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- 2009
-
Mark
Can the LR test be helpful in choosing the optimal lag order in the VAR model when information criteria suggest different lag orders?
- Contribution to journal › Article
- 2006
-
Mark
Tests for causality between integrated variables using asymptotic and bootstrap distributions: theory and application
- Contribution to journal › Article
-
Mark
Time-specific disturbances and cross-sectional dependency in a small-sample heterogeneous panel data unit root test
- Contribution to journal › Article
- 2005
-
Mark
The effect of the GARCH(1,1) on autocorrelation tests in dynamic systems of equations
- Contribution to journal › Article
-
Mark
A comparison of linear forecasting models and neural networks: an application to Euro inflation and Euro Divisia
- Contribution to journal › Article
- 2003
-
Mark
The hedging performance of electricity futures on the Nordic power exchange
- Contribution to journal › Article
- 2002
-
Mark
Welfare calculations in models of the demand for sanitation
- Contribution to journal › Article
-
Mark
New panel results on cointegration of international health expenditure and GDP
- Contribution to journal › Article
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