nr |
titel |
auteur |
tijdschrift |
jaar |
jaarg. |
afl. |
pagina('s) |
type |
1 |
Cointegration Testing in Panels with Common Factors *
|
G engenbach, C hristian |
|
2006 |
|
s1 |
p. 683-719 |
artikel |
2 |
Convergence of Prices and Rates of Inflation *
|
B usetti, F abio |
|
2006 |
|
s1 |
p. 863-877 |
artikel |
3 |
Dickey–Fuller Type of Tests against Nonlinear Dynamic Models *
|
H e, C hangli |
|
2006 |
|
s1 |
p. 835-861 |
artikel |
4 |
Explaining US–UK Interest Rate Differentials: A Reassessment of the Uncovered Interest Rate Parity in a Bayesian Framework *
|
C arriero, A ndrea |
|
2006 |
|
s1 |
p. 879-899 |
artikel |
5 |
Frontiers in Time Series Analysis: Introduction
|
B anerjee, A nindya |
|
2006 |
|
s1 |
p. 679-682 |
artikel |
6 |
Further Evidence on the Statistical Properties of Real GNP *
|
M ayoral, L aura |
|
2006 |
|
s1 |
p. 901-920 |
artikel |
7 |
How Stable is the Forecasting Performance of the Yield Curve for Output Growth? *
|
G iacomini, R affaella |
|
2006 |
|
s1 |
p. 783-795 |
artikel |
8 |
Simulation-based Finite Sample Linearity Test against Smooth Transition Models *
|
G onzález, A ndrés |
|
2006 |
|
s1 |
p. 797-812 |
artikel |
9 |
Testing for a Change in Persistence in the Presence of a Volatility Shift *
|
C avaliere, G iuseppe |
|
2006 |
|
s1 |
p. 761-781 |
artikel |
10 |
Testing for Multicointegration in Panel Data with Common Factors *
|
B erenguer-R ico, V anessa |
|
2006 |
|
s1 |
p. 721-739 |
artikel |
11 |
Testing for Parameter Stability in Dynamic Models across Frequencies *
|
C andelon, B ertrand |
|
2006 |
|
s1 |
p. 741-760 |
artikel |
12 |
The Likelihood Ratio Test for the Rank of a Cointegration Submatrix *
|
P aruolo, P aolo |
|
2006 |
|
s1 |
p. 921-948 |
artikel |
13 |
Threshold Effects in Cointegrating Relationships *
|
G onzalo, J esús |
|
2006 |
|
s1 |
p. 813-833 |
artikel |