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Results 121-130 of 670.
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| Date | Title |
Authors |
| 2002 | The ARAR error model for univariate time series and distributed lag models | Carter, R. A. L. / Zellner, A. |
| 2011 | Hospital costs and unexpected demand: The case of Greece | Boutsioli, Zoe |
| 2011 | Are exchange rates really free from seasonality? An exploratory analysis on monthly time series | Cellini, Roberto / Cuccia, Tiziana |
| 2005 | Determing the number of regimes in a threshold autoregressive model using smooth transition autoregressions | Strikholm, Birgit / Teräsvirta, Timo |
| 2011 | How informative are the subjective density forecasts of macroeconomists? | Kenny, Geoff / Kostka, Thomas / Masera, Federico |
| 2009 | Consistent test for multivariate conditional distributions | Li, Fuchun / Tkacz, Greg |
| 2008 | Empirical likelihood block bootstrapping | Allen, Jason / Gregory, Allan W. / Shimotsu, Katsumi |
| 2007 | Testing the Granger noncausality hypothesis in stationary nonlinear models of unknown functional form | Péguin-Feissolle, Anne / Strikholm, Birgit |
| 2013 | The PPP hypothesis revisited: Evidence using a multivariate long-memory model | Caporale, Guglielmo Maria / Gil-Alana, Luis A. / Lovcha, Yuliya |
| 2013 | Long memory and fractional integration in high frequency data on the US Dollar / British Pound spot exchange rate | Caporale, Guglielmo Maria / Gil-Alana, Luis A. |
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