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Content
2004
- 0410006 Modelling Directional Dispersion Through Hyperspherical Log- Splines
by J.T.A.S. Ferreira & M.F.J. Steel - 0410005 Estimación de Algunas Formas Funcionales de Relaciones Tecnológicas entre Producto y Factores que dan Origen a Este
by Juan Miguel Villa - 0410004 Modelling Long Memory and Risk Premia in Latin American Sovereign Bond Markets
by Alfonso Mendoza - 0410003 A Dynamic “Fixed Effects” Model for Heterogeneous Panel Data
by Diana Weinhold - 0410002 Multifractal analysis of Power Markets. Some empirical evidence
by Marina Resta - 0410001 Do Chinese stock markets share common information arrival processes?
by Philip Kostov & Ziping Wu & Seamus McErlean - 0409013 Model Selection Uncertainty and Detection of Threshold Effecs
by Jean-Yves Pitarakis - 0409012 Arguing A Case For The Cobb-Douglas Production Function
by K V Bhanu Murthy - 0409011 Demand Pull And Supply Push In Portuguese Cable Television
by João Leitão - 0409010 On Describing Multivariate Skewness: A Directional Approach
by J. T. A. S. Ferreira & M. F. J. Steel - 0409009 Surprise Volume and Heteroskedasticity in Equity Market Returns
by Niklas Wagner & Terry A. Marsh - 0409007 Regime-switching Vector Error Correction Model (VECM) analysis of UK meat consumption
by Philip Kostov & John Lingard - 0409006 Confessions of an International Forecaster
by Thomas M Fullerton Jr - 0409005 Bias Reduction by Recursive Mean Adjustment in Dynamic Panel Data Models
by Chi-Young Choi & Nelson C. Mark & Donggyu Sul - 0409004 Application of Local Influence Diagnostics to the Linear Logistic Regression Models
by Monzur Hossain & M. Ataharul Islam - 0409003 Testing The Significance Of Local Influence
by Monzur Hossain & M. Ataharul Islam - 0409002 Econometric Estimation of Parameters of Preservation of Perishable Goods in Cold Logistic Chains
by Miroslav Verbic - 0409001 Advancing the iid Test Based on Integration across the Correlation Integral: Ranges, Competition, and Power
by Evzen Kocenda & Lubos Briatka - 0408009 A model to distribute mark-up amongst quotation component item
by David Cattell & Paul Bowen & Ammar Kaka - 0408008 How Banking System In Post-Soviet Economies Assist To Their Development. The Case Study Of Armenia
by Hakob Mnatsakanyan & Angelos Kanas & Zohrak Rafayelov - 0408007 Evaluating Latent and Observed Factors in Macroeconomics and Financ
by Jushan Bai & Serena Ng - 0408006 Confidence Intervals for Diffusion Index Forecasts with a Large Number of Predictor
by Jushan Bai & Serena Ng - 0408005 How much has labour taxation contributed to European structural unemployment?
by Christophe Planas & Werner Roeger & Alessandro Rossi - 0408004 Nonparametric Identification of Behavioral Responses to Counterfactual Policy Interventions in Dynamic Discrete Decision Processes
by Victor Aguirregabiria - 0408003 Understanding Brazilian Unemployment Structure: A Mixed Autoregressive Approach
by Ricardo Gonçalves Silva & Marinho Gomes Andrade & Milton Barossi-Filho - 0408002 Simulation-based estimation of peer effects
by Brian Krauth - 0408001 Limited Information Bayesian Analysis of a Simultaneous Equation with an Autocorrelated Error Term and its Application to the U.S. Gasoline Market
by Stanislav Radchenko - 0407002 Une lecture probabiliste du cycle d’affaires américain
by Benoit Bellone - 0407001 Detecting Turning Points with Many Predictors through Hidden Markov Models
by Benoit Bellone & David Saint-Martin - 0406004 MSVARlib: a new Gauss library to estimate multivariate Hidden Markov Models
by Benoit Bellone - 0406003 The consumption of ordinary wines in France : the effect of administered prices
by Evens SALIES - 0406002 A note on the modelling of hyper-inflations
by Evens SALIES & Peter MOFFATT - 0406001 Lags in the response of gasoline prices to changes in crude oil
by Stanislav Radchenko - 0405004 On the Small Sample Properties of Dickey Fuller and Maximum Likelihood Unit Root Tests on Discrete-Sampled Short-Term Interest Rates
by Paulo M. M. Rodrigues & Antonio Rubia - 0405003 The Nonlinear Skeletons in the Closet
by William A. Barnett & Barry E. Jones & Milka Kirova & Travis Nesmith & Meenakshi Pasupathy - 0405002 Bayesian Semiparametric Regression for Autoregressive Models with Possible Unit Roots
by Ricardo Gonçalves Silva - 0405001 Aggregate investment dynamics when firms face fixed investment cost and capital market imperfections
by Christian Bayer - 0404005 Model Comparison of Coordinate-Free Multivariate Skewed Distributions with an Application to Stochastic Frontiers
by Jose T.A.S. Ferreira & Mark F.J. Steel - 0404004 The long memory story of ex post real interest rates. Can it be supported?
