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Efficiency properties of feasible generalized least squares estimators in SURE models under non-normal disturbances
Srivastava, V.K.; Maekawa, Koichi - In: Journal of econometrics 66 (1995) 1-2, pp. 99-122
Persistent link: https://www.econbiz.de/10006798481
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The distribution of the Durbin-Watson statistic in integrated and near-integrated models
Hisamatsu, Hiroyuki - In: Journal of econometrics 61 (1994) 2, pp. 367-382
Persistent link: https://www.econbiz.de/10001155764
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Efficiency properties of feasible generalized least squares estimators in SURE models under non-normal disturbances
Srivastava, Virendra K. - In: Journal of econometrics 66 (1995) 1/2, pp. 99-121
Persistent link: https://www.econbiz.de/10001174122
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The sampling distributions of the predictor for an autoregressive model under misspecifications
Tanaka, Katsuto; Maekawa, Koichi - In: Journal of econometrics 25 (1984) 3, pp. 327-351
Persistent link: https://www.econbiz.de/10003624004