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Modeling returns on the term structure of treasury interest rates
Baum, Christopher F.; Bekdache, Basma - 1995
Persistent link: https://www.econbiz.de/10000919105
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Comparing alternative models of the term structure of interest rates
Bekdache, Basma; Baum, Christopher F. - 1994
Persistent link: https://www.econbiz.de/10000895290
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Term premia and the maturity composition of the federal debt : new evidence from the term structure of interest rates
Bekdache, Basma - In: Journal of forecasting 20 (2001) 7, pp. 519-539
Persistent link: https://www.econbiz.de/10001626337
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A review of Stata 8.1 and its time series capabilities
Baum, Christopher F. (contributor) - 2003
Persistent link: https://www.econbiz.de/10002912954
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Stata : the language of choice for time series analysis?
Baum, Christopher F. (contributor) - 2004
Persistent link: https://www.econbiz.de/10002917314
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An introduction to Stata programming
Baum, Christopher F. - 2009 - 1. print.
Persistent link: https://www.econbiz.de/10003807462
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Empirical methods in social epidemiology
Baum, Christopher F. - In: Handbook of research methods and applications in …, (pp. 280-292). 2021
Persistent link: https://www.econbiz.de/10013165937
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Tied and untied foreign aid : a theoretical and empirical analysis
Arvin, B. Mak - In: Keio economic studies 34 (1997) 2, pp. 71-79
Persistent link: https://www.econbiz.de/10001239021
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A re-examination of the fragility of evidence from cointegration-based tests of foreign exchange market efficiency
Barkoulas, John T. - In: Applied financial economics 7 (1997) 6, pp. 635-643
Persistent link: https://www.econbiz.de/10001240792
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Long-term dependence in stock returns
Barkoulas, John T. - In: Economics letters 53 (1996) 3, pp. 253-259
Persistent link: https://www.econbiz.de/10001216270