by Ioannis A. Venetis & Agustin Duarte & Ivan Paya - 0404002 Bayesian measures of explained variance and pooling in multilevel (hierarchical) models
by Andrew Gelman & Iain Pardoe - 0404001 Prior distributions for variance parameters in hierarchical models
by Andrew Gelman - 0403009 On The Role Of Wages In The Ukrainian Transition Process : An Empirical Investigation
by Gioacchino Fazio & Olivier Hueber - 0403008 The Partial Distribution: Definition, Properties and Applications in Economy
by feng dai - 0403007 On the Model-Based Interpretation of Filters and the Reliability of Trend-Cycle Estimates
by Tommaso Proietti - 0403006 Characterising the Business Cycle for Accession Countries
by Michael Artis & Massimiliano Marcellino & Tommaso Proietti - 0403005 Policy Makers Priors and Inflation Density Forecasts
by Marco Vega - 0403004 An Estimation Of Disposable Personal Income Of The Spanish Municipalities In 1997
by Coro Chasco-Yrigoyen - 0403003 Modelos de regresión espacio temporales en la estimación de la renta municipal. Estimación de la renta en los municipios de la Región de Murcia
by Coro Chasco-Yrigoyen & Fernando López-Hernández - 0403002 A Constructive Representation of Univariate Skewed Distributions
by Jose T.A.S. Ferreira & Mark F.J. Steel - 0403001 Bayesian Multivariate Regression Analysis with a New Class of Skewed Distributions
by Jose T.A.S. Ferreira & Mark F.J. Steel - 0402010 Mexico’s Industrial Engine of Growth: Cointegration and Causality
by Alejandro Diaz-Bautista - 0402009 Classifying the Markets Volatility with ARMA Distance Measures
by Edoardo Otranto - 0402008 The Choice of Time Interval in Seasonal Adjustment: A Heuristic Approach
by Giancarlo bruno & Edoardo Otranto - 0402007 Deterministic Seasonality in Dickey-Fuller Tests: Should We Care?
by Artur C. B. da Silva Lopes - 0402006 Asimetría, Persistencia Y No Linealidad De La Tasa De Desempleo Español
by José María Casado García & F.Javier Trívez - 0402005 Cointegration in Frequency Domain
by Daniel Levy - 0402004 Consistent Model Specification Tests Against Smooth Transition Alternatives
by Jonathan B. Hill - 0402003 Pseudo Maximum Likelihood Estimation of Structural Models Involving Fixed-Point Problems
by Victor Aguirregabiria - 0402002 Causation Delays and Causal Neutralization for General Horizons: The Money-Output Relationship Revisited
by Jonathan B. Hill - 0402001 Sequential Detection of US Business Cycle Turning Points: Performances of Shiryayev-Roberts, CUSUM and EWMA Procedures
by Bakhodir A Ergashev - 0401009 Random Walks with Drifts, Simulaneous Equation Errors, and Small Samples - Simulating the Bird's Eye View
by Horst Entorf - 0401008 Measuring Tail Thickness under GARCH and an Application to Extreme Exchange Rate Changes
by Niklas Wagner & Terry A. Marsh - 0401007 Nonlinear Term Structure Dependence: Copula Functions, Empirics, and Risk Implications
by Markus Junker & Alexander Szimayer & Niklas Wagner - 0401006 Unit Roots, Nonlinear Cointegration and Purchasing Power Parity
by Alfred A. Haug & Syed A. Basher - 0401005 Structural Breaks, Inflation and Interest Rates: Evidence for the G7 countries
by Jesus Clemente & Antonio Montañes & Marcelo Reyes - 0401004 LM-Tests for Linearity Against Smooth Transition Alternatives: A Bootstrap Simulation Study
by Jonathan B. Hill - 0401003 Dynamic Factor Analysis with Nonlinear Temporal Aggregation Constraints
