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Testing for embeddability by stationary reversible continuous-time Markov processes
Florens, Jean-Pierre; Renault, Eric; Touzi, Nizar - In: Econometric theory 14 (1998) 6, pp. 744-769
Persistent link: https://www.econbiz.de/10001352152
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An autoregressive spectral density estimator at frequency zero for nonstationarity tests
Perron, Pierre; Ng, Serena - In: Econometric theory 14 (1998) 5, pp. 560-603
Persistent link: https://www.econbiz.de/10001381121
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Asymptotics of nonstationary fractional integrated series
Liu, Ming - In: Econometric theory 14 (1998) 5, pp. 641-662
Persistent link: https://www.econbiz.de/10001381133
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Asymptotics of ML estimator for regression models with a stochastic trend component
Kuo, Biing-shen - In: Econometric theory 15 (1999) 1, pp. 24-49
Persistent link: https://www.econbiz.de/10001381799
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A general method to estimate correlated discrete random variables
Ophem, Hans van - In: Econometric theory 15 (1999) 2, pp. 228-237
Persistent link: https://www.econbiz.de/10001381847
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Identification and estimation of continuous time dynamic systems with exogenous variables using panel data
Hamerle, Alfred - In: Econometric theory 9 (1993) 2, pp. 283-295
Persistent link: https://www.econbiz.de/10001143729
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Asymptotic normality of the least-squares estimates for higher order autoregressive integrated processes with some applications
Choi, In - In: Econometric theory 9 (1993) 2, pp. 263-282
Persistent link: https://www.econbiz.de/10001143730
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The Fredholm approach to asymptotic inference on nonstationary and noninvertible time series models
Tanaka, Katsuto - In: Econometric theory 6 (1990) 4, pp. 411-432
Persistent link: https://www.econbiz.de/10001117686
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Discrete models for estimating general linear continuous time systems
Chambers, Marcus J. - In: Econometric theory 7 (1991) 4, pp. 531-542
Persistent link: https://www.econbiz.de/10001117733
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Estimating orthogonal impulse responses via vector autoregressive models
Lütkepohl, Helmut - In: Econometric theory 7 (1991) 4, pp. 487-496
Persistent link: https://www.econbiz.de/10001117737