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Testing AR(1) against MA(1) disturbances in the linear regression model : an alternative procedure
Burke, Simon P. - In: The review of economic studies 57 (1990) 1, pp. 135-145
Persistent link: https://www.econbiz.de/10001085019
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Testing linear and long-linear regressions for functional form
Godfrey, L. G.; Wickens, M. R. - In: The review of economic studies 48 (1981) 153, pp. 487-496
Persistent link: https://www.econbiz.de/10003561130
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Testing linear and log-linear regressions for functional form
Godfrey, L. G.; Wickens, Michael R. - In: The review of economic studies 48 (1981) 3, pp. 487-496
Persistent link: https://www.econbiz.de/10002458369
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Exact macimum likelihood estimation of a regression equation with a first-order moving average error
Pesaran, M. H. - In: The review of economic studies 40 (1973) 4, pp. 529-535
Persistent link: https://www.econbiz.de/10002632881
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On the general problem of model selection
Pesaran, M. H. - In: The review of economic studies 41 (1974) 2, pp. 153-171
Persistent link: https://www.econbiz.de/10002632943
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Forecasting time series subject to multiple structural breaks
Pesaran, M. Hashem; Pettenuzzo, Davide; Timmermann, Allan - In: The review of economic studies 73 (2006) 4, pp. 1057-1084
Persistent link: https://www.econbiz.de/10003378035