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Testing for Serial Correlation Against an ARMA(1, 1) Process
Andrews, Donald W.K.; Ploberger, Werner - In: Journal of the American Statistical Association : JASA 91 (1996) 435, pp. 1331-1342
Persistent link: https://www.econbiz.de/10006633111
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Theory and Methods - Forecasting Using Principal Components From a Large Number of Predictors
Stock, James H.; Watson, Mark W. - In: Journal of the American Statistical Association : JASA 97 (2002) 460, pp. 1167-1179
Persistent link: https://www.econbiz.de/10006614774
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Median Unbiased Estimation of Coefficient Variance in a Time-Varying Parameter Model
Stock, James H.; Watson, Mark W. - In: Journal of the American Statistical Association : JASA 93 (1998) 441, pp. 349-358
Persistent link: https://www.econbiz.de/10006629290