Sophie: gretl-1.0.3-1mdk i586

gretl-1.0.3-1mdk.i586.rpm

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>Bibliography</H1
><DIV
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><A
NAME="AEN3880"
></A
><P
CLASS="bibliomixed"
>&#13;      Box, G. E. P. and Muller, M. E.
	(1958) "A Note on the Generation of Random Normal
	  Deviates",  <I
>Annals of Mathematical
	  Statistics</I
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    </P
></DIV
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><A
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></A
><P
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>&#13;      Greene, William H. (2000) <I
>Econometric Analysis</I
>,
      4th edition, Upper Saddle River, NJ: Prentice-Hall. 
    </P
></DIV
><DIV
CLASS="bibliomixed"
><A
NAME="AEN3887"
></A
><P
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>&#13;      Kiviet, J. F. (1986) "On
	  the Rigour of Some Misspecification Tests for Modelling
	  Dynamic Relationships", <I
>Review of Economic Studies</I
>,
	53, pp. 241&#8211;261.
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></DIV
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CLASS="bibliomixed"
><A
NAME="AEN3892"
></A
><P
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>&#13;      MacKinnon, J. G. and White, H.
	(1985) "Some Heteroskedasticity-Consistent Covariance
	  Matrix Estimators with Improved Finite Sample
	  Properties",   <I
>Journal of Econometrics</I
>,
	29, pp. 305&#8211;25. 
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></DIV
><DIV
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><A
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></A
><P
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>&#13;      R Core Development Team (2000) <I
>An Introduction to
	R</I
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></DIV
><DIV
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><A
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></A
><P
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>&#13;      Ramanathan, Ramu (2002) <I
>Introductory Econometrics with
	Applications</I
>, 5th edition, Fort Worth: Harcourt.
    </P
></DIV
><DIV
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><A
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></A
><P
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>Ruud, Paul A. (2000) <I
>An Introduction to
	Classical Econometric Theory</I
>, New York and Oxford:
      Oxford University Press.
    </P
></DIV
><DIV
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><A
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></A
><P
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>&#13;       Salkever, D. (1976) "The
	  Use of Dummy Variables to Compute Predictions, Prediction
	  Errors, and Confidence Intervals", 
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>Journal of
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>, 4, pp.
	  393&#8211;7. 
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></DIV
><DIV
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><A
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></A
><P
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>Wooldridge, Jeffrey M. (2002) <I
>Introductory
      Econometrics, A Modern Approach</I
>, 2nd edition, Mason,
    Ohio: South-Western.
    </P
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