Narrow search
Showing 1 - 10 of 30
Cover Image
The GLS transformation matrix and a semi-recursive estimator for the linear regression model with ARMA errors
Galbraith, John W. - In: Econometric theory 8 (1992) 1, pp. 95-111
Persistent link: https://www.econbiz.de/10001126806
Cover Image
Transforming the error-components model for estimation with general ARMA disturbances
Galbraith, John W. - In: Journal of econometrics 66 (1995) 1, pp. 349-355
Persistent link: https://www.econbiz.de/10001174114
Cover Image
Estimation of a linear regression model with stationary ARMA (p, q) errors
Zinde-Walsh, Victoria - In: Journal of econometrics 47 (1991) 2, pp. 333-357
Persistent link: https://www.econbiz.de/10001099505
Cover Image
Measurement of the quality of autoregressive approximation, with econometric applications
Galbraith, John W.; Zinde-Walsh, Victoria - In: Handbook of applied econometrics and statistical inference, (pp. 401-421). 2002
Persistent link: https://www.econbiz.de/10001701984
Cover Image
GARCH model estimation using estimated quadratic variation
Galbraith, John W.; Zinde-Walsh, Victoria; Zhu, Jingmei - In: Econometric reviews 34 (2015) 6/10, pp. 1172-1192
Persistent link: https://www.econbiz.de/10011483454
Cover Image
Some exact formulae for autoregressive moving average processes
Zinde-Walsh, Victoria - In: Econometric theory 4 (1988) 3, pp. 384-402
Persistent link: https://www.econbiz.de/10001074425
Cover Image
Asymptotic theory for some high breakdown point estimators
Zinde-Walsh, Victoria - In: Econometric theory 18 (2002) 5, pp. 1172-1196
Persistent link: https://www.econbiz.de/10001702338
Cover Image
Identification and Well-Posedness in Nonparametric Models with Independence Conditions
Zinde-Walsh, Victoria - In: The Oxford handbook of applied nonparametric and …. 2014
Persistent link: https://www.econbiz.de/10012881207
Cover Image
Kernel estimation when density may not exist
Zinde-Walsh, Victoria - In: Econometric theory 24 (2008) 3, pp. 696-725
Persistent link: https://www.econbiz.de/10003894292
Cover Image
Credit rationing and threshold effects in the relation between money and output
Galbraith, John W. - In: Journal of applied econometrics 11 (1996) 4, pp. 419-429
Persistent link: https://www.econbiz.de/10001202515