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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

Estimating the differencing parameter via the partial autocorrelation function

Chong, Terence Tai-Leung - In: Journal of econometrics 97 (2000) 2, pp. 365-381

Persistent link: https://www.econbiz.de/10001496598

Estimating the locations and number of change points by the sample-splitting method

Chong, Terence Tai-Leung - In: Statistical papers 42 (2001) 1, pp. 53-79

Persistent link: https://www.econbiz.de/10001567564

Generic consistency of the break-point estimator under specification errors

Chong, Terence Tai-Leung - In: The econometrics journal 6 (2003) 1, pp. 167-192

Persistent link: https://www.econbiz.de/10001781054

The polynomial aggregated AR (1) model

Chong, Terence Tai-Leung - In: The econometrics journal 9 (2006) 1, pp. 98-122

Persistent link: https://www.econbiz.de/10003320205

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