메뉴 건너뛰기




Volumn 16, Issue 2, 2002, Pages 1-18

Learning about models and their fit to data

Author keywords

[No Author keywords available]

Indexed keywords


EID: 84983767302     PISSN: 10168737     EISSN: 1743517X     Source Type: Journal    
DOI: 10.1080/10168730200000009     Document Type: Article
Times cited : (7)

References (11)
  • 1
    • 0242670422 scopus 로고    scopus 로고
    • Testing Continous-Time Models of the Spot Interest Rate
    • Ait-Sahalia, Y., 1996. Testing Continous-Time Models of the Spot Interest Rate. Review of Financial Studies, 9: 385–426.
    • (1996) Review of Financial Studies , vol.9 , pp. 385-426
    • Ait-Sahalia, Y.1
  • 2
    • 0032412897 scopus 로고    scopus 로고
    • Asymmetry and Duration Dependence in Australian GDP and
    • Bodman, P., 1198. Asymmetry and Duration Dependence in Australian GDP and. Economic Record, 74: 399–411.
    • Economic Record , vol.74 , pp. 399-411
    • Bodman, P.1
  • 5
    • 0000250716 scopus 로고
    • Specification Tests in Econometrics
    • Hausman, J. A., 1978. Specification Tests in Econometrics. Econometrica, 46: 1251–1271.
    • (1978) Econometrica , vol.46 , pp. 1251-1271
    • Hausman, J.A.1
  • 6
    • 0034912037 scopus 로고    scopus 로고
    • Exchange Rate Instability: A Threshold Autoregressive Approach
    • Henry, O. T., Olekans, N., and Summers, P. M., 2001. Exchange Rate Instability: A Threshold Autoregressive Approach. Economic Record, 77: 160–166.
    • (2001) Economic Record , vol.77 , pp. 160-166
    • Henry, O.T.1    Olekans, N.2    Summers, P.M.3
  • 7
    • 38249001989 scopus 로고
    • Semiparametric Estimation of a Work-trip Mode Choice Model
    • Horowitz, J. L., 1993. Semiparametric Estimation of a Work-trip Mode Choice Model. Journal of Economics, 58: 49–70.
    • (1993) Journal of Economics , vol.58 , pp. 49-70
    • Horowitz, J.L.1
  • 9
    • 0030139575 scopus 로고    scopus 로고
    • The Econometrics of Financial Markets
    • Pagan, A. R., 1996. The Econometrics of Financial Markets. Journal of Empirical Finance, 3: 15–102.
    • (1996) Journal of Empirical Finance , vol.3 , pp. 15-102
    • Pagan, A.R.1
  • 10
    • 45149141217 scopus 로고
    • Alternative Models for Conditional Stock Volatility
    • Pagan, A. R., and Schwert, G. W., 1990. Alternative Models for Conditional Stock Volatility. Journal of Econometrics, 45: 267–290.
    • (1990) Journal of Econometrics , vol.45 , pp. 267-290
    • Pagan, A.R.1    Schwert, G.W.2
  • 11
    • 85070125877 scopus 로고
    • Some Simple Methods for Assessing Markow-Swithcing Models
    • London: Chapman and Hall,. In
    • Silverman, B., 1986. “ Some Simple Methods for Assessing Markow-Swithcing Models ”. In Density Estimation for Statistics and Data Analysis, London: Chapman and Hall.
    • (1986) Density Estimation for Statistics and Data Analysis
    • Silverman, B.1


* 이 정보는 Elsevier사의 SCOPUS DB에서 KISTI가 분석하여 추출한 것입니다.