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A note on the power of least squares tests for a unit root
West, Kenneth D. - In: Economics letters 3 (1987), pp. 249-252
Persistent link: https://www.econbiz.de/10001032396
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Efficient GMM estimation of weak AR processes
West, Kenneth D. - In: Economics letters 75 (2002) 3, pp. 415-418
Persistent link: https://www.econbiz.de/10001667238
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A note on the econometric use of constant dollar inventory series
West, Kenneth D. - In: Economics letters 13 (1983) 4, pp. 337-341
Persistent link: https://www.econbiz.de/10003009225
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Efficient GMM estimation of weak AR processes
West, Kenneth D. - In: Economics letters 75 (2002) 3, pp. 415-418
Persistent link: https://www.econbiz.de/10006768967
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The exact initial covariance matrix of the state vector of a general MA(q) process
Diebold, Francis X. - In: Economics letters 22 (1986) 1, pp. 27-31
Persistent link: https://www.econbiz.de/10001018471
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Exact maximum-likelihood estimation of autoregressive models via the Kalman filter
Diebold, Francis X. - In: Economics letters 22 (1986) 2, pp. 197-201
Persistent link: https://www.econbiz.de/10001026524
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Fractional integration and interval prediction
Diebold, Francis X. - In: Economics letters 50 (1996) 3, pp. 305-313
Persistent link: https://www.econbiz.de/10001197813
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On the power of Dickey-Fuller tests against fractional alternatives
Diebold, Francis X. - In: Economics letters 35 (1991) 2, pp. 155-160
Persistent link: https://www.econbiz.de/10001102138
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Assessing point forecast accuracy by stochastic loss distance
Diebold, Francis X.; Shin, Minchul - In: Economics letters 130 (2015), pp. 37-38
Persistent link: https://www.econbiz.de/10011422366
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A benchmark model for fixed-target Arctic sea ice forecasting
Diebold, Francis X.; Göbel, Maximilian - In: Economics letters 215 (2022), pp. 1-5
Persistent link: https://www.econbiz.de/10013448212