EconStor >

Search Results

 
for  

Results 141-150 of 1065.


Item hits:

DateTitle Authors
2005 Tests of Bias in Log-Periodogram RegressionDavidson, James E. H. / Sibbertsen, Philipp
2009 Consistent test for multivariate conditional distributionsLi, Fuchun / Tkacz, Greg
2008 Empirical likelihood block bootstrappingAllen, Jason / Gregory, Allan W. / Shimotsu, Katsumi
2007 Testing the Granger noncausality hypothesis in stationary nonlinear models of unknown functional formPéguin-Feissolle, Anne / Strikholm, Birgit
2013 The PPP hypothesis revisited: Evidence using a multivariate long-memory modelCaporale, 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 rateCaporale, Guglielmo Maria / Gil-Alana, Luis A.
2004 Evaluating exponential GARCH modelsMalmsten, Hans
2002 Forecasting with artificial network modelsRech, Gianluigi
2002 Error correction in DHSYEliasson, Ann-Charlotte / Teräsvirta, Timo
2003 Testing the unit root hypothesis against the logistic smooth transition autoregressive modelEklund, Bruno

Back 6 7 8 9 10 11 12 13 14 15 16 17 18 19 20 21 22 23 24 Next