| nr |
titel |
auteur |
tijdschrift |
jaar |
jaarg. |
afl. |
pagina('s) |
type |
| 1 |
Bayes factors and nonlinearity: Evidence from economic time series 1 dagger dagger We thank Arnold Zellner, the Associate Editor, Luc Bauwens, Jacek Osiewalski, Dale Poirier and two anonymous referees for many useful suggestions, and Sid Chib for access to his Markov trend program. The views expressed are those of the authors and do not necessarily reflect those of the Federal Reserve Bank of New York or the Federal Reserve System.
|
Koop, Gary
|
|
1999
|
88 |
2 |
p. 251-281
31 p.
|
artikel
|
| 2 |
Conduct parameters and the measurement of market power
|
Corts, Kenneth S.
|
|
1999
|
88 |
2 |
p. 227-250
24 p.
|
artikel
|
| 3 |
Discrete and continuous time cointegration
|
Comte, F.
|
|
1999
|
88 |
2 |
p. 207-226
20 p.
|
artikel
|
| 4 |
Forecasting turning points in countries’ output growth rates: A response to Milton Friedman
|
Zellner, Arnold
|
|
1999
|
88 |
2 |
p. 203-206
4 p.
|
artikel
|
| 5 |
Index
|
|
|
1999
|
88 |
2 |
p. 403-404
2 p.
|
artikel
|
| 6 |
Likelihood analysis of seasonal cointegration
|
Johansen, Søren
|
|
1999
|
88 |
2 |
p. 301-339
39 p.
|
artikel
|
| 7 |
Missing observations in ARIMA models: Skipping approach versus additive outlier approach
|
Gómez, Vı́ctor
|
|
1999
|
88 |
2 |
p. 341-363
23 p.
|
artikel
|
| 8 |
Monte Carlo inference in econometric models with symmetric stable disturbances
|
Tsionas, Efthymios G.
|
|
1999
|
88 |
2 |
p. 365-401
37 p.
|
artikel
|
| 9 |
Sources of nonmonotonic power when testing for a shift in mean of a dynamic time series
|
Vogelsang, Timothy J.
|
|
1999
|
88 |
2 |
p. 283-299
17 p.
|
artikel
|
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