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Content
Undated material is presented at the end, although it may be more recent than other items
Undated
- 267946 A General Volatility Framework and the Generalised Historical Volatility Estimator
by Bollen, Bernard & Inder, Brett - 267945 Bayesian Estimation of the Reduced Rank Regression Model Without Ordering Restrictions
by Strachan, Rodney W. - 267944 A New Approach to Model GNP Functions: An Application of Non-Separable Two-Stage Technologies
by Wong, Gary K. K. - 267943 Nonparametric Seemingly Unrelated Regression
by Smith, Michael & Kohn, Robert - 267942 Comparisons of Estimators and Tests Based on Modified Likelihood and Message Length Functions
by Laskar, Mizan R. & King, Maxwell L. - 267941 Modified Likelihood and Related Methods for Handling Nuisance Parameters in the Linear Regression Model
by Laskar, Mizan R. & King, Maxwell L. - 267940 A Comparison of Alternative Estimators for Binary Panel Probit Models
by Harris, Mark N. & Macquarie, Lachlan R. & Siouclis, Anthony J. - 267939 Exponential Smoothing Methods of Forecasting and General ARMA Time Series Representations
by Shami, Roland G. & Snyder, Ralph D. - 267938 Estimating Long-Term Trends in Tropospheric Ozone Levels
by Smith, Michael & Yau, Paul & Shively, Thomas & Kohn, Robert - 267937 U.S. Deficient Sustainability: A New Approach Based on Multiple Endogenous Breaks
by Martin, Gael M. - 267936 Bayesian Approaches to Segmenting a Simple Time Series
by Oliver, Jonathan J. & Forbes, Catherine S. - 267935 Bayesian Semiparametric Regression: An Exposition and Application to Print Advertising Data
by Smith, Michael & Mathur, Sharat K. & Kohn, Robert - 267934 The Comparison of Two or More Stationary Time Series
by Maharaj, Ann - 267933 Comparison ans Classification of Stationary Multivariate Time Series
by Maharaj, Ann - 267932 Exponential Smoothing of Seasonal Data: A Comparison
by Shami, Roland G. & Snyder, Ralph D. - 267931 Trend Stability and Structural Change: An Extension to the M1 Forecasting Competition
by Inder, Brett & Snyder, Ralph - 267930 Prediction Intervals for ARIMA Models
by Snyder, R. D. & Ord, J. K. & Koehler, A. B. - 267929 The Kuznets U-Curve Hypothesis: Some Panel Data Evidence
by Matyas, Laszlo & Konya, Laszlo & Macquarie, Lachlan - 267928 Analytic Small Sample Bias and Standard Error Calculations for Tests of Serial Correlation in Market Returns
by Smith, Michael & Naik, Narayan Y. - 267927 Fractional Cointegration: Bayesian Inferences Using a Jeffreys Prior
by Martin, Gael M. - 267926 Private and Public Consumption Expenditure Substitutability: Bayesian Estimates for the G7 Countries
by Martin, Gael M. & Martin, Vance L. - 267925 Bayesian Arbitrage Threshold Analysis
by Forbes, Catherine S. & Kalb, Guyonne R. J. & Kofman, Paul - 267924 Strike Data with a Crisis Point
by Lieberman, Offer - 267923 Modelling Export Activity in a Multicountry Economic Area: The APEC Case
by Matyas, Laszlo & Konya, Laszlo & Harris, Mark N. - 267922 Aggregation and Cointegration
by Korosi, Gabor & Longmire, Ritchard & Matyas, Laszlo - 267921 Additive Nonparametric Regression with Autocorrelated Errors
by Smith, Michael & Wong, Chi-Ming & Kohn, Robert - 267920 Improved Small Sample Model Selection Procedures
by King, Maxwell L. & Forbes, Catherine Scipione & Morgan, Alan - 267919 A Logit Model of Laundry Detergent Brand Choice in Melbourne
by Fry, Tim R. L. & Longmire, Ritchard - 267918 The Stochastic Specification of Attraction Models
by Fry, Tim R. L. & Sexton, Eileen M. - 267917 Computers and Productivity in France: Some Evidence
by Greenan, Nathalie & Mairesse, Jacques - 267916 Growth Convergence: Some Panel Data Evidence
