( en | de | ru )

 

Disambiguation

From post

копироватьудалитьдобавить публикацию в буфер
GAUSS 3.2 AND COINT 2.0

, и . Journal of Economic Surveys, 9 (1): 89--101 (60 Mar 1995)doi: 10.1111/j.1467-6419.1995.tb00111.x.

Please choose a person to relate this publication to

To differ between persons with the same name, the academic degree and the title of an important publication will be displayed.

Jeremy Cohen

Jérémy Bluteau

Jeremy Debattista

Jérémy Fix

Jeremy Lau

 

Другие публикации лиц с тем же именем

Convex combinations of long memory estimates from different sampling rates., , и . Comput. Stat., 21 (3-4): 399-413 (2006)Goblins by SpheroidalWeathering., , , , , и . NPH, стр. 7-14. Eurographics Association, (2007)The Sensitivity of Chi-Squared Goodness-of-Fit Tests to the Partitioning of Data, , и . Econometric Reviews, 23 (4): 341--370 (2005)Decompositions of Pearson's chi-squared test, , и . Journal of Econometrics, 123 (1): 189--193 (ноября 2004)Testing for seasonal unit roots in heterogeneous panels, , и . Economics Letters, 86 (2): 229--235 (февраля 2005)Structural breaks and seasonal integration, и . Economics Letters, 56 (1): 13--19 (26.09.1997)Remotely Sensing the Morphometrics and Dynamics of a Cold Region Dune Field Using Historical Aerial Photography and Airborne LiDAR Data., , , , , , и . Remote Sensing, 10 (5): 792 (2018)Evaluating multivariate forecast densities: a comparison of two approaches, и . International Journal of Forecasting, 18 (3): 397--407 (00 2002)Testing for cointegration: power versus frequency of observation -- further Monte Carlo results, и . Economics Letters, 67 (1): 5--9 (апреля 2000)Response surface models for the Leybourne unit root tests and lag order dependence., и . Comput. Stat., 27 (3): 473-486 (2012)