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Mandelbrot B B Une classe de processus stochastiques homothetiques a soi: Application a la loi climatologique de H. Mandelbrot B B a The variation of some other speculative prices Joural of Business vol 40 pp — Mandelbrot B B When can price be arbitrated efficiently? A limit of the validity of the random walk and martingale models Review of Economics and Statistic vol 53 pp — Mandelbrot B B b Limit theorems on the self-normalized range for weakly and strongly dependent process Zeitschrift Wahrscheinlichkeitsttheorie und Verwandte Gebiete vol 31 pp — Shiryaev A N The problem of the most rapid detection of a disturbance in a stationary process Soviet Mathematical Doklady 2 pp — Shiryaev A N On optimal methods in quickest detection problems Theory of Probability and its Applications 8 1 pp 22 — Shiryaev A N On Markov sufficient statistics in non-additive Bayes problems of sequential analysis Theory of Probability and its Applications 9 4 pp — Brush S G , A history of random processes: 1.

Rubin D B Estimating causal effects of treatments in randomized and nonrandomized studies Journal of Educational Psychology 55 5 pp — Heckman J, Singer B a A method for minimizing the impact of distributional assumptions in econometric models for duration data Econometrica 52 pp — Pagan A Econometric issues in the analysis of regressions with generated regressors International Economic Review 25 pp — American Statistician 39 pp 43 — Newey W, West K A simple positive semi-definite, heteroskedasticity and autocorrelation consistent covariance matrix Econometrica 55 pp — Luukkonen R, Saikkonen P, Terasvirta T Testing linearity against smooth transition autoregressive models Biometrika 75 pp — Johansen S Cointegration in partial systems and the efficiency of single equation analysis Journal of Econometrics 52 pp — Escribano, Jorda Improved testing and specification of smooth transition regression models in Nonlinear time series analysis of economic and financial data Rothman editor Kluwer Academic Press Amsterdam The Netherlands.

Durbin J, Koopman S J A simple and efficient simulation smoother for state space time series analysis Biometrika 89 pp — Nicolau J Stationary processes that look like random walks — The bounded random walk process in discrete and continuous time Econometric Theory 18 pp 99 — Backhaus K et al Multivariate analysemethoden. Damodaran A Applied corporate finance. Ledenyov D O, Ledenyov V O a On the optimal allocation of assets in investment portfolio with application of modern portfolio management and nonlinear dynamic chaos theories in investment, commercial and central banks Cornell University NY USA www.

Login Create Account Admin. On the spectrum of oscillations in economics. This is the latest version of this item. All papers reproduced by permission. Reproduction and distribution subject to the approval of the copyright owners. View Item. Viktor O. Schumpeter J A The common sense of econometrics Econometrica. Juglar Economic Cycle: Kondratiev Economic Cycle: Barr K Long waves: A selective annotated bibliography Review 2 4 pp — Eklund K Long waves in the development of capitalism?

Kyklos 33 3 pp — Wallerstein I Economic cycles and socialist policies Futures 16 6 pp — The slump after has cost savers and taxpayers dear, so better means of predicting cycles so that policy makers can mitigate them is desirable. The debate about whether property cycles result from exogenous shocks or endogenous causes is in danger of being lost sight of. If the former, then the property industry is a channel through which external factors feed through to the economy, albeit magnified by weak adjustment factors.

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