by Lee, Michael & Longmire, Ritchard & Matyas, Laszlo & Harris, Mark - 267915 Estimating Daily Volatility From Intraday Data
by Bollen, Bernard & Kofman, Paul - 267914 Cointegration Analysis of Purchasing Power Parity in a Small Country Context
by Ravindiran, T. - 267913 Business Forecasting with Exponential Smoothing: Computation of Prediction Intervals
by Snyder, Ralph D. & Grose, Simone - 267912 A Test of Compare Two Related Stationary Time Series
by Maharaj, Anne & Inder, Brett - 267911 The Robustness of Estimators for Dynamic Panel Data Models to Misspecification
by Harris, Mark N. & Longmire, Ritchard J. & Matyas, Laszlo - 267910 A Comparison of the Accuracy of Asymptotic Approximations in the Dynamic Regression Model Using Kullback-Leibler Information
by Atukorala, Ranjani & King, Maxwell L. - 267909 Testing for Serial Correlation in the Presence of Dynamic Heteroscedasticity
by Silvapulle, Paramosothy & Evens, Merran - 267908 Estimation of Regression Disturbances Based on Minimum Message Length
by Laskar, Mizan R. & King, Maxwell L. - 267907 Using the EM Algorithm with Complete, but Scrambled, Data
by Kalb, Guyonne - 267906 A Comparative Analysis of Different Estimations for Dynamic Panel Data Models
by Harris, Mark N. & Matyas, Laszlo - 267905 Testing for Structural Change in Cointegrated Regression Models: Some Comparisons and Generalizations
by Hao, Kang - 267775 Principal Components Analysis of Cointergrated Time Series
by Harris, David - 267774 Trends, Lead Times and Forecasting
by Saligari, Grant R. & Snyder, Ralph D. - 267773 Interaction Between the London and New York Stock Markets During Common Trading Hours
by Kofman, Paul & Martens, Martin - 267772 "Homogeneity of Variance Test" for the Comparison of Two or More Spectra
by Maharaj, E. A. & Singh, N. & Inder, B. A. - 267771 A Modified Fluctuation Test for Structural Change
by Hao, Kang & Inder, Brett - 267770 Fractional Cointegration: A Bayesian Aproach
by Martin, Gael - 267769 Bayesian Analysis of a Cointegration Model Using Markov Chain Monte Carlo
by Matrin, Gael - 267768 A Small Sample Variable Selection Procedure
by Forbes, Catherine Scipione & King, Maxwell L. & Morgan, Alan - 267767 A Threshold Error Correction Model for Intraday Futures and Index Returns
by Martens, Martin & Kofman, Paul & Vorst, Ton C. F. - 267766 From Dornbusch to Murphy: Stylized Monetary Dynamics of a Contemporary Macroeconometric Model
by Powell, Alan A. - 267765 Marginal Likelihood Based Tests of a Subvector of the Parameter Vector of Linear Regression Disturbances
by Ara, Ismat & King, Maxwell L. - 267764 Mixtures of Tails in Clustered Automobile Collision Claims
by Kalb, Guyonne R. J. & Kofman, Paul & Vorst, Tom C. F. - 267763 Misspecified Heterogeneity in Panel Data Models
by Blanchard, Pierre & Matyas, Laszlo - 267762 The INITB Macros-User's Guide: A Macro Collection to Write Books Using TEX
by Korosi, Gabor & Matyas, Laszlo - 267761 A Computer Simulation of the Spread of Hepatitis C
by Mather, Dineli - 267760 Small-Sample Power of Tests for Inequality Restrictions: The Case of Quarter-Dependent Regressor Errors
by Wu, Ping & King, Maxwell L. - 267759 The Application of the Durbin-Watson Test to the Dynamic Regression Model Under Normal and Non-Normal Errors
by King, Maxwell L. & Harris, David C. - 267758 Inventory Control: Back to the Molehills
by Snyder, R. D. - 267757 Estimation and Prediction for a Class of Dynamic Nonlinear Statistical Models
by Ord, J. K. & Koehler, A. & Snyder, R. D. - 267756 A Parsimonious Autocorrelation Correction for Singular Demand Systems (Third Draft)
by McLaren, Keith R. - 267755 The Size and Power Properties of Combining Choice Set Partition Tests for the IIA Property in the Logit Model
