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Maximum likelihood estimation of the GLS model with unknown parameters in the disturbance covariance matrix
Magnus, Jan R. - In: Journal of econometrics 7 (1978) 3, pp. 281-312
Persistent link: https://www.econbiz.de/10002424163
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Multivariate error components analysis of linear and nonlinear regression models by maximum likelihood
Magnus, Jan R. - In: Journal of econometrics 19 (1982) 2/3, pp. 239-285
Persistent link: https://www.econbiz.de/10002424168
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Autocovariance functions of series and of their transforms
Abadir, Karim M.; Talmain, Gabriel - In: Journal of econometrics 124 (2005) 2, pp. 227-252
Persistent link: https://www.econbiz.de/10006749139
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Nelson–Plosser revisited: The ACF approach
Abadir, Karim M.; Caggiano, Giovanni; Talmain, Gabriel - In: Journal of econometrics 175 (2013) 1, pp. 22-34
Persistent link: https://www.econbiz.de/10010109199
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Testing joint hypotheses when one of the alternatives is one-sided
Abadir, Karim M.; Distaso, Walter - In: Journal of econometrics 140 (2007) 2, pp. 695-718
Persistent link: https://www.econbiz.de/10007761417
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Nonstationarity-extended local Whittle estimation
Abadir, Karim M.; Distaso, Walter; Giraitis, Liudas - In: Journal of econometrics 141 (2007) 2, pp. 1353-1384
Persistent link: https://www.econbiz.de/10007859750
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Two estimators of the long-run variance: Beyond short memory
Abadir, Karim M.; Distaso, Walter; Giraitis, Liudas - In: Journal of econometrics 150 (2009) 1, pp. 56-70
Persistent link: https://www.econbiz.de/10008250604
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An I() model with trend and cycles
Abadir, Karim M.; Distaso, Walter; Giraitis, Liudas - In: Journal of econometrics 163 (2011) 2, pp. 186-200
Persistent link: https://www.econbiz.de/10009163369
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Two estimators of the long-run variance: Beyond short memory
Abadir, Karim M.; Distaso, Walter; Giraitis, Liudas - In: Journal of econometrics 150 (2009) 1, pp. 56-71
Persistent link: https://www.econbiz.de/10008896996
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Autocovariance functions of series and of their transforms
Abadir, Karim Maher; Talmain, Gabriel - In: Journal of econometrics 124 (2005) 2, pp. 227-252
Persistent link: https://www.econbiz.de/10002515537