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77. Mills T.C. (1993) The Econometric Modelling of Financial Time Series. Cambridge
University Press, Cambridge.
78.
Molana H. (1994) “Consumption and Fiscal Theory. UK Evidence from a
Cointegration Approach”,
Dundee Discussion Papers, University of Dundey, Dundey,
Scotland.
79.
Murray C.J., C.R. Nelson (2000) “The Uncertain Trend in U.S. GDP”, Journal of
Monetary Economics
, 46, 79-95.
80.
Nadal-De Simone F., W.A. Razzak (1999) “Nominal Exchange Rates and Nominal
Interest Rate Differentials”,
IMF Working Paper WP/99/141.
81.
Nelson C.R., H. Kang (1981) “Spurious Periodicity in Inappropriately Detrended
Time Series”,
Journal of Monetary Economics, 10, 139-162.
82.
Nelson C.R., C.I. Plosser (1982) “Trends and Random Walks in Macroeconomic
Time Series”,
Jornal of Monetary Economics, 10, 139-162.
83.
Newey W., K. West (1987) “A Simple Positive Semi-Definite, Heteroskedasticity and
Autocorrelation Consistent Covariance Matrix,”
Econometrica, 55, 703–708
84.
Newey W., K. West (1994) “Automatic Lag Selection in Covariance Matrix
Estimation,”
Review of Economic Studies, 61, 631–653.
85.
Ng S., P. Perron (1995) “Unit Root Tests in ARMA models With Data-Dependent
Methods for the Selection of the Truncation Lag”,
Journal of American Statistical
Assosiation
, 90, 268-281.
86.
Nunes L.S., Newbold P., C.-M. Kuan (1997) “Testing for Unit Roots With Breaks.
Evidence on the Great Crash and the Unit Root Hypothesis Reconsidered”,
Oxford Bulletin of
Economics and Statistics
, 59, №4, 435-448.
87.
Patterson K. (2000) An Introduction to Applied Econometrics: A Time Series
Approach
. New York: St’s Martin Press.
88.
Perron P. (1988) “ Trends and Random Walks in Macroeconomic Time Series: Furter
Evidence from a New Approach”,
Jounal of Economic Dynamic and Control, 12, 297-332.
89.
Perron P. (1989a) “The Great Crash, the Oil Price Shock, and the Unit Root
Hypothesis,
Econometrica, 577, 1361-1401.
90.
Perron P. (1989b) “Testing for a Random Walk: A Simulation Experiment When the
Sampling Interval Is Varied” – в сборнике
Advances in Econometrics and Modelling
(редактор B.Ray), Kluwer Academic Publishers, Dordrecht and Boston.
91.
Perron P. (1997) "Further evidence on breaking trend functions in macroeconomic
variables,
Journal of Econometrics, 80, №2, 355-385.
92.
Perron P., Vogelsang T.J. (1993) “Erratum”, Econometrica, 61, №1, 248-249.
93.
Phillips P.C.B. (1987) “Time Series Regression with a Unit Root”, Econometrica, 55,
277-301.
94.
Phillips P.C.B., P. Perron (1988) “Testing for a Unit Root in Time Series
Regression,”
Biometrika, 75, 335–346.
77. Mills T.C. (1993) The Econometric Modelling of Financial Time Series. Cambridge University Press, Cambridge. 78. Molana H. (1994) “Consumption and Fiscal Theory. UK Evidence from a Cointegration Approach”, Dundee Discussion Papers, University of Dundey, Dundey, Scotland. 79. Murray C.J., C.R. Nelson (2000) “The Uncertain Trend in U.S. GDP”, Journal of Monetary Economics, 46, 79-95. 80. Nadal-De Simone F., W.A. Razzak (1999) “Nominal Exchange Rates and Nominal Interest Rate Differentials”, IMF Working Paper WP/99/141. 81. Nelson C.R., H. Kang (1981) “Spurious Periodicity in Inappropriately Detrended Time Series”, Journal of Monetary Economics, 10, 139-162. 82. Nelson C.R., C.I. Plosser (1982) “Trends and Random Walks in Macroeconomic Time Series”, Jornal of Monetary Economics, 10, 139-162. 83. Newey W., K. West (1987) “A Simple Positive Semi-Definite, Heteroskedasticity and Autocorrelation Consistent Covariance Matrix,” Econometrica, 55, 703–708 84. Newey W., K. West (1994) “Automatic Lag Selection in Covariance Matrix Estimation,” Review of Economic Studies, 61, 631–653. 85. Ng S., P. Perron (1995) “Unit Root Tests in ARMA models With Data-Dependent Methods for the Selection of the Truncation Lag”, Journal of American Statistical Assosiation, 90, 268-281. 86. Nunes L.S., Newbold P., C.-M. Kuan (1997) “Testing for Unit Roots With Breaks. Evidence on the Great Crash and the Unit Root Hypothesis Reconsidered”, Oxford Bulletin of Economics and Statistics, 59, №4, 435-448. 87. Patterson K. (2000) An Introduction to Applied Econometrics: A Time Series Approach. New York: St’s Martin Press. 88. Perron P. (1988) “ Trends and Random Walks in Macroeconomic Time Series: Furter Evidence from a New Approach”, Jounal of Economic Dynamic and Control, 12, 297-332. 89. Perron P. (1989a) “The Great Crash, the Oil Price Shock, and the Unit Root Hypothesis, Econometrica, 577, 1361-1401. 90. Perron P. (1989b) “Testing for a Random Walk: A Simulation Experiment When the Sampling Interval Is Varied” – в сборнике Advances in Econometrics and Modelling (редактор B.Ray), Kluwer Academic Publishers, Dordrecht and Boston. 91. Perron P. (1997) "Further evidence on breaking trend functions in macroeconomic variables, Journal of Econometrics, 80, №2, 355-385. 92. Perron P., Vogelsang T.J. (1993) “Erratum”, Econometrica, 61, №1, 248-249. 93. Phillips P.C.B. (1987) “Time Series Regression with a Unit Root”, Econometrica, 55, 277-301. 94. Phillips P.C.B., P. Perron (1988) “Testing for a Unit Root in Time Series Regression,” Biometrika, 75, 335–346.
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