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Journal of econometrics
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ECONIS (ZBW)
1,692
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1
A single-blind controlled competition among tests for nonlinearity and chaos
Barnett, William A.
(
contributor
)
- In:
Journal of econometrics
82
(
1998
)
1
,
pp. 157-192
Persistent link: https://www.econbiz.de/10001228495
Saved in:
2
The asymptotic distribution of nonparametric estimates of the Lyapunov exponent for stochastic time series
Whang, Yoon-jae
;
Linton, Oliver
- In:
Journal of econometrics
91
(
1999
)
1
,
pp. 1-42
Persistent link: https://www.econbiz.de/10001382153
Saved in:
3
Noise in unspecified, non-linear time series
Szpiro, George
- In:
Journal of econometrics
78
(
1997
)
2
,
pp. 229-255
Persistent link: https://www.econbiz.de/10001219977
Saved in:
4
Random walk or chaos : a formal test on the Lyapunov exponent
Park, Joon Y.
;
Wang, Yoon-Jae
- In:
Journal of econometrics
169
(
2012
)
1
,
pp. 61-74
Persistent link: https://www.econbiz.de/10009666751
Saved in:
5
Robust out-of-sample inference
McCracken, Michael W.
- In:
Journal of econometrics
99
(
2000
)
2
,
pp. 195-223
Persistent link: https://www.econbiz.de/10001511967
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6
Generalised vec operators and the seemingly unrelated regression equations model with vector correlated disturbances
Turkington, Darrell A.
- In:
Journal of econometrics
99
(
2000
)
2
,
pp. 225-253
Persistent link: https://www.econbiz.de/10001511968
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7
Markovian processes, two-sided autoregressions and finite-sample inference for stationary and nonstationary autoregressive processes
Dufour, Jean-Marie
;
Torrès, Olivier
- In:
Journal of econometrics
99
(
2000
)
2
,
pp. 255-289
Persistent link: https://www.econbiz.de/10001511971
Saved in:
8
Spectral tests of the martingale hypothesis under conditional heteroscedasticity
Deo, Rohit S.
- In:
Journal of econometrics
99
(
2000
)
2
,
pp. 291-315
Persistent link: https://www.econbiz.de/10001511972
Saved in:
9
Trend estimation and de-trending via rational square-wave filters
Pollock, David Stephen G.
- In:
Journal of econometrics
99
(
2000
)
2
,
pp. 317-334
Persistent link: https://www.econbiz.de/10001511974
Saved in:
10
On estimation and testing goodness of fit for m-dependent stable sequences
Deo, Rohit S.
- In:
Journal of econometrics
99
(
2000
)
2
,
pp. 349-372
Persistent link: https://www.econbiz.de/10001511979
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