Discussion papers in quantitative economics and computing Series E

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Körperschaft: University of Reading Department of Economics (Herausgebendes Organ)
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Veröffentlicht: Reading 1992-
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Titel Jahr Band
Vintage of data to use when there are multiple vintages of data? : Cointegration, weak exogeneity and common factors 2000 59
Identification of the break date in a potentially non-stationary series with a structural break 2000 60
Lag length estimation in large dimensional systems 1999 58
Finite sample bias of the least squares estimator in an AR(p) model : estimation, inference, simulation and examples 1999 57
Selecting from amongst non-nested conditional variance models : information criteria and portfolio determination 1999 56
The impact of moving average behaviour on the Johansen trace test for cointegration 1998 55
Forecasting exchange rate volatility using conditional variance models selected by information criteria 1998 54
Historical evolution of national patterns of technological specialisation 1997 51
A note on the causality between technological diversification and internationalisation 1997 52
Large and small sample information criteria for GARCH models based on the estimation of the Kullback-Leibler discrepancy 1997 53
Linear and nonlinear (non-)forecastability of high frequency exchange rates 1996 46
Analysis of the economy's structures in post-socialist countries 1996 44
The accuracy of OECD forecasts for Japan 1996 42
Moment generating function and further exact results for autoregression with multiple frequency unit roots 1996 47
A statistical analysis of trends from a century's technological evolution (1890 - 1990) 1996 50
Are OECD forecasts rational and useful? : A directional analysis 1996 43
On the exact moments of asymptotic distributions in an unstable AR(1) with dependent errors 1996 48
The allocation of public consumption expenditure in the UK 1996 49
The implicit size of nested model selection by information criterion 1996 45
Large-scale enterprise functioning in the Former Soviet Union 1995 39
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