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Phillips, Peter C. B.
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(EC)2 Conference <1, 1990; 2, 1991>
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Journal of econometrics
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ECONIS (ZBW)
1,694
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1
The industrial and commercial demand for electricity under time-of-use pricing
Tishler, Asher
- In:
Journal of econometrics
23
(
1983
)
3
,
pp. 369-384
Persistent link: https://www.econbiz.de/10002902983
Saved in:
2
Exact confidence sets and goodness-of-fit methods for stable distributions
Beaulieu, Marie-Claude
;
Dufour, Jean-Marie
;
Khalaf, Lynda
- In:
Journal of econometrics
181
(
2014
)
1
,
pp. 3-14
Persistent link: https://www.econbiz.de/10010473451
Saved in:
3
A regime switching long memory model for electricity prices
Haldrup, Niels
;
Nielsen, Morten Ørregaard
- In:
Journal of econometrics
135
(
2006
)
1/2
,
pp. 349-376
Persistent link: https://www.econbiz.de/10003376088
Saved in:
4
Sieve bootstrap inference for linear time-varying coefficient models
Friedrich, Marina
;
Lin, Yicong
- In:
Journal of econometrics
239
(
2024
)
1
,
pp. 1-29
Persistent link: https://www.econbiz.de/10015073963
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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