1. (WHEN) DO LONG AUTOREGRESSIONS ACCOUNT FOR NEGLECTED CHANGES IN PARAMETERS?. (13th July 2015) Authors: Demetrescu, Matei; Hassler, Uwe Journal: Econometric theory Issue: Volume 32:Number 6(2016:Dec.) Page Start: 1317 Record Type: Journal Article View Content: Available online (eLD content is only available in our Reading Rooms) ↗
2. A boundary analysis of ICT firms on Thailand Stock Market: a maximum entropy bootstrap approach and highest density regions (HDR) approach. (6th September 2013) Authors: Chaiboonsri, Chukiat; Chaitip, Prasert Journal: International journal of computational economics and econometrics Issue: Volume 3:Number 1/2(2013) Page Start: 14 Record Type: Journal Article View Content: Available online (eLD content is only available in our Reading Rooms) ↗
3. A chaotic model approach for electricity price forecasting in Indian scenario. (2017) Authors: Nair, Indhu; Robert, Anasraj Journal: International journal of computational economics and econometrics Issue: Volume 7:Number 4(2017) Page Start: 443 Record Type: Journal Article View Content: Available online (eLD content is only available in our Reading Rooms) ↗
4. A chaotic model approach for electricity price forecasting in Indian scenario. (2017) Authors: Nair, Indhu; Robert, Anasraj Journal: International journal of computational economics and econometrics Issue: Volume 7:Number 4(2017) Page Start: 443 Record Type: Journal Article View Content: Available online (eLD content is only available in our Reading Rooms) ↗
5. A comparison of alternative parametric efficiency estimates using rank-sum test statistic. (18th November 2009) Authors: Karagiannis, Roxani; Velentzas, Kostas Journal: International journal of computational economics and econometrics Issue: Volume 1:Number 2(2009) Page Start: 195 Record Type: Journal Article View Content: Available online (eLD content is only available in our Reading Rooms) ↗
6. A comparison of SVR and NARX in financial time series forecasting. (10th May 2022) Authors: Tas, Engin; Atli, Ayca Hatice Journal: International journal of computational economics and econometrics Issue: Volume 12:Number 3(2022) Page Start: 303 Record Type: Journal Article View Content: Available online (eLD content is only available in our Reading Rooms) ↗
7. A computational experiment on elicitation task bias in time preference. (2015) Authors: Tokarchuk, Oksana; Gabriele, Roberto Journal: International journal of computational economics and econometrics Issue: Volume 5:Number 3(2015) Page Start: 237 Record Type: Journal Article View Content: Available online (eLD content is only available in our Reading Rooms) ↗
8. A computational model of politicians?bureaucracy relationship in a competitively authoritarian environment. (8th June 2011) Authors: Lskavyan, Vahe; Melkonian, Vardges Journal: International journal of computational economics and econometrics Issue: Volume 2:Number 1(2011) Page Start: 1 Record Type: Journal Article View Content: Available online (eLD content is only available in our Reading Rooms) ↗
9. A CONSISTENT NONPARAMETRIC TEST ON SEMIPARAMETRIC SMOOTH COEFFICIENT MODELS WITH INTEGRATED TIME SERIES. (24th February 2015) Authors: Sun, Yiguo; Cai, Zongwu; Li, Qi Journal: Econometric theory Issue: Volume 32:Number 4(2016:Aug.) Page Start: 988 Record Type: Journal Article View Content: Available online (eLD content is only available in our Reading Rooms) ↗
10. A CROSS-SECTIONAL METHOD FOR RIGHT-TAILED PANIC TESTS UNDER A MODERATELY LOCAL TO UNITY FRAMEWORK. (15th April 2023) Authors: Yamamoto, Yohei; Horie, Tetsushi Journal: Econometric theory Issue: Volume 39:Number 2(2023) Page Start: 389 Record Type: Journal Article View Content: Available online (eLD content is only available in our Reading Rooms) ↗