by Brooks, Robert D. & Fry, Tim R. L. & Harris, Mark N. - 267754 Combining Choice Set Partition Tests for the Independence of Irrelevant Alternatives Property: Size Properties in the Four Alternatives Setting
by Brooks, Robert D. & Fry, Tim R. L. & Harris, Mark N. - 267753 Advertising Wearout in the Transport Accident Commission Road Safety Campaigns
by Fry, Tin R. L. - 267752 A Diagnostic Test for Structural Change in Cointegrated Regression Models
by Hao, Kang & Inder, Brett - 267751 A Significance Test for Classifying ARMA Models
by Maharaj, Elizabeth Ann - 267634 A Comparative Study of Introductory and Undergraduate Econometric Textbooks
by Harris, Mark N. & Macquarie, Lachlan R. - 267633 Volatility Patterns and Spillovers in Bund Futures
by Franses, Philip Hans & Ieperen, Reinoud van & Kofman, Paul & Martens, Martin & Menkveld, Bert - 267632 Improved Estimation Procedures for Nonlinear Panel Data Models
by Lieberman, Offer & Matyas, Laszlo - 267631 Saddlepoint Approximation for the Least Squares Estimation in First-Order Autoregression
by Lieberman, Offer - 267630 A Laplace Approximation to the Moments of a Ratio of Quadratic Forms
by Lieberman, Offer - 267629 Model Selection in Univariate Time Series Forecasting
by Shah, Chandra - 267628 Modelling the Probability of Youth Unemployment in Australia: 1985-1988
by Harris, Mark N. - 267627 Tailing the Bid-Asking Spread
by Kofman, Paul & Vorst, Ton C. F. - 267626 Is There Life(F)E After DTB?: Competitive Aspects of Cross Listed Futures Contracts on Synchronous Markets
by Kofman, Paul & Bouwman, Tony & Moser, James T. - 267625 Stock Margins and the Conditional Probability of Price Reversals
by Kofman, Paul & Moser, James T. - 267617 Burr Distribution Tables for Approximating p-Values and Critical Values by Matching Skewness and Kurtosis
by Evans, Merran & Grose, Simone - 267490 Comparisons of Estimators and Tests Based on Modified Likelihood and Message Length Functions
by Laskar, Mizan R. & King, Maxwell L. - 267485 Residual Diagnostic Plots for Checking for Model Mis-Specification in Time Series Regression
by Fraccaro, Richard & Hyndman, Rob & Veevers, Alan - 267484 Lead Time Demand for Simple Exponential Smoothing
by Snyder, Ralph D. & Koehler, Anne B. & Ord, J. Keith - 267483 Testing Convergence in Economic Growth for OECD Countries
by Nahar, Syfun & Inder, Brett - 267482 Model Selection When a Key Parameter is Constrained to be in an Interval
by Hossain, Md. Zakir & King, Maxwell L. - 267481 Bandwidth Selection for Kernel Conditional Density Estimation
by Bashtannyk, David M. & Hyndman, Rob J. - 267436 One-Sided Hypothesis Testing in Econometrics: A Sruvey
by Wu, Ping X. & King, Maxwell L. - 267435 Hypothesis Testing of Varying Coefficient Regression Models: Procedures and Applications
by Brooks, Robert D. & King, Maxwell L. - 267434 A Comparison of Marginal Likelihood Based and Approximate Point Optimal Tests for Random Regression Coefficients in the Presence of Autocorrelation
by Rahman, Shahidur & King, Maxwell L. - 267433 Robustness of Tests for Error Components Models to Nonnormality
by Blanchard, Pierre & Matyas, Laszlo - 267431 Testing for Independence of Irrelevant Alternatives: Some Empirical Results
by Fry, Tim R. L. & Harris, Mark N. - 267429 Bayesian Statistical Variable Selection: A Review
by Scipione, Catherine M. - 267428 Testing for Structural Change in Cointegrated Regression Models
by Hao, Kang & Inder, Brett - 267426 The Use of Information Criteria for Model Selection Between Models with Equal Numbers of Parameters
by Grose, Simone D. & King, Maxwell L. - 267425 Testing Hildreth-Houck Against Return to Normalcy Random Regression Coefficients
