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Рубрика:
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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