by Tommaso Proietti & Filippo Moauro - 0401002 Forecasting and Signal Extraction with Misspecified Models
by Tommaso Proietti - 0401001 Strong Orthogonal Decompositions and Non-Linear Impulse Response Functions for Infinite Variance Processes
by Jonathan B. Hill
2003
- 0312005 Offensive Performance, Omitted Variables, and the Value of Speed in Baseball
by Theodore L. Turocy - 0312004 Least Squares Estimation and Tests of Breaks in Mean and Variance under Misspecification
by Jean-Yves Pitarakis - 0312003 Dating the Italian Business Cycle: A Comparison of Procedures
by Giancarlo Bruno & Edoardo Otranto - 0312002 Spot price dynamics in deregulated power markets
by Marina Resta & Davide Sciutti - 0312001 Tests for the consistency of three-level nested logit models with utility maximization
by María José Gil-Moltó & Arne Risa Hole - 0311009 Testing for Stochastic Cointegration and Evidence for Present Value Models
by Brendan McCabe & Stephen Leybourne & David Harris - 0311008 Behaviour of Dickey-Fuller Unit Root Tests Under Trend Misspecification
by Steve Leybourne & Tae-Hwan Kim & Paul Newbold - 0311007 Examination Of Some More Powerful Modifications Of The Dickey- Fuller Test
by Steve Leybourne & Paul Newbold & Tae-Hwan Kim - 0311006 On Unit Root Tests and the Initial Observation
by Steve Leybourne & David Harvey - 0311005 Panel Stationarity Tests with Cross-sectional Dependence
by David Harris & Steve Leybourne & Brendan McCabe - 0311004 Testing and Estimating Persistence in Canadian Unemployment
by Ossama Mikhail & Curtis J. Eberwein & Jagdish Handa - 0311003 Mutual information: a dependence measure for nonlinear time series
by Andreia Dionisio & Rui Menezes & Diana A. Mendes - 0311002 Signal Extraction in Continuous Time and the Generalized Hodrick- Prescott Filter
by Roberto Iannaccone & Edoardo Otranto - 0311001 the Multi-State Markov Switching Model
by Edoardo Otranto - 0310006 An Improved Panel Unit Root Test Using GLS-Detrending
by Claude Lopez - 0310005 Smoothed Empirical Likelihood Methods for Quantile Regression Models
by Yoon-Jae Whang - 0310004 Panel Unit Roots Tests for Cross-Sectionally Correlated Panels: A Monte Carlo Comparison
by Luciano Gutierrez - 0310003 An Improved Panel Unit Root Test Using GLS-Detrending
by Claude Lopez - 0310002 Japanese Public Support For Official Development Assistance
by M. J. Gagen - 0310001 MyQuestLight User’s Guide
by Plamen Yossifov - 0309004 Central regions and dependency
by K. Mosler - 0309003 Maximum Probability/Entropy translating of contiguous categorical observations into frequencies
by Marian Grendar Jr & Marian Grendar - 0309002 A SETAR model with long-memory dynamics
by Gilles DUFRENOT & Dominique GUEGAN & Anne PEGUIN-FEISSOLLE - 0309001 Real exhange rate misalignment in Hungary: a fractionally integrated=20 threshold model
by Gilles DUFRENOT & Elisabeth GRIMAUD & Eug=E9nie LATIL & Val=E9rie MIGNON - 0308005 A Self-Consistent Model for the Forward Price Dynamics
by Vlad Makhankov - 0308004 Voice or Public Sector Management? An Empirical Investigation of Determinants of Public Sector Performance based on a Survey of Public Officials
by Daniel Kaufmann & Gil Mehrez & Tugrul Gurgur - 0308003 Structural Equation Models in Human Behavior Genetics
by Arthur S. Goldberger - 0308002 Statistical properties of volatility in fractal dimension and probability distribution among six stock markets - USA, Japan, Taiwan, South Korea, Singapore, and Hong Kong
by Hai-Chin YU & Ming-Chang Huang - 0308001 Tests of Conditional Predictive Ability
