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Research Reports 2006

131 J.M. Liu, R. Chen and Q. Yao
Nonparametric transfer function models| (PDF)
December 2006

130 Q. Li, J. Pan and Q. Yao
On determination of cointegration ranks| (PDF)
December 2006

128 J. Fan, P. Hall and Q. Yao
To how many simultaneous hypothesis tests can normal, student's t or bootstrap calibration be applied?| (PDF)
December 2006

127 J. Pan and Q. Yao
Modelling multiple time series via common factors| (PDF)
December 2006

126 D. Huang, H. Wang and Q. Yao
Estimating GARCH models: when to use what?| (PDF)
December 2006

125 A. C. Atkinson and M. Riani
Exploratory Tools for Clustering Multivariate Data| (PDF)
November 2006

124 K. S. Chan and H. Tong
Estimating the Death Rate of an Emerging Infectious Disease by Time Series Analysis| (PDF)
January 2006