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subject:"Time series analysis"
~institution:"Centre for Quantitative Economics & Computing"
~subject:"Theory"
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Search: subject_exact:"Estimation theory"
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Time series analysis
Theory
Estimation theory
15
Schätztheorie
15
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8
Einheitswurzeltest
3
Großbritannien
3
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Burke, Simon P.
4
Brooks, Chris
2
Patterson, Kerry D.
2
Burke, S. P.
1
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1
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Centre for Quantitative Economics & Computing
National Bureau of Economic Research
51
Ekonomiska forskningsinstitutet <Stockholm>
33
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26
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11
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Centre for Microdata Methods and Practice <London>
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Escola de Pós-Graduação em Economia <Rio de Janeiro>
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Rodney L. White Center for Financial Research
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Rutgers University / Department of Economics
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Discussion papers in quantitative economics and computing / E
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ECONIS (ZBW)
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The impact of moving average behaviour on the Johansen trace test for cointegration
Burke, S. P.
;
Hunter, J.
-
1998
Persistent link: https://www.econbiz.de/10001351113
Saved in:
2
Large and small sample information criteria for GARCH models based on the estimation of the Kullback-Leibler discrepancy
Brooks, Chris
-
1997
Persistent link: https://www.econbiz.de/10000978781
Saved in:
3
Moment generating function and further exact results for autoregression with multiple frequency unit roots
Pitarakis, Jean-Yves
-
1996
Persistent link: https://www.econbiz.de/10000944147
Saved in:
4
Testing for nonlinearity in daily sterling exchange rates
Brooks, Chris
-
1995
Persistent link: https://www.econbiz.de/10000911564
Saved in:
5
A unique set of cointegrating vectors with possible implications for cointegrating regressions
Burke, Simon P.
-
1995
Persistent link: https://www.econbiz.de/10000931962
Saved in:
6
Wavelets in econometrics : an application to outlier testing
Greenblatt, Seth A.
-
1994
Persistent link: https://www.econbiz.de/10000897123
Saved in:
7
Consumption: innovation persistence and the excess smoothness debate
Patterson, Kerry D.
;
Sowell, Fallaw
-
1994
Persistent link: https://www.econbiz.de/10000897124
Saved in:
8
Engle and Yoo three step estimation of consumers' expenditure and housing equity withdrawal
Patterson, Kerry D.
-
1994
Persistent link: https://www.econbiz.de/10000897126
Saved in:
9
An investigation of some small alternatives in autoregressive unit root testing with model selection
Burke, Simon P.
-
1993
Persistent link: https://www.econbiz.de/10000877388
Saved in:
10
Augmented Dickey-Fuller unit root tests and the use of information criteria
Burke, Simon P.
-
1993
Persistent link: https://www.econbiz.de/10000868853
Saved in:
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