Music by Computers
- 期刊名称Music Educators Journal
- 作者Lucier, Alvin; Foerster, Heinz Von; Beauchamp, James W.
- 卷第56卷
- 期第4期
- 印刷ISSN0027-4321
- 文件大小417.45KB
- 发表时间1969-12
- DOI10.2307/3392672
Asymptotics of the QMLE for General Arch(q) ModelsKristensen, Dennis; Rahbek, Anders · SSRN Electronic Journal · 2005
TESTING AND INFERENCE IN NONLINEAR COINTEGRATING VECTOR ERROR CORRECTION MODELSKristensen, Dennis; Rahbek, Anders · Econometric Theory · 2013
Testing and Inference in Nonlinear Cointegrating Vector Error Correction ModelsKristensen, Dennis; Rahbek, Anders · SSRN Electronic Journal · 2010
Modeling corporate defaults: Poisson autoregressions with exogenous covariates (PARX)Agosto, Arianna; Cavaliere, Giuseppe; Kristensen, Dennis; Rahbek, Anders · Journal of Empirical Finance · 2016
Likelihood-based inference for cointegration with nonlinear error-correctionDennis Kristensen; Anders Rahbek · 2010
ASYMPTOTICS OF THE QMLE FOR A CLASS OF ARCH(q) MODELSKristensen, Dennis; Rahbek, Anders · Econometric Theory · 2005
Asymptotics of the QMLE for a Class of ARCH(q) ModelsDennis Kristensen and Anders Rahbek · Econometric Theory · 2005
MastheadJournal of Time Series Econometrics · 2013
Markov Breaks in Regression ModelsSmith, Aaron · Journal of Time Series Econometrics · 2012
Evaluating Automatic Model SelectionCastle, Jennifer L.; Doornik, Jurgen A; Hendry, David F. · Journal of Time Series Econometrics · 2011
Autoregression with Non-Gaussian InnovationsCai, Yuzhi · Journal of Time Series Econometrics · 2009
FrontmatterJournal of Time Series Econometrics · 2014
FrontmatterJournal of Time Series Econometrics · 2013
Bootstrap Point Optimal Unit Root TestsWang, Liqiong · Journal of Time Series Econometrics · 2013
Testing for Nonlinearity in Conditional CovariancesSanhaji, Bilel · Journal of Time Series Econometrics · 2017