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Testing for unit roots in seasonal time series : Some theoretical extensions and a Monte Carlo investigation, , и . Journal of Econometrics, 62 (2): 415--442 (июня 1994)Editor's introduction : Seasonality and econometric models. Journal of Econometrics, 55 (1-2): 1--8 (00 1993)The Asian financial crisis: The role of derivative securities trading and foreign investors in Korea, и . Journal of International Money and Finance, 24 (4): 607--630 (июня 2005)Efficient estimation of general dynamic models with a continuum of moment conditions, , , и . Journal of Econometrics, 140 (2): 529--573 (октября 2007)Testing nonnested Euler conditions with quadrature-based methods of approximation, и . Journal of Econometrics, 46 (3): 273--308 (декабря 1990)Changes in seasonal patterns : Are they cyclical?, и . Journal of Economic Dynamics and Control, 18 (6): 1143--1171 (ноября 1994)Handbook of Economic Forecasting, , и . Volume 1, глава Chapter 13 Forecasting Seasonal Time Series, стр. 659--711. Elsevier, (2006)Structural change and asset pricing in emerging markets, и . Journal of International Money and Finance, 17 (3): 455--473 (01.06.1998)A Test for Structural Stability of Euler Conditions Parameters Estimated via the Generalized Method of Moments Estimator, и . International Economic Review, 31 (2): 355-64 (1990)available at http://ideas.repec.org/a/ier/iecrev/v31y1990i2p355-64.html.Advances in Econometrics, и . Volume 20, Part 1, глава Sampling Frequency and Window Length Trade-offs in Data-Driven Volatility Estimation: Appraising the Accuracy of Asymptotic Approximations, стр. 155--181. JAI, (2006)