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A method for estimating distributed lags when observations are randomly missing

Hinich, Melvin J.; Weber, Warren E. - 1981

"This paper presents a frequency-domain technique for estimating distributed lag coefficients (the impulse-response function) when observations are randomly missed. The technique treats stationary processes with randomly missed observations as amplitude-modulated processes and estimates the...

Persistent link: https://www.econbiz.de/10000703110

An experimental design to compare tests of nonlinearity and chaos

Barnett, William A.; Gallant, A. Ronald; Hinich, Melvin J. - In: Nonlinear dynamics and economics : proceedings of the …, (pp. 163-190). 1996

Persistent link: https://www.econbiz.de/10001297247

Estimating linear filters with errors in variables using the Hilbert transform

Hinich, Melvin J.; Weber, Warren E. - 1984

Persistent link: https://www.econbiz.de/10000082985

A single-blind controlled competition among tests for nonlinearity and chaos

Barnett, William A.; Gallant, A. Ronald; Hinich, Melvin J. - In: Functional structure and approximation in econometrics, (pp. 581-616). 2004

Persistent link: https://www.econbiz.de/10003054718

A class test for fractional integration

Hinich, Melvin J.; Chong, Terence Tai-Leung - In: Studies in nonlinear dynamics and econometrics : SNDE ; … 11 (2007) 2, pp. 1-22

Persistent link: https://www.econbiz.de/10009513027

A single-blind controlled competition among tests for nonlinearity and chaos

Barnett, William A.; Gallant, A. Ronald; Hinich, Melvin J. - 2012 - Rev.

Persistent link: https://www.econbiz.de/10009731617

A Single-Blind Controlled Competition Among Tests for Nonlinearity and Chaos

BARNETT, WILLIAM A.; RONALD GALLANT, A.; HINICH, MELVIN J. - In: Functional structure and approximation in econometrics, (pp. 581-615). 2004

Persistent link: https://www.econbiz.de/10015387541

Can portmanteau nonlinearity tests serve as general mis-specification tests? : Evidence from symmetric and asymmetric GARCH models

Brooks, Chris; Henry, Ólan Thomas John - 1999

Persistent link: https://www.econbiz.de/10001430158

Testing for nonlinearity in daily sterling exchange rates

Brooks, Chris - 1995

Persistent link: https://www.econbiz.de/10000911564

Large and small sample information criteria for GARCH models based on the estimation of the Kullback-Leibler discrepancy

Brooks, Chris - 1997

Persistent link: https://www.econbiz.de/10000978781

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