Cookies?
Library Header Image
LSE Research Online LSE Library Services

Items where Division is "Economics" and Year is 1990

Up a level
Export as [feed] Atom [feed] RSS 1.0 [feed] RSS 2.0
Group by: Creators | Item Type | No Grouping
Jump to: C | D | F | G | H | M | T
Number of items: 10.

C

Chan, K S and Tong, Howell (1990) On likelihood ratio tests for threshold autoregression. Journal of the Royal Statistical Society. Series B: Statistical Methodology, 52 (3). pp. 469-476. ISSN 1369-7412

D

Dabas, P and Tong, Howell (1990) Clusters of time series models: an example. Journal of Applied Statistics, 17 (2). pp. 187-198. ISSN 0266-4763

F

Foldes, Lucien (1990) Certainty equivalence in the continuous-time-portfolio-cum-saving-model. In: Davis, M. H. A. and Elliot, R. J., (eds.) Applied Stochastic Analysis. Gordon & Breach Science Publishers Ltd, Hawthorn, Australia, pp. 343-387. ISBN 9782881247163

Foldes, Lucien (1990) Conditions for optimality in the infinite-horizon portfolio-cum-saving problem with semimartingale investments. Stochastics and Stochastic Reports, 29 (1). pp. 133-170. ISSN 1045-1129

Foldes, Lucien (1990) Optimal sure portfolio plans. Financial Markets Group Discussion Papers (106). Financial Markets Group, The London School of Economics and Political Science, London, UK.

G

Gomulka, Stanislaw and Schaffer, M. (1990) A new method of long-run growth accounting with applications to the Soviet economy 1928-87 and the US economy 1949-78. CEPDP (14). London School of Economics and Political Science. Centre for Economic Performance, London, UK.

H

Hau, M C and Tong, Howell (1990) A practical method for outlier detection in autoregressive time series modelling. Stochastic Hydrology and Hydraulics, 3 (4). pp. 241-260. ISSN 0931-1955

M

Moeanaddin, R and Tong, Howell (1990) Numerical evaluation of distributions in non-linear autoregression. Journal of Time Series Analysis, 11 (1). pp. 33-48. ISSN 0143-9782

T

Tong, Howell (1990) Non-linear time series: a dynamical system approach. Oxford University Press, Oxford, UK. ISBN 019852224X

Tong, Howell and Yeung, I (1990) On tests for threshold-type non-linearity in irregularly space time series. Journal of Statistical Computation and Simulation, 34 (4). pp. 177-194. ISSN 0094-9655

This list was generated on Thu May 8 06:59:25 2025 BST.