| 361 |
|
Testing the stability of implied probability density functions
|
Bliss, R. R.; Panigirtzoglou, N.
|
ELSEVIER
|
2002
|
|
|
|
| 362 |
|
Testing the term structure of interest rates using a stationary vector autoregression with regime switching
|
Sola, M.
|
ELSEVIER
|
1994
|
|
|
|
| 363 |
|
Testing the unit root with drift hypothesis against nonlinear trend stationarity, with an application to the US price level and interest rate
|
Bierens, H. J.
|
ELSEVIER
|
1997
|
|
|
|
| 364 |
|
Testing time reversibility without moment restrictions - Theory and Empirical Methods
|
Chen, Y.-T.
|
ELSEVIER
|
2000
|
|
|
|
| 365 |
|
Test of an extended mathematical approach to calculate maize leaf area index and leaf angle distribution/
|
Homem Antunes, Mauro A
|
Elsevier
|
2001
|
|
|
|
| 366 |
|
Test-retest reliability of the Temperament and Character Inventory in patients with opiate dependence/
|
Gourion, D
|
Elsevier
|
2003
|
|
|
|
| 367 |
|
Tests for changes in models with a polynomial trend
|
Kuan, C.-M.
|
ELSEVIER
|
1998
|
|
|
|
| 368 |
|
Tests for cointegration with infinite variance errors
|
Caner, M.
|
ELSEVIER
|
1998
|
|
|
|
| 369 |
|
Tests for seasonal unit roots: General to specific or specific to general?
|
Hylleberg, S.
|
ELSEVIER
|
1995
|
|
|
|
| 370 |
|
Tests for tax-clientele and tax-option effects in U.S. treasury bonds
|
Ehrhardt, M. C.
|
ELSEVIER
|
1995
|
|
|
|
| 371 |
|
Tests for the error component model in the presence of local misspecification
|
Bera, A. K.
|
ELSEVIER
|
2001
|
|
|
|
| 372 |
|
Tests of asset-pricing models: how important is the iid-normal assumption?
|
Groenewold, N.
|
ELSEVIER
|
2001
|
|
|
|
| 373 |
|
Tests of cointegrating rank with a trend-break
|
Inoue, A.
|
ELSEVIER
|
1999
|
|
|
|
| 374 |
|
Tests of equal forecast accuracy and encompassing for nested models
|
Clark, T. E.
|
ELSEVIER
|
2001
|
|
|
|
| 375 |
|
Tests of long-run neutrality using permanent monetary and real shocks
|
Boschen, J. F.
|
ELSEVIER
|
1995
|
|
|
|
| 376 |
|
Tests of market outcomes with asymmetric valuations of gains and lossesSmaller gains, fewer trades, and less value
|
Borges, B. F.
|
ELSEVIER
|
1998
|
|
|
|
| 377 |
|
Tests of microstructural hypotheses in the foreign exchange market
|
Lyons, R. K.
|
ELSEVIER
|
1995
|
|
|
|
| 378 |
|
Tests of non-nested regression models: Some results on small sample behaviour and the boot-strap
|
Godfrey, L. G.
|
ELSEVIER
|
1998
|
|
|
|
| 379 |
|
Tests of production smoothing in selected Japanese industries
|
Beason, R.
|
ELSEVIER
|
1993
|
|
|
|
| 380 |
|
Tests of rationality versus an "over optimist" bias
|
Madsen, J. B.
|
ELSEVIER
|
1994
|
|
|
|
