30 results
SEQUENTIAL MONITORING OF CHANGES IN DYNAMIC LINEAR MODELS, APPLIED TO THE U.S. HOUSING MARKET
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- Econometric Theory / Volume 38 / Issue 2 / April 2022
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- 23 March 2021, pp. 209-272
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ASYMPTOTIC PROPERTIES OF THE CUSUM ESTIMATOR FOR THE TIME OF CHANGE IN LINEAR PANEL DATA MODELS
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- Econometric Theory / Volume 33 / Issue 2 / April 2017
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- 22 January 2016, pp. 366-412
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A snapshot beyond the Local Universe with Herschel/SPIRE
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- Proceedings of the International Astronomical Union / Volume 11 / Issue S319 / August 2015
- Published online by Cambridge University Press:
- 17 August 2016, pp. 103-104
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- August 2015
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Apparent brightness distribution of GRB host galaxies
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- Proceedings of the International Astronomical Union / Volume 11 / Issue S315 / August 2015
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- 12 September 2016, E4
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- August 2015
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Spatial distribution of GRBs and large scale structure of the Universe
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- Proceedings of the International Astronomical Union / Volume 11 / Issue S319 / August 2015
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- 17 August 2016, pp. 3-4
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- August 2015
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LIMIT LAWS IN TRANSACTION-LEVEL ASSET PRICE MODELS
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- Econometric Theory / Volume 30 / Issue 3 / June 2014
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- 18 November 2013, pp. 536-579
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Connection between the Star Formation Rate and the Gamma-Ray Bursts
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- Proceedings of the International Astronomical Union / Volume 8 / Issue S292 / August 2012
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- 21 March 2013, p. 334
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- August 2012
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Connection between the Star Formation Rate and the Gamma-Ray Bursts
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- Proceedings of the International Astronomical Union / Volume 8 / Issue S295 / August 2012
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- 17 July 2013, p. 93
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- August 2012
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A FUNCTIONAL VERSION OF THE ARCH MODEL
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- Econometric Theory / Volume 29 / Issue 2 / April 2013
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- 31 July 2012, pp. 267-288
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SEQUENTIAL TESTING FOR THE STABILITY OF HIGH-FREQUENCY PORTFOLIO BETAS
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- Econometric Theory / Volume 28 / Issue 4 / August 2012
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- 28 November 2011, pp. 804-837
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Cosmology and the subclasses of the gamma-ray bursts
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- Proceedings of the International Astronomical Union / Volume 6 / Issue S275 / September 2010
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- 24 February 2011, pp. 363-364
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- September 2010
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SUP-TESTS FOR LINEARITY IN A GENERAL NONLINEAR AR(1) MODEL
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- Econometric Theory / Volume 26 / Issue 4 / August 2010
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- 04 November 2009, pp. 965-993
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ON DISTINGUISHING BETWEEN RANDOM WALK AND CHANGE IN THE MEAN ALTERNATIVES
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- Econometric Theory / Volume 25 / Issue 2 / April 2009
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- 01 April 2009, pp. 411-441
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ASYMPTOTIC PROPERTIES OF NONPARAMETRIC FRONTIER ESTIMATORS
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- Econometric Theory / Volume 24 / Issue 6 / December 2008
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- 09 July 2008, pp. 1607-1627
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A LIMIT THEOREM FOR MILDLY EXPLOSIVE AUTOREGRESSION WITH STABLE ERRORS
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- Econometric Theory / Volume 23 / Issue 2 / April 2007
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- 30 January 2007, pp. 201-220
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TESTING GOODNESS OF FIT BASED ON DENSITIES OF GARCH INNOVATIONS
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- Econometric Theory / Volume 22 / Issue 3 / June 2006
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- 15 March 2006, pp. 457-482
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MONITORING CONSTANCY OF VARIANCE IN CONDITIONALLY HETEROSKEDASTIC TIME SERIES
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- Econometric Theory / Volume 22 / Issue 3 / June 2006
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- 15 March 2006, pp. 373-402
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CONVERGENCE OF INTEGRAL FUNCTIONALS OF STOCHASTIC PROCESSES
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- Econometric Theory / Volume 22 / Issue 2 / April 2006
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- 09 February 2006, pp. 304-322
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Angular Distribution of Gamma-Ray Bursts: An Observational Probe of Cosmological Principle
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- Symposium - International Astronomical Union / Volume 201 / 2005
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- 26 May 2016, pp. 486-487
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- 2005
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SEQUENTIAL CHANGE-POINT DETECTION IN GARCH(p,q) MODELS
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- Econometric Theory / Volume 20 / Issue 6 / December 2004
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- 01 December 2004, pp. 1140-1167
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