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Estimation of unobserved expected monthly inflation using Kalman filtering
Burmeister, Edwin - In: Journal of business & economic statistics : JBES ; a … 4 (1986) 2, pp. 147-160
Persistent link: https://www.econbiz.de/10001007907
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Is seasonal adjustment a linear or nonlinear data-filtering process?
Ghysels, Eric - In: Journal of business & economic statistics : JBES ; a … 14 (1996) 3, pp. 374-386
Persistent link: https://www.econbiz.de/10001334389
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Small-sample properties of GMM for business-cycle analysis
Christiano, Lawrence J. - In: Journal of business & economic statistics : JBES ; a … 14 (1996) 3, pp. 309-327
Persistent link: https://www.econbiz.de/10001334393
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A comparison of alternative instrumental variables estimators of a dynamic linear model
West, Kenneth D. - In: Journal of business & economic statistics : JBES ; a … 14 (1996) 3, pp. 281-293
Persistent link: https://www.econbiz.de/10001334395
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Diagnostic checking of unobserved-components time series models
Harvey, Andrew C. - In: Journal of business & economic statistics : JBES ; a … 10 (1992) 4, pp. 377-389
Persistent link: https://www.econbiz.de/10001132725
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Long memory in foreign-exchange rates
Cheung, Yin-Wong - In: Journal of business & economic statistics : JBES ; a … 11 (1993) 1, pp. 93-101
Persistent link: https://www.econbiz.de/10001137097
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Detecting level shifts in time series
Balke, Nathan S. - In: Journal of business & economic statistics : JBES ; a … 11 (1993) 1, pp. 81-92
Persistent link: https://www.econbiz.de/10001137099
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Tests of independence in parametric models with applications and illustrations
Cameron, Adrian Colin - In: Journal of business & economic statistics : JBES ; a … 11 (1993) 1, pp. 29-43
Persistent link: https://www.econbiz.de/10001137103
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A locally most mean powerful based score test for ARCH and GARCH regression disturbances
Lee, John H. H. - In: Journal of business & economic statistics : JBES ; a … 11 (1993) 1, pp. 17-27
Persistent link: https://www.econbiz.de/10001137106
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Bayes inference via Gibbs sampling of autoregressive time series subject to Markov mean and variance shifts
Albert, Jim - In: Journal of business & economic statistics : JBES ; a … 11 (1993) 1, pp. 1-15
Persistent link: https://www.econbiz.de/10001137110