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subject:"Probability theory"
subject:"Time series analysis"
~isPartOf:"Journal of econometrics"
~person:"Chambers, Marcus J."
~person:"Johansen, Søren"
~subject:"Seasonal variations"
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Search: subject_exact:"Estimation theory"
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Chambers, Marcus J.
Johansen, Søren
Phillips, Peter C. B.
11
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9
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1
Frequency domain estimation of cointegrating vectors with mixed frequency and mixed sample data
Chambers, Marcus J.
- In:
Journal of econometrics
217
(
2020
)
1
,
pp. 140-160
Persistent link: https://www.econbiz.de/10012482742
Saved in:
2
The estimation of continuous time models with mixed frequency data
Chambers, Marcus J.
- In:
Journal of econometrics
193
(
2016
)
2
,
pp. 390-404
Persistent link: https://www.econbiz.de/10011704956
Saved in:
3
An asymptotic invariance property of the common trends under linear transformations of the data
Johansen, Søren
;
Jusélius, Katarina
- In:
Journal of econometrics
178
(
2014
)
1
,
pp. 310-315
Persistent link: https://www.econbiz.de/10010256144
Saved in:
4
Testing for seasonal unit roots by frequency domain regression
Chambers, Marcus J.
;
Ercolani, Joanne S.
;
Taylor, Robert
- In:
Journal of econometrics
178
(
2014
)
1
,
pp. 243-258
Persistent link: https://www.econbiz.de/10010256166
Saved in:
5
Least squares estimation in a simple random coefficient autoregressive model
Johansen, Søren
;
Lange, Theis
- In:
Journal of econometrics
177
(
2013
)
2
,
pp. 285-288
Persistent link: https://www.econbiz.de/10010255147
Saved in:
6
Frequency domain estimation of temporally aggregated Gaussian cointegrated systems
Chambers, Marcus J.
;
MacCrorie, J. Roderick
- In:
Journal of econometrics
136
(
2007
)
1
,
pp. 1-29
Persistent link: https://www.econbiz.de/10003401639
Saved in:
7
Likelihood analysis of seasonal cointegration
Johansen, Søren
- In:
Journal of econometrics
88
(
1999
)
2
,
pp. 301-339
Persistent link: https://www.econbiz.de/10001252782
Saved in:
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