Journals in DBLP

Computational Statistics & Data Analysis
2005, volume: 49, number: 2

1. David A. Belsley, Erricos John Kontoghiorghes
   Second Special issue on Computational Econometrics. [Citation Graph (0, 0)][DBLP]
   Computational Statistics & Data Analysis, 2005, v:49, n:2, pp:283-285 [Journal]
   
2. Giovanni Barone-Adesi, Henrik Rasmussen, Claudia Ravanelli
   An option pricing formula for the GARCH diffusion model. [Citation Graph (0, 0)][DBLP]
   Computational Statistics & Data Analysis, 2005, v:49, n:2, pp:287-310 [Journal]
   
3. J. Chipman, P. Winker
   Optimal aggregation of linear time series models. [Citation Graph (0, 0)][DBLP]
   Computational Statistics & Data Analysis, 2005, v:49, n:2, pp:311-331 [Journal]
   
4. Gianluca Cubadda, Pieter Omtzigt
   Small-sample improvements in the statistical analysis of seasonally cointegrated systems. [Citation Graph (0, 0)][DBLP]
   Computational Statistics & Data Analysis, 2005, v:49, n:2, pp:333-348 [Journal]
   
5. Bruno Eklund
   Estimating confidence regions over bounded domains. [Citation Graph (0, 0)][DBLP]
   Computational Statistics & Data Analysis, 2005, v:49, n:2, pp:349-360 [Journal]
   
6. Emmanuel Flachaire
   Bootstrapping heteroskedastic regression models: wild bootstrap vs. pairs bootstrap. [Citation Graph (0, 0)][DBLP]
   Computational Statistics & Data Analysis, 2005, v:49, n:2, pp:361-376 [Journal]
   
7. L. G. Godfrey, A. R. Tremayne
   The wild bootstrap and heteroskedasticity-robust tests for serial correlation in dynamic regression models. [Citation Graph (0, 0)][DBLP]
   Computational Statistics & Data Analysis, 2005, v:49, n:2, pp:377-395 [Journal]
   
8. Giles Jewitt, J. Roderick McCrorie
   Computing estimates of continuous time macroeconometric models on the basis of discrete data. [Citation Graph (0, 0)][DBLP]
   Computational Statistics & Data Analysis, 2005, v:49, n:2, pp:397-416 [Journal]
   
9. Agnes S. Joseph, Jan F. Kiviet
   Viewing the relative efficiency of IV estimators in models with lagged and instantaneous feedbacks. [Citation Graph (0, 0)][DBLP]
   Computational Statistics & Data Analysis, 2005, v:49, n:2, pp:417-444 [Journal]
   
10. Lynda Khalaf, Maral Kichian
    Exact tests of the stability of the Phillips curve: the Canadian case. [Citation Graph (0, 0)][DBLP]
    Computational Statistics & Data Analysis, 2005, v:49, n:2, pp:445-460 [Journal]
    
11. John C. Nankervis
    Computational algorithms for double bootstrap confidence intervals. [Citation Graph (0, 0)][DBLP]
    Computational Statistics & Data Analysis, 2005, v:49, n:2, pp:461-475 [Journal]
    
12. Tommaso Proietti
    New algorithms for dating the business cycle. [Citation Graph (0, 0)][DBLP]
    Computational Statistics & Data Analysis, 2005, v:49, n:2, pp:477-498 [Journal]
    
13. M. Rekkas, A. Wong
    Third-order inference for the Weibull distribution. [Citation Graph (0, 0)][DBLP]
    Computational Statistics & Data Analysis, 2005, v:49, n:2, pp:499-525 [Journal]
    
14. Andrew D. Sanford, Gael M. Martin
    Simulation-based Bayesian estimation of an affine term structure model. [Citation Graph (0, 0)][DBLP]
    Computational Statistics & Data Analysis, 2005, v:49, n:2, pp:527-554 [Journal]
    
15. Mark B. Stewart
    A comparison of semiparametric estimators for the ordered response model. [Citation Graph (0, 0)][DBLP]
    Computational Statistics & Data Analysis, 2005, v:49, n:2, pp:555-573 [Journal]
    
16. P. A. V. B. Swamy, George S. Tavlas, I-Lok Chang
    How stable are monetary policy rules: estimating the time-varying coefficients in monetary policy reaction function for the US. [Citation Graph (0, 0)][DBLP]
    Computational Statistics & Data Analysis, 2005, v:49, n:2, pp:575-590 [Journal]
    
17. E. Vassiliou, Ioannis C. Demetriou
    An adaptive algorithm for least squares piecewise monotonic data fitting. [Citation Graph (0, 0)][DBLP]
    Computational Statistics & Data Analysis, 2005, v:49, n:2, pp:591-609 [Journal]
    
18. Evdokia Xekalaki, Stavros Degiannakis
    Evaluating volatility forecasts in option pricing in the context of a simulated options market. [Citation Graph (0, 0)][DBLP]
    Computational Statistics & Data Analysis, 2005, v:49, n:2, pp:611-629 [Journal]