35. Neumann, M. H. and J. P. Kreiss, ‘Regression type inference in nonparametric autore-
gression’, The Annals of Statistics, 26, 1570-1613 (1998).
36. Breusch, T. S., ‘Testing for autocorrelation in dynamic linear models’, Australian Eco-
nomic Papers, 17, 334-355 (1978).
37. Godfrey, L. G., ‘Testing for multiplicative heteroskedasticity’, Journal of Econometrics,
8, 227-236 (1978).
38. Henriksson, R. D. and R. C. Merton, ‘On market timing and investment performance,
II: statistical procedures for evaluating forecast skills’, Journal of Business, 54, 513-533
(1981).
39 Bollerslev, T. and J.M. Wo oldridge, ’Quasi Maximum Likelihood Estimation and In-
ference in Dynamic Models with Time Varying Covariances’, Econometric Reviews, 11,
143-172, (1992).
22
More intriguing information
1. Auctions in an outcome-based payment scheme to reward ecological services in agriculture – Conception, implementation and results2. THE INTERNATIONAL OUTLOOK FOR U.S. TOBACCO
3. The Mathematical Components of Engineering
4. References
5. The name is absent
6. The name is absent
7. Mergers and the changing landscape of commercial banking (Part II)
8. Structural Influences on Participation Rates: A Canada-U.S. Comparison
9. Pass-through of external shocks along the pricing chain: A panel estimation approach for the euro area
10. Change in firm population and spatial variations: The case of Turkey