by Raffaella Giacomini & Halbert White - 0307007 Strongly Consistent Determination of the Rank of Matrix
by Zaka Ratsimalahelo - 0307006 On Priors for Impulse Responses in Bayesian Structural VAR Models
by Andrzej Kociêcki - 0307005 Effects of STAR and TAR types nonlinearities on order selection criteria
by Venus Khim-sen Liew & Terence Tai- leung Chong - 0307004 Should Stock Market Indexes Time Varying Correlations Be Taken Into Account? A Conditional Variance Multivariate Approach
by Ryan Lemand - 0307003 New Technology Stock Market Indexes Contagion: A VAR-dccMVGARCH Approach
by Ryan Lemand - 0307002 The Contagion Effect Between the Volatilities of the NASDAQ-100 and the IT.CA :A Univariate and A Bivariate Switching Approach
by Ryan Lemand - 0307001 Long Memory and Structural Changes in the Forward Discount: An Empirical Investigation
by Kyongwook Choi & Eric Zivot - 0306009 On Ranking and Selection from Independent Truncated Normal Distributions
by William C. Horrace - 0306008 Rank Test Based On Matrix Perturbation Theory
by Zaka Ratsimalahelo - 0306007 Testing for Unit Roots: Mexico's GDP
by Alejandro Diaz-Bautista & Ramon A. Castillo Ponce - 0306006 Identifying the Predictors for Financial Crisis Using Gibbs Sampler
by Jin-Lung Lin & Chung-Shu Wu - 0306005 Modeling lunar calendar effects in taiwan
by Jin-Lung Lin & Tian- Syh Liu - 0306004 Econometrics and Economic Policy
by Gregory C. Chow - 0306003 Economic Effects of Political Movements in China: Lower Bound Estimates
by Gregory C. Chow - 0306002 Estimating Economic Effects of Political Movements in China
by Gregory C. Chow - 0306001 Term Structure of Interest Rates.Emergence of Power Laws and Scaling Laws
by Thomas Alderweireld & Jean Nuyts - 0305004 Long memory and the relation between implied and realized volatility
by Federico Bandi & Benoit Perron - 0305003 Levy-stable distributions revisited: tail index > 2 does not exclude the Levy-stable regime
by Rafal Weron - 0305002 Parametric Estimation Of Diffusion Processes Sampled At First Exit Time
by Jaime A. Londoño - 0305001 A Method for Assigning Letter Grades: Multi-Curve Grading
by Alex Strashny - 0304002 Powerful Trend Function Tests That are Robust to Strong Serial Correlation with an Application to the Prebisch Singer Hypothesis
by Helle Bunzel & Timothy Vogelsang - 0304001 Modeling the Behavior of Prague Stock Exchange Index (PX-50)
by Martina Hornikova - 0303008 From Economic Activity to Understanding Spaces
by Diego Iribarren - 0303007 Modeling highly volatile and seasonal markets: evidence from the Nord Pool electricity market
by Rafal Weron & Ingve Simonsen & Piotr Wilman - 0303006 ML vs GMM Estimates of Hybrid Macroeconomic Models (With an Application to the "New Phillips Curve")
by Eric JONDEAU & Herve LE BIHAN - 0303005 Housing Demand in Portugal
by Pedro Guedes Carvalho - 0303004 ML vs GMM Estimates of Hybrid Macroeconomic Models (With an Application to the "New Phillips Curve")
by Eric JONDEAU & Hervé LE BIHAN - 0303003 Hedonic Prices Indexes for New Passenger Cars in Portugal (1997- 2001)
by Hugo J. Reis & J.M.C. Santos Silva - 0303002 Identification with averaged data and implications for hedonic regression studies
by J.A.F. Machado & J.M.C. Santos Silva - 0303001 Quantiles for Counts
by J.A.F. Machado & J. M. C. Santos Silva - 0302002 The P* model as a general identity to analyze and forecast the behavior of the inflation rate in the economy of Puerto Rico
