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Parametric specification test for nonlinear autoregressive models
Kim, Kun Ho; Zhang, Ting; Wu, Wei Biao - In: Econometric theory 31 (2015) 5, pp. 1078-1101
Persistent link: https://www.econbiz.de/10011545520
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LM tests in the presence of non-normal error distributions
Furno, Marilena - In: Econometric theory 16 (2000) 2, pp. 249-261
Persistent link: https://www.econbiz.de/10001483372
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A strong consistency proof for heteroskedasticity and autocorrelation consistent covariance matrix estimators
Jong, Robert M. de - In: Econometric theory 16 (2000) 2, pp. 262-268
Persistent link: https://www.econbiz.de/10001483373
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Cauchy estimators for autoregressive processes with applications to unit root tests and confidence intervals
So, Beong Soo; Shin, Dong-wan - In: Econometric theory 15 (1999) 2, pp. 165-176
Persistent link: https://www.econbiz.de/10001381830
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Testing for zero autocorrelation when the innovations belong to the normal domain of attraction of a cauchy law
Runde, Ralf - In: Econometric theory 15 (1999) 2, pp. 177-183
Persistent link: https://www.econbiz.de/10001381835
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A correction factor for unit root test statistics
Bravo, Francesco - In: Econometric theory 15 (1999) 2, pp. 218-227
Persistent link: https://www.econbiz.de/10001381843
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The behavior of forecast errors from a nearly integrated AR(1) model as both sample size and forecast horizon become large
Kemp, Gordon C. R. - In: Econometric theory 15 (1999) 2, pp. 238-256
Persistent link: https://www.econbiz.de/10001381851
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Valid Edgeworth expansion for the sample autocorrelation function under long range dependence
Lieberman, Offer; Rousseau, Judith; Zucker, David M. - In: Econometric theory 17 (2001) 1, pp. 257-275
Persistent link: https://www.econbiz.de/10001556120
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Multistep prediction in autoregressive processes
Ing, Ching-kang - In: Econometric theory 19 (2003) 2, pp. 254-279
Persistent link: https://www.econbiz.de/10001743401
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On the Asymptotic properties of some seasonal unit root tests
Taylor, Robert - In: Econometric theory 19 (2003) 2, pp. 311-321
Persistent link: https://www.econbiz.de/10001743408