Branch Reports
- 期刊名称The Mathematical Gazette
- 作者W. H. Williams, W. A. Dodd, J. F. Reed, M. P. O'Donnell, G. R. Baldock and M. C. R. Butler
- 卷第45卷
- 期第353期
- 印刷ISSN0025-5572
- 文件大小364.62KB
- 发表时间1961-10
- DOI10.2307/3612838
A New Method for Obtaining the Autocovariance of an ARMA Model: An Exact Form SolutionM. Karanasos · Econometric Theory · 1998
A NEW METHOD FOR OBTAINING THE AUTOCOVARIANCE OF AN ARMA MODEL: AN EXACT FORM SOLUTIONKaranasos, Menelaos · Econometric Theory · 2000
A NEW METHOD FOR OBTAINING THE AUTOCOVARIANCE OF AN ARMA MODEL: AN EXACT FORM SOLUTIONKaranasos, M. · Econometric Theory · 1998
Prediction in ARMA Models with GARCH in Mean EffectsMenelaos Karanasos · 2001
Output Variability and Economic Growth: the Japanese CaseStilianos Fountas; Menelaos Karanasos; Alfonso Mendoza · 2004
Inflation Uncertainty, Output Growth Uncertainty and Macroeconomic PerformanceStilianos Fountas; Menelaos Karanasos; Jinki Kim · 2006
Is the Relationship between Inflation and Its Uncertainty Linear?Menelaos Karanasos; Stefanie Schurer · 2008
The impulse response function of the long memory GARCH processChristian Conrad; Menelaos Karanasos · 2006
A re-examination of the asymmetric power ARCH modelMenelaos Karanasos; Jinki Kim · 2006
NEGATIVE VOLATILITY SPILLOVERS IN THE UNRESTRICTED ECCC-GARCH MODELConrad, Christian; Karanasos, Menelaos · Econometric Theory · 2010
The link between macroeconomic performance and variability in the UKChristian Conrad; Menelaos Karanasos; Ning Zeng · 2010
[untitled]Review by: Francis X. Diebold · Econometric Theory · 1992
On Differentiating Eigenvalues and EigenvectorsJan R. Magnus · Econometric Theory · 1985
MINIMIZING AVERAGE RISK IN REGRESSION MODELSClaeskens, Gerda; Hjort, Nils Lid · Econometric Theory · 2008
Interviewed by Nicholas M. KieferGoldberger, Arthur S. · Econometric Theory · 1989
ESTIMATION-ADJUSTED VARGourieroux, Christian; Zakoïan, Jean-Michel · Econometric Theory · 2013
UNIT ROOT TESTS WITH WAVELETSFan, Yanqin; Gençay, Ramazan · Econometric Theory · 2010
GENERALIZED AUTOREGRESSIVE CONDITIONAL CORRELATIONMcAleer, Michael; Chan, Felix; Hoti, Suhejla; Lieberman, Offer · Econometric Theory · 2008
Causality in the Long RunClive, W.J.; Lin, Jin-Lung · Econometric Theory · 1995