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Asymptotic filtering theory for univariate arch models
Nelson, Daniel B. - In: Econometrica : journal of the Econometric Society, an … 62 (1994) 1, pp. 1-41
Persistent link: https://www.econbiz.de/10001169514
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Large sample properties of posterior densities, Bayesian information criterion and the likelihood principle in nonstationary time series models
Kim, Chae-yŏng - In: Econometrica : journal of the Econometric Society, an … 66 (1998) 2, pp. 359-380
Persistent link: https://www.econbiz.de/10001237569
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Sieve extremum estimates for weakly dependent data
Chen, Xiaohong - In: Econometrica : journal of the Econometric Society, an … 66 (1998) 2, pp. 289-314
Persistent link: https://www.econbiz.de/10001237572
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An asymptotic theory of Bayesian inference for time series
Phillips, Peter C. B. - In: Econometrica : journal of the Econometric Society, an … 64 (1996) 2, pp. 381-412
Persistent link: https://www.econbiz.de/10001196496
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Asymptotically optimal smoothing with ARCH models
Nelson, Daniel B. - In: Econometrica : journal of the Econometric Society, an … 64 (1996) 3, pp. 561-573
Persistent link: https://www.econbiz.de/10001199898
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Cointegration and dynamic simultaneous equations model
Hsiao, Cheng - In: Econometrica : journal of the Econometric Society, an … 65 (1997) 3, pp. 647-670
Persistent link: https://www.econbiz.de/10001221200
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The great crash, the oil price shock, and the unit root hypothesis
Perron, Pierre - In: Econometrica : journal of the Econometric Society, an … 57 (1989) 6, pp. 1361-1401
Persistent link: https://www.econbiz.de/10001078849
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Confidence interval estimation for the variance parameter of stationary processes
Chen, Bor-chung - In: Management science : journal of the Institute for … 36 (1990) 2, pp. 200-211
Persistent link: https://www.econbiz.de/10001083692
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Evaluating forecast performance in an inventory control system
Gardner, Everette S. - In: Management science : journal of the Institute for … 36 (1990) 4, pp. 490-499
Persistent link: https://www.econbiz.de/10001083738
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Asymptotic properties of residual based tests for cointegration
Phillips, Peter C. B. - In: Econometrica : journal of the Econometric Society, an … 58 (1990) 1, pp. 165-193
Persistent link: https://www.econbiz.de/10001084872