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Finite sample properties of estimators for autoregressive moving average models
Ansley, Craig F.; Newbold, Paul - In: Journal of econometrics 13 (1980) 2, pp. 159-183
Persistent link: https://www.econbiz.de/10001835242
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Special issue of Econometric theory in honor of Paul Newbold : guest editors' introduction
Leybourne, Stephen James; Taylor, Robert - In: Econometric theory 25 (2009) 6, pp. 1451-1456
Persistent link: https://www.econbiz.de/10003904365
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Detecting shifts, trends and periodicities
Ansley, Craig F.; Kohn, Robert - 1989
Persistent link: https://www.econbiz.de/10000842611
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Filtering and smoothing in state space models with partially diffuse initial conditions
Ansley, Craig F.; Kohn, Robert - 1989
Persistent link: https://www.econbiz.de/10000842715
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A signal extraction approach to the estimation of treatment and control curves
Kohn, Robert; Ansley, Craig F. - 1989
Persistent link: https://www.econbiz.de/10000842902
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Testing for linearity in a semiparametric regression model
Shively, Thomas S.; Kohn, Robert; Ansley, Craig F. - 1993
Persistent link: https://www.econbiz.de/10000859370
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Extensions and examples of the signal extraction approach to regression
Ansley, Craig F.; Wecker, William E. - In: Applied time series analysis of economic data, (pp. 181-198). 1983
Persistent link: https://www.econbiz.de/10001835234
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Testing for linearity in a semiparametric regression model
Shively, Thomas S. - In: Journal of econometrics 64 (1994) 1, pp. 77-96
Persistent link: https://www.econbiz.de/10001166433
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A note on square-root filtering for vector autoregressive-moving average models
Ansley, Craig F.; Kohn, Robert - 1989
Persistent link: https://www.econbiz.de/10000843161
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Nonparametric spline regression with prior information
Ansley, Craig F.; Kohn, Robert; Wong, Chi-ming - 1992
Persistent link: https://www.econbiz.de/10000846930