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14篇 您的检索式：作者名="TZAVALIS E"

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		题名	作者	年代	出处	被引量
	1	Inference for unit roots in dynamic panels where the time dimension is fixed显示文摘	TZAVALIS E	1999	Journal of Econometrics1999，91，2：	1
	2	Inference for unit roots in dynamic pan- els where the time dimension is fixed显示文摘	Harris R D F Tzavalis E	1999	Journal of econometric1999，，2：	1
	3	A bayesian analysis of uinit roots and structural breaks in the level, trend, anderror variance of autoregressive models of economic series显示文摘	Meligkotsidou L Tzavalis E Vrontos ID	2011	Econometric Reviews2011，30，2：	1
	4	Monte Carlo Comparison of Model and Moment Selection and Classical Inference Approaches to Break Detection in Panel Data显示文摘	D Wachter E Tzavalis	2005	Economics Letters2005，，88：	1
	5	Monte Carlo Comparison of Model and Moment Selection and Classical Inference Approaches to Break Detection in Panel Data显示文摘	D Wachter E Tzavalis	2004	Economics Letters2004，，88：	1
	6	Inference for UnitRoots in Dynamic Panels Where the Time DimensionIs Fixed显示文摘	HARRIS D F TZAVALIS E	1999	Journal of Econometrics1999，91，2：	1
	7	Inference for unit roots in dynamic panels where the time dimension is fixed显示文摘	HARRIS R D F TZAVALIS E	1999	Journal of Econometrics1999，91，2：	1
	8	Retrieving risk neutral densities based on risk neutral moments through a gram-charlier series expansion 显示文摘	Rompolis L S Tzavalis E	2007	Mathematical and Computer Modelling2007，46，12：	1
	9	Forecasting Inflation from the Term Structure 显示文摘	TZAVALIS E M R WICKENS	1996	Journal of Empirical Finance1996，，3：	1
	10	Detection of Structural Breaks in Linear Dynamic Panel Data Models显示文摘	D Wachter E Tzavalis	2004	QM University of London working paper2004，，12：	1
	11	Monte Carlo Comparison of Model and Moment Selection and Classical Inference Approaches to Break Detection in Panel Data显示文摘	D Wachter E Tzavalis	2005	Economics Letters2005，，88：	1
	12	Inference for unit roots in dynamic panels where the time dimension is fixed 显示文摘	Harris R D F Tzavalis E	1999	Journal of Econometrics1999，91，：	1
	13	A Bayesian analysis of unit roots and structural breaks in the level and the error variance of autoregressive models of eco- nomic series显示文摘	MELIGKOTSIDOU L TZAVALIS E VRONTOS I D	2011	Econometric Reviews2011，30，2：	1
	14	A Bayesian a- nalysis of unit roots in panel data models with cross-sectional dependence显示文摘	LOUKIA M TZAVALIS E VRONTOS I D	2009	Working Paper2009，29，2：	1

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