by Carlos A. Rodríguez Ramos - 0302001 International R&D Spillovers and Productivity Growth in the Agricultural Sector. A Panel Cointegration Approach
by Luciano Gutierrez & Michele Gutierrez - 0301004 An Alternative to the BDS Test: Integration Across The Correlation Integral
by Evzen Kocenda - 0301003 Overlaying Time Scales and Persistence Estimation in GARCH(1,1) Models
by Eric Hillebrand - 0301002 Innovation And Technological Evolution In A Western European Country – The Case Of Portugal
by Jose Ramos Pires Manso
2002
- 0301001 Parametric Estimation of Quadratic Term Structure Models of Interest Rate
by Li Chen & H. Vincent Poor - 0211003 On the power of panel cointegration tests: A Monte Carlo comparison. Economics Letters, 80(1):105-111
by Luciano Gutierrez - 0211002 The Impact of Education on Economic Growth in Guatemala: A Time- Series Analysis Applying an Error-Correction Methodology
by Ludger J. Loening - 0211001 On the Variance Covariance Matrix of the Maximum Likelihood Estimator of a Discrete Mixture
by Gauthier Lanot - 0210001 Modeling Blank Data Entries in Data Envelopment Analysis
by Timo Kuosmanen - 0209002 Some Reflections on Trend-Cycle Decompositions with Correlated Components
by Tommaso Proietti - 0209001 Semiparametric Bayesian Inference for Stochastic Frontier Models
by Jim E. Griffin & Mark F.J. Steel - 0207003 A New Scoring Algorithm for Multiple-Choice Tests: Conditional Knowledge Model
by Alex Strashny - 0207002 The European Regional Convergence Process, 1980-1995: Do Spatial Regimes and Spatial Dependence Matter?
by Catherine Baumont & Cem Ertur & Julie Le Gallo - 0207001 The Estimation of the NAIRU and the Effect of Permanent Sectoral Employment Reallocation. The Italian Evidence
by Vincenzo Di Maro - 0206007 Tables of Percentage Points of the k-Variate Normal Distribution for Large Values of k
by William C. Horrace - 0206006 Confidence Statements for Efficiency Estimates from Stochastic Frontier Models
by William C. Horrace & Peter Schmidt - 0206005 Selection Procedures for Order Statistics in Empirical Economic Studies
by William C. Horrace - 0206004 Generalized Moments Estimation for Spatial Panel Data: Indonesian Rice Farming
by Viliam Druska & William C. Horrace - 0206003 On the Ranking Uncertainty of Labor Market Wage Gaps
by William C. Horrace - 0206002 New Wine in Old Bottles: A Sequential Estimation Technique for the LPM
by William C. Horrace & Ronald L. Oaxaca - 0206001 Dynamic paths of the European economy: simulations using an EU aggregate model
by Alberto Bagnai & Francesco Carlucci - 0205001 The Inconsistency of the Breusch-Pagan Test
by Asad Zaman - 0204001 Instrumental Variable Estimation for Duration Data: A Reappraisal of the Illinois Reemployment Bonus Experiment
by G.E. Bijwaard - 0203005 An information-theoretic extension to structural VAR modelling
by Nikolaus A. Siegfried - 0203004 Banking Passivity and Regulatory Failure in Emerging Markets: Theory and Evidence from the Czech republic
by Jan Hanousek & Gerard Roland - 0203003 Robust Estimation in Nonlinear Regression and Limited Dependent Variable Models
by Pavel Cizek - 0203002 Development of Ownership Structure and its Effect on Performance: Czech Firms from Mass Privatization
by Evzen Kocenda - 0203001 Robust Estimation with Discrete Explanatory Variables
by Pavel Cizek - 0201003 Do Bid-Ask Spreads Or Bid and Ask Depths Convey New Information First?
by Sugato Chakravarty & Frederick H. deB. Harris & Robert A. Wood - 0201002 Inference With Non-Gaussian Ornstein-Uhlenbeck Processes for Stochastic Volatility
by James E. Griffin & Mark F.J. Steel - 0201001 Multiple-Output Production With Undesirable Outputs: An Application to Nitrogen Surplus in Agriculture
by Carmen Fernandez & Gary Koop & Mark F.J. Steel
2001
- 0112002 Econometric application of linear programming: a model of Russian large-scale farm (the case of the Moscow Region)
by Nikolai Svetlov - 0112001 Regularity Of The Generalized Quadratic Production Model: A Counterexample
by William A. Barnett & Meenakshi Pasupathy - 0111004 A Vector Error Correction And Nonnested Modelling Of Money Demand Function In Nigeria
by Godwin Nwaobi - 0111003 Assessing GMM Estimates of the Federal Reserve Reaction Function
by Clémentine Florens & Eric Jondeau & Hervé Le Bihan - 0111002 The Differential Approach to Superlative Index Number Theory
by William A. Barnett & Ke- Hong Choi & Tara M. Sinclair - 0111001 A Conversation with Henri (Hans) Theil: His Experiences in the Netherlands during the Second World War
by William A. Barnett - 0110007 Fellow's Opinion: Tastes and Technology, Curvature is not Sufficient for Regularity
by William A. Barnett - 0110006 Estimating Sampling Variance from the Current Population Survey: A Synthetic Design Approach to Correcting Standard Errors
by Dean Jolliffe - 0110005 Interpretation of Regressions with Multiple Proxies
by Darren Lubotsky & Martin Wittenberg - 0110004 Forecasting Industrial Production and the Early Detection of Turning Points
by Giancarlo Bruno & Claudio Lupi - 0110003 Bayesian Modelling of Catch in a Northwest Atlantic Fishery
by Carmen Fernandez & Eduardo Ley & Mark Steel - 0110002 Model uncertainty in cross-country growth regressions
by Carmen Fernandez & Eduardo Ley & Mark Steel - 0110001 Statistical Inference as a Bargaining Game
by Eduardo Ley - 0108003 Lag Length Estimation in Large Dimensional Systems
by Jesus Gonzalo & Jean-Yves Pitarakis - 0108002 Lag Length Estimation in Large Dimensional Systems
by Jesus Gonzalo & Jean-Yves Pitarakis - 0108001 Exogenous impact and conditional quantile functions
by Andrew Chesher - 0107001 Rate-optimal data-driven specification testing in regression models
by Emmanuel Guerre & Pascal Lavergne - 0106001 Survey-based Estimates of Biases in Consumer Price Indices During
by Randall K. Filer & Jan Hanousek - 0103001 The Fatality Risks of Sport-Utility Vehicles, Vans, and Pickups
by Ted Gayer - 0012004 Model Selection and Simplification Using Lattices
by Jaromir Antoch & Jan Hanousek - 0012003 On the Similarity of Classical and Bayesian Estimates of Individual Mean Partworths
by Joel Huber & Kenneth Train - 0012002 Halton Sequences for Mixed Logit
by Kenneth Train - 0012001 Customer-Specific Taste Parameters and Mixed Logit: Households' Choice of Electricity Supplier
by David Revelt & Kenneth Train
2000
- 0004010 A Multivariate GARCH Model with Time-Varying correlations
by Y. K. Tse & Albert K. C. Tsui - 0004009 Sequential Regression: A Neodescriptive Approach to Multicollinearity
by Norman Fickel - 0004008 A supply side approach for estimating a Neo-classical fixed investment model for the South African economy
by Ackerman Maarten - 0004007 A Multivariate GARCH Model with Time-Varying Correlations
by Y.K. Tse & Albert K.C. Tsui - 0004006 Approaching the losses caused by imperfect short-term financing at the Russian farms
by Irina V. Bezlepkina & Nikolai M. Svetlov - 0004005 Is a small Monte Carlo analysis a good analysis? Checking the size, power and consistency of a simulation-based test
by Ignacio Díaz-Emparanza - 0004004 Poverty, Inequality and Growth in Zambia during the 1990s
by Neil McCulloch & Bob Baulch & Milasoa Cherel-Robson - 0004003 Simulating the Impact of Policy upon Chronic and Transitory Poverty in Rural Pakistan
by Neil McCulloch & Bob Baulch - 0004002 Inferring Strategies from Observed Actions: A Nonparametric Binary Tree Classification Approach
by Jim Engle-Warnick - 0004001 The Finite-Sample Distribution of Post-Model-Selection Estimators, and Uniform Versus Non-Uniform Approximations
by Hannes Leeb & Benedikt M. Poetscher
1999
- 9907001 The variance of an integrated process need not diverge to infinity
by Hannes Leeb & Benedikt Poetscher - 9905001 Improved Inference for the Instrumental Variable Estimator
by Richard Startz & Charles Nelson & Eric Zivot - 9904003 A Heisenberg Bound for Stationary Time Series
by Eric Blankmeyer - 9904002 L-scaling
by Eric Blankmeyer - 9904001 Best Log-linear Index Numbers: Extensions and Applications
by Eric Blankmeyer