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Publisher: AMERICAN STATISTICAL ASSOCIATION [ All ]

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  Title Copies
PREDICTABILITY OF INTEREST RATES AND INTEREST-RATE PORTFOLIOS 
Volume: Vol. 27, No. 4 
Call No: OUT 
REAL-TIME MEASUREMENT OF BUSINESS CONDITIONS 
Volume: Vol. 27, No. 4 
Year: 2009 
Call No: OUT 
REAL-TIME PREDICTION WITH U.K. MONETARY AGGREGATES IN THE PRESENCE OF MODEL UNCERTAINTY 
Edition: OCTOBER 
Volume: 27 
Year: 2009 
Call No: OUT 
SIMULATION METHODS FOR LEVY-DRIVEN CONTINUOUS-TIME AUTOREGRESSIVE MOVING AVERAGE (CARMA) STOCHASTIC VOLATILITY MODELS 
TEST OF EQUAL PREDICTIVE ABILITY WITH REAL-TIME DATA 
Edition: OCTOBER 
Volume: 27 
Year: 2009 
Call No: OUT 
TESTING BUSINESS CYCLE ASYMMETRIES BASED ON AUTOREGRESSIONS WITH A MARKOV-SWITCHING INTERCEPT 
TESTS FOR PARAMETER INSTABILITY IN REGRESSIONS WITH I(1) PROCESSES 
TESTS FOR UNIT ROOTS: A MONTE CARLO INVESTIGATION 
Edition: APRIL 
Year: 1989 
Call No: OUT 
UNIT ROOT TESTS AND ASYMMETRIC ADJUSTMENT WITH AN EXAMPLE USING THE TERM STRUCTURE OF INTEREST RATES 
VOLATILITY FORECASTING WITH RANGE-BASED EGARCH MODELS 
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