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Spurious periodic autoregressions
Proietti, Tommaso - In: The econometrics journal 1 (1998) 1, pp. 1-22
Persistent link: https://www.econbiz.de/10001443661
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Distribution approximation of unit root tests in autoregressive models
Larsson, Rolf - In: The econometrics journal 1 (1998) 2, pp. 10-26
Persistent link: https://www.econbiz.de/10001443695
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Degrees of freedom adjustment for disturbance variance estimators in dynamic regression models
Kiviet, J. F.; Phillips, Garry D. A. - In: The econometrics journal 1 (1998) 2, pp. 44-70
Persistent link: https://www.econbiz.de/10001443721
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Testing for linear autoregressive dynamics under heteroskedasticity
Hafner, Christian M.; Herwartz, Helmut - In: The econometrics journal 3 (2000) 2, pp. 177-197
Persistent link: https://www.econbiz.de/10001546181
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Moments of the ARMA-EGARCH model
Karanasos, Menelaos; Kim, Jinki - In: The econometrics journal 6 (2003) 1, pp. 146-166
Persistent link: https://www.econbiz.de/10001781052
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Granger's representation theorem : a closed-form expression for I(1) processes
Hansen, Peter Reinhard - In: The econometrics journal 8 (2005) 1, pp. 23-38
Persistent link: https://www.econbiz.de/10002686736
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The consequences of seasonal adjustment for periodic autoregressive processes
Barrio Castro, Tomas del; Osborn, Denise R. - In: The econometrics journal 7 (2004) 2, pp. 307-321
Persistent link: https://www.econbiz.de/10002463439
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Linearity tests and stationarity
Kiliç, Rehim - In: The econometrics journal 7 (2004) 1, pp. 55-62
Persistent link: https://www.econbiz.de/10002121943
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Forecasting autoregressive time series in the presence of deterministic components
Ng, Serena; Vogelsang, Timothy J. - In: The econometrics journal 5 (2002) 1, pp. 196-224
Persistent link: https://www.econbiz.de/10001683704
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Estimation and inference for impulse response functions from univariate strongly persistent processes
Baillie, Richard; Kapetanios, George - In: The econometrics journal 16 (2013) 3, pp. 373-399
Persistent link: https://www.econbiz.de/10010253634