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Optimality of GLS for one-step-ahead forecasting with RegARIMA and related models when the regression is misspecified
Findley, David F. - In: Econometric theory 23 (2007) 6, pp. 1083-1107
Persistent link: https://www.econbiz.de/10003591818
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Nonparametric spline regression with autoregressive moving average errors
Kohn, Robert; Ansley, Craig F.; Wong, Chi-ming - 1991
Persistent link: https://www.econbiz.de/10000849734
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Seasonality in dynamic regression models
Harvey, Andrew C.; Scott, Andrew - 1993
Persistent link: https://www.econbiz.de/10000868404
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Seasonality in dynamic regression models
Harvey, Andrew C.; Scott, Andrew - 1994
Persistent link: https://www.econbiz.de/10000885911
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Computing observation weights for signal extraction and filtering
Koopman, Siem Jan; Harvey, Andrew C. - In: Journal of economic dynamics & control 27 (2003) 7, pp. 1317-1333
Persistent link: https://www.econbiz.de/10001736096
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Quantiles, expectiles and splines
Rossi, Giuliano De; Harvey, Andrew C. - In: Journal of econometrics 152 (2009) 2, pp. 179-185
Persistent link: https://www.econbiz.de/10003892738
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Time-Varying Quantiles
Rossi, Giuliano De (contributor);  … - 2006
Persistent link: https://www.econbiz.de/10003360337
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Quantiles, expectiles and splines
Rossi, Giuliano De (contributor);  … - 2007
Persistent link: https://www.econbiz.de/10003565797
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Spurious regressions with processes around linear trends or drifts
Kim, Tai-Hwan (contributor); Lee, Young-Sook (contributor);  … - 2003 - [Elektronische Ressource]
Persistent link: https://www.econbiz.de/10001762063
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Spurious regressions with stationary processes around linear trends
Kim, Tae-hwan; Lee, Young-Sook; