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Publisher: Elsevier

Volume 88, Number 2, 23 November 1998

Forecasting turning points in countries' output growth rates: A response to Milton Friedman
pp. 203-206(4)
Authors: Jasmin, L.; Kohan, L.; Franssen, M.; Janni, G.; Goff, J.R.; Zellner, A.; Min, C.

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Conduct parameters and the measurement of market power
pp. 227-250(24)
Authors: Maixner, W.; Fillingim, R.; Sigurdsson, A.; Shelley; Silva, S.; Corts, K.S.

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Bayes factors and nonlinearity: Evidence from economic time series
pp. 251-281(31)
Authors: Su, X.; Gebhart, G.F.; Koop, G.; Potter, S.M.

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Sources of nonmonotonic power when testing for a shift in mean of a dynamic time series
pp. 283-299(17)
Authors: derbyshire, S.W.G.; Jones, A.K.P.; Vogelsang, T.J.

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Likelihood analysis of seasonal cointegration - the Japanese consumption function
pp. 301-339(39)
Authors: Magni, G.; Rigatti-Luchini, S.; Fracca, F.; Merskey, H.; Johansen, S.; Schaumburg, E.

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Missing observations in ARIMA models: Skipping approach versus additive outlier approach
pp. 341-363(23)
Authors: Likar, R.; Sittl, R.; Gragger, K.; Pipam, W.; Blatnig, H.; Breschan, C.; Schalk, H.V.; Stein, C.; Schafer, M.; Gomez, V.; Maravall, A.; Pena, D.

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Monte Carlo inference in econometric models with symmetric stable disturbances
pp. 365-401(37)
Authors: Vos, B.P.; Hans, G.; Adriaensen, H.; Tsionas, E.G.

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