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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/10001835242
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Discussion: 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/10006805322
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Modeling of time series arrays by multistep prediction or likelihood methods
Findley, David F.; Pötscher, Benedikt M.; Wei, Ching-Zong - In: Journal of econometrics 118 (2004) 1/2, pp. 151-187
Persistent link: https://www.econbiz.de/10001823120
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Modeling of time series arrays by multistep prediction or likelihood methods
Findley, David F.; Pötscher, Benedikt M.; Wei, Ching-Zong - In: Journal of econometrics 118 (2004) 1-2, pp. 151-188
Persistent link: https://www.econbiz.de/10006758779
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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/10001835249
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Testing for linearity in a semiparametric regression model
Shively, Thomas S. - In: Journal of econometrics 64 (1994) 1, pp. 77-96
Persistent link: https://www.econbiz.de/10001166433
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Testing for a slowly changing level with special reference to stochastic volatility
Harvey, Andrew C. - In: Journal of econometrics 87 (1998) 1, pp. 167-189
Persistent link: https://www.econbiz.de/10001248302
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Estimating integrated higher-order continuous time autoregressions with an application to money-income causality
Harvey, Andrew C. - In: Journal of econometrics 42 (1989) 3, pp. 319-336
Persistent link: https://www.econbiz.de/10001072251
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A comparison of the power of some tests for heteroskedasticity in the general linear model
Harvey, A. C.; Philips, G. D. A. - In: Journal of econometrics 2 (1974), pp. 307-316
Persistent link: https://www.econbiz.de/10002833762
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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/10002833942