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Journal of econometrics
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
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Public sector leadership in assessing and addressing risk
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Spurious rejections by Dickey-Fuller tests in the presence of a break under the null
Leybourne, Stephen James
- In:
Journal of econometrics
87
(
1998
)
1
,
pp. 191-203
Persistent link: https://www.econbiz.de/10001248301
Saved in:
2
Testing serial correlations in high-dimensional time series via extreme value theory
Tsay, Ruey S.
- In:
Journal of econometrics
216
(
2020
)
1
,
pp. 106-117
Persistent link: https://www.econbiz.de/10012439650
Saved in:
3
A nonlinear autoregressive conditional duration model with applications to financial transaction
Zhang, Michael Yuanjie
;
Russel, Jeffrey R.
;
Tsay, Ruey S.
- In:
Journal of econometrics
104
(
2001
)
1
,
pp. 179-207
Persistent link: https://www.econbiz.de/10001589535
Saved in:
4
High dimensional dynamic stochastic copula models
Creal, Drew
;
Tsay, Ruey S.
- In:
Journal of econometrics
189
(
2015
)
2
,
pp. 335-345
Persistent link: https://www.econbiz.de/10011504544
Saved in:
5
Introduction of the annals issue : statistical learning for dependent data : a celebration of the 85th birthday of Professor George C. Tiao
Chen, Rong
;
Tsay, Ruey S.
- In:
Journal of econometrics
216
(
2020
)
1
,
pp. 1-3
Persistent link: https://www.econbiz.de/10012439633
Saved in:
6
Annals issue in honor of George Tiao : statistical learning for dependent data
Chen, Rong
(
ed.
);
Tsay, Ruey S.
(
ed.
); …
-
2020
Persistent link: https://www.econbiz.de/10012439725
Saved in:
7
Parsimony inducing priors for large scale state-space models
Lopes, Hedibert Freitas
;
McCulloch, Robert E.
;
Tsay, Ruey S.
- In:
Journal of econometrics
230
(
2022
)
1
,
pp. 39-61
Persistent link: https://www.econbiz.de/10013441913
Saved in:
8
A nonlinear autoregressive conditional duration model with applications to financial transaction data
Zhang, Michael Yuanjie
;
Russell, Jeffrey R.
;
Tsay, Ruey S.
- In:
Journal of econometrics
104
(
2001
)
1
,
pp. 179
Persistent link: https://www.econbiz.de/10006774037
Saved in:
9
Spurious rejections by Dickey-Fuller tests in the presence of a break under the null
Leybourne, Stephen J.
;
Mills, Terence C.
;
Newbold, Paul
- In:
Journal of econometrics
87
(
1998
)
1
,
pp. 191
Persistent link: https://www.econbiz.de/10006788224
Saved in:
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