by Brooks, Robert D. & King Maxwell L. - 267424 An Empirical Investigation of Shock Persistence in Economic Time Series
by Mayadunne, Geetha & Evans, Merran & Inder, Brett - 267423 Pre-Test Strategies for Time-Series Forecasting in the Linear Regression Model
by King, Maxwell L. & Rankin, Mei Leng - 267422 Maximum Likelihood Estimation in Binary Data Models Using Panel Data Under Alternative Distributional Assumptions
by Orme, Chris & Fry, Tim R. L. - 267421 Marginal Likelihood Score-Based Tests of Regression Disturbances in the Presence of Nuisance Parameters
by Rahman, Shahidur & King, Maxwell L. - 267420 Marginal Likelihood Based Tests of Regression Disturbances
by Ara, Ismat & King, Maxwell L. - 267419 Hypothesis Testing in the Presence of Nuisance Parameters
by King, Maxwell L. - 267418 Aggregation and the Long Run Behaviour of Economic Time Series
by Korosi, Gabor & Lovrics, Laszlo & Matyas, Laszlo - 267417 A Simple Nested Test of AIDS
by McLaren, Keith R. & Fry, Jane M. & Fry, Tim R. L. - 267416 A Comparative Analysis of Different Monte Carlo Methods
by Matyas, Laszlo & Harris, Mark - 267414 Trend Stationarity in Time Series
by Leybourne, S. J. & McCabe, B. P. M. & Tremayne, A. R. - 267413 A Monte Carlo Study of Tests for the Independence of Irrelevant Alternatives Property
by Fry, Tim R. L. & Harris, Mark N. - 267411 The Capacitated Plant Location Problems: A Survey
by Sridharan, R. - 267410 Linear Models for Panel Data
by Matyas, Laszlo & Sevestre, P. - 267409 Panel Data Modelling: A Software Review
by Blanchard, Pierre & Matyas, Laszlo - 267408 Modeling the Victorian Road Toll
by Fry, Tim R. L. - 267407 The Stochastic Specification of Demand Share Equations Restricting Budget Shares to the Unit Simplex
by Fry, Jane M. & Fry, Tim R. L. & McLaren, Keith R. - 267406 Testing for Subblock Effects in Multi-Stage Linear Regression Models
by Bhatti, M. Ishaq & King, Maxwell L. - 267405 Strategies for Modelling Nonlinear Time Series Relationships
by Granger, Clive W. J. - 267404 Quality Function Deployment
by Buchanan, Bonnie G. - 267403 Comments on Testing Economic Theories and the Use of Model Selection Criteria
by Granger, Clive & King, Maxwell L. & White, Halbert - 267402 Different Estimations of Cointegrating Vectors and Their Impact on Short Run Dynamics
by Hu, Baiding & Inder, Brett - 267401 A New Test for Structural Change in Dynamic Models
by Inder, Brett & Kang, Hao - 267400 A Test of the Null Hypothesis of Cointegration
by Harris, David & Inder, Brett - 267399 Efficient Estimations of Random Coefficients Model Based on Survey Data
by Bhatti, Muhammad Ishaq - 267398 The Effects of Vertical Integration Between Pay Cable Networks and Cable Television Systems
by Waterman, David & Weiss, Andrew A. - 267397 A System of Demand Equations Satisfying Effectively Global Regularity Conditions
by Cooper, Russel J. & McLaren, Keith R. - 267396 Unit Root Tests and Mean Shifts
by Edmonds, Graham J. & O'Brien, R. J. & Podivinsky, Jan M. - 267395 Saddle Point Approximation for the Distribution of a Ratio of Quadratic Forms in Normal Variables
by Lieberman, Offer - 267394 The Form of Time Variation of Systematic Risk: Some Australian Evidence
by Brooks, Robert D. & Faff, Robert W. & Lee, John H. H. - 267393 Generalized Additive Modelling of Mixed Distribution Markov Models with Application to Melbourne's Rainfall
by Hyndman, Rob J. & Grunwald, Gary K. - 267392 Rationalization of Exponential Smoothing in Terms of a Statistical Framework with Multiplicative Disturbances
by Koehler, Anne & Ord, Keith & Snyder, Ralph D. - 267391 Economic Motivations for Limited Dependent and Qualitative Variable Models
by Fry, T. R. L. & Brooks, R. D. & Comley, B. R. & Zhang, J. - 267390 Does the Fisher Effect Apply in Australia?
