; Format: print ; Literary form: Not fiction
Publication details: 2005
Other title:
  • J5710
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66.
Partially adaptive estimation via the maximum entropy densities by
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Publication details: 2005
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  • J5710
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67.
Partially adaptive estimation via the maximum entropy densities by
Material type: Text Text; Format: print ; Literary form: Not fiction
Publication details: 2005
Other title:
  • J5710
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68.
Estimating cointegrating relations from a cross section by
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Publication details: 2005
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  • J5710
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69.
Estimating cointegrating relations from a cross section by
Material type: Text Text; Format: print ; Literary form: Not fiction
Publication details: 2005
Other title:
  • J5710
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70.
Counts with an endogenous binary regressor:a series expansion approach by
Material type: Text Text; Format: print ; Literary form: Not fiction
Publication details: 2005
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  • J5710
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71.
Counts with an endogenous binary regressor:a series expansion approach by
Material type: Text Text; Format: print ; Literary form: Not fiction
Publication details: 2005
Other title:
  • J5710
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72.
Testing for stationarity in heterogeneous panel data where the time dimension is finite by
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Publication details: 2005
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  • J5710
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73.
Testing for stationarity in heterogeneous panel data where the time dimension is finite by
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Publication details: 2005
Other title:
  • J5710
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74.
Estimating the effect of price limits on limit hitting days by
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Publication details: 2005
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  • J5710
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75.
Estimating the effect of price limits on limit hitting days by
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Publication details: 2005
Other title:
  • J5710
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76.
Non linear GARCH models for highly persistent volatility by
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Publication details: 2005
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  • J5710
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77.
Non linear GARCH models for highly persistent volatility by
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Publication details: 2005
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  • J5710
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78.
Artificial regression testing in the GARCH-in-mean model by
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Publication details: 2005
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  • J5710
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79.
Artificial regression testing in the GARCH-in-mean model by
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Publication details: 2005
Other title:
  • J5710
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80.
Semiparametric estimation of single index hazard functions without proportional hazards by
Material type: Text Text; Format: print ; Literary form: Not fiction
Publication details: 2006
Other title:
  • J5711
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