E-LIB Suche - Ergebnisse für: Newbold, Paul

1

Statistics for business and economics:

Newbold, Paul ; Carlson, William L. ; Thorne, Betty M. - 7. ed., global ed. . , 2010

Exemplare: Zentrale:E02 a vwl 911/455(7); BB WiWi: 11a vwl 911/455(7)a

2

The time series approach to econometric model building:

, In: New methods in business cycle research / Federal Reserve Bank of Minneapolis

Granger, C. W. J. ; Newbold, Paul. (1977) - p. 7-21

Exemplar: Zentrale:E02 a vwl 428.5/911

3

A more powerful modification of Johansen's cointegration te..:

, In: Applied economics

Leybourne, Stephen James. (2008) 4/6 - p. 725-729

Exemplare: Zentrale;

4

Spurious rejections by cointegration tests induced by struc..:

, In: Applied economics

Leybourne, Stephen James. (2003) 9 - p. 1117-1121

Exemplare: Zentrale;

5

How great are the great ratios?:

, In: Applied economics

Harvey, David I.. (2003) 2 - p. 163-177

Exemplare: Zentrale;

6

Bayesian comparison of ARIMA and stationary ARMA models:

, In: International statistical review

Marriott, John Arthur Ransome. (1998) 3 - p. 323-336

Exemplar: Zentrale:Magazin Zs fb 4076

7

Tests for forecast encompassing:

, In: Journal of business & economic statistics

Harvey, David I. ; Leybourne, Stephen James ; Newbold, Paul. (1998) 2 - p. 254-259

Exemplare: Zentrale;

8

Uncertainty about the persistence of economic shocks:

, In: Journal of business & economic statistics

Miller, John P. ; Newbold, Paul. (1995) 4 - p. 435-440

Exemplare: Zentrale;

9

Profiles of cash flow components:

, In: Financial analysts' journal

Gentry, James A. ; Newbold, Paul ; Whitford, David T.. (1990) 4 - p. 41-48

Exemplare: Zentrale;

10

Forecasting economic time series

Economic theory and mathematical economics

Granger, C. W. J. , 1977

Exemplare: Zentrale:Magazin 03.f.3271; Zentrale:E02 a vwl 331/354