by Inder, Brett & Silvapulle, Param - 267389 An Alternative Approach for the Estimation of Distributed Lag Models in Panel Data
by Matyas, Laszlo & Rahman, Shahidur - 267388 Choice of Time-Series Forecasting Method Using Discriminant Scores
by Shah, C. & King, M. L. - 267387 Kalman Filtering: The Initialization Problem
by Snyder, Ralph D. & Saligari, Grant - 267386 Testing for ARMA(1,1) Disturbances in the Linear Regression Model
by Rahman, Shahidur & King, Maxwell L. - 267385 Fractional Matrix Calculus Introduction, Applications and Future Developments
by van Garderen, Kees Jan - 267384 Estimating Long Run Relationships in Economics: A Comparison of Different Approaches
by Inder, Brett - 267383 The Predictive Approach to Teaching Statistics
by McLean, Alan - 267382 Inter-Regional Migration in Australia: An Applied Economic Analysis
by Fry, Jane & Fry, Tim R. L. & Peter, Matthew W. - 267381 On the Approximation of Saddlepoint Expansions in Statistics
by Lieberman, Offer - 267380 Cointegration and Aggregation
by Korosi, Gabor & Matyas, Laszlo - 267379 Estimating Advertising Half-life and the Data Interval Bias
by Fry, Tim R. L. & Broadbent, Simon & Dixon, Janine M. - 267378 The Social Opportunity Cost of Consumption for Australia, 1960-91 to 1988-89
by McDonald, Ian M. & Tacconi, Luca & Kaur, Ravjeet - 267377 Predicting How People Play Games: A Simple Dynamic Model of Choice
by Sarin, Rajiv & Vahid, Farshid - 267376 Non-Linear Time Series Modelling and Distributional Flexibility
by Lye, Jenny N. & Martin, Vance L. - 267375 Burr Critical Value Approximations for Tests of Autocorrelation and Heteroscedasticity
by Evans, Merran A. - 267300 An Analysis of Fines Default in English Magistrates' Courts
by Stagoll, Jane M. & Fry, Tim R. L. - 267299 Simultaneous Error Components Models When Panel Data are Incomplete
by Matyas, Laszlo & Lovrics, Laszlo - 267298 Alternative Point Optimal Tests for Regression Coefficient Stability
by Brooks, Robert D. - 267297 A Locally Most Mean Powerful Based Score Test for ARCH and GARCH Regression Disturbances
by Lee, John H. H. & King, Maxwell L. - 267296 An Empirically Oriented Demand System with Improved Regularity Properties (Revised Version)
by Cooper, Russel J. & McLaren, Keith R. - 267295 A System of Demand Equations Satisfying Effectively Global Curvature Conditions
by Cooper, Russel J. & McLaren, Keith R. & Parameswaran, Priya - 267294 Using the Murphy Model to Provide Short-Run Macroeconomics Closure for Orani
by Breece, James H. & McLaren, Keith R. & Murphy, Chris W. & Powell, Alan A. - 267161 The Evaluation of Forecast Accuracy of a Non Statistical Method of Forecasting
by Choong, Foong Chee & Snyder, Ralph D. - 267158 Locally Optimal Testing When a Nuisance Parameter is Present Only Under the Alternative
by King, Maxwell L. & Shively, Thomas S. - 267154 A Lagrange Multiplier Test for Garch Models
by Lee, John H. H. - 267152 Missing Observations and Panel Data A Monte-Carlo Analysis
by Matyas, Laszlo & Lovrics, Laszlo - 267148 A Generalized Logistic Tobit Model
by Fry, Tim R. L. - 267145 Testing the Linear Regression Model Using Burr Critical Value and p-Value Approximations
by Evans, Merran A. & Fry, Tim R. L. - 267141 Testing Misspecified Cointegration Relationships
by Podivinsky, Jan M. - 267138 Estimating Aggregate Consumption Function Using Random Coefficient Approach: The Australian Case
by Hoque, Asraul - 267135 The Locally Unbiased Two-Sided Durbin-Watson Test
by Grose, Simone D. & King, Maxwell L. - 267134 On the Variability of Best Critical Regions and the Curvature of Exponential Models
by Hillier, Grant H. - 267131 Maximum Likelihood Estimation: A Prediction Error Approach
by Snyder, Ralph D. - 267123 Time Stationarity of Systematic Risk: Some Australian Evidence
by Faff, Robert W. & Lee, John H. H. & Fry, Tim R. L. - 267077 Some Further Exact Results for Structural Equation Estimators
by Hillier, Grant H. & Skeels, Christopher L. - 267075 Why Kalman Filter?
