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Econometric theory
Cambridge working papers in economics
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Optimality of GLS for one-step-ahead forecasting with RegARIMA and related models when the regression is misspecified
Findley, David F.
- In:
Econometric theory
23
(
2007
)
6
,
pp. 1083-1107
Persistent link: https://www.econbiz.de/10003591818
Saved in:
2
Special issue of Econometric theory in honor of Paul Newbold : guest editors' introduction
Leybourne, Stephen James
;
Taylor, Robert
- In:
Econometric theory
25
(
2009
)
6
,
pp. 1451-1456
Persistent link: https://www.econbiz.de/10003904365
Saved in:
3
OPTIMALITY OF GLS FOR ONE-STEP-AHEAD FORECASTING WITH REGARIMA AND RELATED MODELS WHEN THE REGRESSION IS MISSPECIFIED
Findley, David F.
;
Aelen, F.
;
Amemiya, T.
;
Anderson, T.W.
; …
- In:
Econometric theory
23
(
2007
)
6
,
pp. 1083-1107
Persistent link: https://www.econbiz.de/10007869215
Saved in:
4
Tests of common stochastic trends
Nyblom, Jukka
;
Harvey, Andrew C.
- In:
Econometric theory
16
(
2000
)
2
,
pp. 176-199
Persistent link: https://www.econbiz.de/10001483364
Saved in:
5
Testing for trend
Busetti, Fabio
;
Harvey, Andrew C.
- In:
Econometric theory
24
(
2008
)
1
,
pp. 72-87
Persistent link: https://www.econbiz.de/10003894114
Saved in:
6
Behavior of Dickey-Fuller t-tests when there is a break under the alternative hypothesis
Leybourne, Stephen James
;
Newbold, Paul
- In:
Econometric theory
16
(
2000
)
5
,
pp. 779-789
Persistent link: https://www.econbiz.de/10001533177
Saved in:
7
Spurious break
Nunes, Luis C.
- In:
Econometric theory
11
(
1995
)
4
,
pp. 736-749
Persistent link: https://www.econbiz.de/10001192727
Saved in:
8
Spurious Break
Nunes, Luis C.
;
Kuan, Chung-Ming
;
Newbold, Paul
- In:
Econometric theory
11
(
1995
)
4
,
pp. 736-749
Persistent link: https://www.econbiz.de/10007005284
Saved in:
9
Behavior of Dickey-Fuller t-Tests When There Is a Break under the Alternative Hypothesis
Leybourne, Stephen J.
;
Newbold, Paul
- In:
Econometric theory
16
(
2000
)
5
,
pp. 779-790
Persistent link: https://www.econbiz.de/10006981611
Saved in:
10
The research interests of Paul Newbold
Granger, C. W. J.
;
Leybourne, Stephen James
- In:
Econometric theory
25
(
2009
)
6
,
pp. 1460-1465
Persistent link: https://www.econbiz.de/10003904380
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