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Introduction

Author

Listed:
  • Dagum Estela Bee

    (University of Bologna, Italy)

  • Proietti Tommaso

    (University of Udine, Italy)

Abstract

No abstract is available for this item.

Suggested Citation

  • Dagum Estela Bee & Proietti Tommaso, 2004. "Introduction," Studies in Nonlinear Dynamics & Econometrics, De Gruyter, vol. 8(2), pages 1-5, May.
    • Handle: RePEc:bpj:sndecm:v:8:y:2004:i:2:n:1
    DOI: 10.2202/1558-3708.1207
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    References listed on IDEAS

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    1. Robert F. Engle & Jeffrey R. Russell, 1998. "Autoregressive Conditional Duration: A New Model for Irregularly Spaced Transaction Data," Econometrica, Econometric Society, vol. 66(5), pages 1127-1162, September.
    2. Mario Forni & Marc Hallin & Marco Lippi & Lucrezia Reichlin, 2000. "The Generalized Dynamic-Factor Model: Identification And Estimation," The Review of Economics and Statistics, MIT Press, vol. 82(4), pages 540-554, November.
    3. Stock, James H & Watson, Mark W, 2002. "Macroeconomic Forecasting Using Diffusion Indexes," Journal of Business & Economic Statistics, American Statistical Association, vol. 20(2), pages 147-162, April.
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