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Finite sample properties of estimators for autoregressive moving average models
Ansley, Craig F.; Newbold, Paul - In: Journal of Econometrics 13 (1980) 2, pp. 159-183
Persistent link: https://www.econbiz.de/10005285410
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Modeling of time series arrays by multistep prediction or likelihood methods
Findley, David F.; Potscher, Benedikt M.; Wei, Ching-Zong - In: Journal of Econometrics 118 (2004) 1-2, pp. 151-187
Persistent link: https://www.econbiz.de/10005239124
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Dynamic linear models for time series components
Findley, David F. - In: Journal of Econometrics 55 (1993) 1-2, pp. 353-356
Persistent link: https://www.econbiz.de/10005203978
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On the structure of moving average processes
Ansley, Craig F.; Spivey, W. Allen; Wrobleski, William J. - In: Journal of Econometrics 6 (1977) 1, pp. 121-134
Persistent link: https://www.econbiz.de/10005052867
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Computing p-values for the generalized Durbin-Watson and other invariant test statistics
Ansley, Craig F.; Kohn, Robert; Shively, Thomas S. - In: Journal of Econometrics 54 (1992) 1-3, pp. 277-300
Persistent link: https://www.econbiz.de/10005238996
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Testing for linearity in a semiparametric regression model
Shively, Thomas S.; Kohn, Robert; Ansley, Craig F. - In: Journal of Econometrics 64 (1994) 1-2, pp. 77-96
Persistent link: https://www.econbiz.de/10005192877
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Testing for serial correlation in simultaneous equation models : Some further results
Harvey, A. C.; Phillips, G. D. A. - In: Journal of Econometrics 17 (1981) 1, pp. 99-105
Persistent link: https://www.econbiz.de/10005285671
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Estimating integrated higher-order continuous time autoregressions with an application to money-income causality
Harvey, A. C.; Stock, James H. - In: Journal of Econometrics 42 (1989) 3, pp. 319-336
Persistent link: https://www.econbiz.de/10005285785
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Testing for heteroscedasticity in simultaneous equation models
Harvey, A. C.; Phillips, G. D. A. - In: Journal of Econometrics 15 (1981) 3, pp. 311-340
Persistent link: https://www.econbiz.de/10005285793
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A comparison of the power of some tests for heteroskedasticity in the general linear model
Harvey, A. C.; Phillips, G. D. A. - In: Journal of Econometrics 2 (1974) 4, pp. 307-316
Persistent link: https://www.econbiz.de/10005238979