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Contributions to econometrics, time series analysis, and systems identification : a Festschrift in honor of Manfred Deistler
Pötscher, Benedikt M. (contributor) - 2004
Persistent link: https://www.econbiz.de/10004391821
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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
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The strength of evidence for unit autoregressive roots and structural breaks : a Bayesian perspective
Marriott, John Arthur Ransome; Newbold, Paul - In: Journal of econometrics 98 (2000) 1, pp. 1-25
Persistent link: https://www.econbiz.de/10001497668
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A quasi-differencing approach to dynamic modelling from a time series of independent cross-sections
Girma, Sourafel - In: Journal of econometrics 98 (2000) 2, pp. 365-383
Persistent link: https://www.econbiz.de/10001497793
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Consistent model specification tests for time series econometric models
Li, Qi - In: Journal of econometrics 92 (1999) 1, pp. 101-147
Persistent link: https://www.econbiz.de/10001400093
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Properties of moments of a family of GARCH processes
He, Changli; Teräsvirta, Timo - In: Journal of econometrics 92 (1999) 1, pp. 173-192
Persistent link: https://www.econbiz.de/10001400095
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Estimation error and the specification of unobserved component models
Maravall Herrero, Agustín; Planas, Christophe - In: Journal of econometrics 92 (1999) 2, pp. 325-353
Persistent link: https://www.econbiz.de/10001400176
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Estimation of dynamic and ARCH Tobit models
Lee, Lung-fei - In: Journal of econometrics 92 (1999) 2, pp. 355-390
Persistent link: https://www.econbiz.de/10001400177
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Unit root tests in the presence of uncertainty about the non-stochastic trend
Ayat, K. Leila; Burridge, Peter - In: Journal of econometrics 95 (2000) 1, pp. 71-96
Persistent link: https://www.econbiz.de/10001432518
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Detection of change in persistence of a linear time series
Kim, Chae-yŏng - In: Journal of econometrics 95 (2000) 1, pp. 97-116
Persistent link: https://www.econbiz.de/10001432520