by Snyder, R. D. - 267072 Tutoring in Economic Statistics: The Monash Experience
by King, Maxwell L. & Shah, Chandra & van Garderen, Kees Jan - 267071 Structural Unemployment in Australia
by Hoque, Asraul & Inder, Brett A. - 267070 Testing Moving Average Against Autoregressive Disturbances in the Linear Regression Model
by Silvapulle, Paramsothy & King, Maxwell L. - 267069 An Analysis of the Effect of an Offender's Employment Status on the Type of Sentence Chosen by the Magistrate
by Crichton, Nicola J. & Fry, Timothy R. L. - 267068 A Simple Estimator for Simultaneous Models with Censored Endogenous Reggressors
by Vella, Francis - 267067 Non-Wage Benefits in a Simultaneous Model of Wages and Hours: Labor Supply Functions of Young Females
by Vella, Francis - 267066 A Reappraisal of the Neoclassical Approach to Modelling Business Investment
by McLaren, Keith R. - 267065 Optimal Invariant Tests for the Autocorrelation Coefficient in Linear Regressions with Stationary or Nonstationary AR(1) Errors
by Dufour, Jean-Marie & King, Maxwell L. - 266996 On Multiple Diagnostic Procedures for the Linear Model
by Hillier, Grant H. - 266993 Locally Optimal One-Sided Tests for Multiparameter Hypothesis
by King, Maxwell L. & Wu, Ping X. - 266989 The Functional Central Limit Theorem: An Introductory Exposition with Application to Testing for Unit Roots in Economic Time Series
by Burridge, Peter - 266986 ABC Analysis in Inventory Control - The Issue of Stability
by Dunsmuir, W. T. M. & Snyder, R. D. - 266984 Small-Disturbance Asymptotics and the Durbin-Watson and Related Tests in the Dynamic Regression Model
by King, Maxwell L. & Wu, Ping X. - 266981 A Computerized System for Forecasting Spare Parts Sales: A Case Study
by Snyder, R. D. - 266978 Robustness and Size of Tests of Autocorrelation and Heteroscedasticity to Non-Normality
by Evans, Merran - 266976 Univariate and Multivariate Burr Distributions: A Survey
by Fry, T. R. L. - 266969 A Variant on the Arguments for the Invariance of Estimators in a Singular System of Equations
by McLaren, Keith R. - 266964 A 'Gormanesque' Approach to the Solution of Intertemporal Consumption Models
by Cooper, Russel J. & Madan, Dilip B. & McLaren, Keith R. - 266961 A New Test For Autocorrelation in the Disturbances of the Dynamic Linear Regression Model
by Inder, Brett A. - 266950 On the Normalisation of Structural Equations: Properties of Direction Estimators
by Hillier, Grant H. - 266948 Null Distribution of the Small Sample Mean Correlation Coefficient: An Application to Medical Research
by Bhatti, Muhammad I. - 266939 A Beta-Optimal Test of the Equicorrelation Coefficient
by Bhatti, Muhammad I. & King, Maxwell L. - 266931 Transformations for an Exact Goodness-of-Fit Test of Structural Change in the Linear Regression Model
by King, Maxwell L. & Edwards, Phillip M. - 266889 Multi-Series Heuristics for Exponential Smoothing
by Snyder, R. D. & Shah, C. & Lehmer, C. - 266887 On-Line Management of Time Series Databases: Database Retrieval Program DBR
by Hamilton, John - 266886 The Power of Student's t Test: Can a Non-Similar Test Do Better?
by King, Maxwell L. - 266885 Regular Alternatives to the Almost Ideal Demand System
by Cooper, Russel J. & McLaren, Keith R. - 266884 Efficiency of OLS Relative to C-O for Trended X and Positive Autocorrelation Coefficient
by Hoque, Asraul - 266883 Indirect Rational Expectations and Estimation in a Single Equation Macro Model
by Hoque, Asraul - 266882 Kalman Filtering with Partially Diffuse Initial Conditions
by Snyder, Ralph D. - 266865 Testing for Fourth-Order Autocorrelation in Regression Disturbances When First-Order Autocorrelation is Present
by King, Maxwell L. - 266864 Some Recent Developments in Non-Linear Time Series Modelling
by Kumar, Kuldeep - 266863 On the Interpretation of Exact Results for Structural Equation Estimators
by Hillier, Grant H. - 266862 Statistical Foundations of Exponential Smoothing
by Snyder, Ralph D. - 266861 Towards a Theory of Point Optimal Testing
by King, Maxwell L. - 266860 The Accountant's PC: Getting Started
by Preston, Esme & Preston, John - 266859 Multilingual and Mathematical Text Processing
by Preston, Esme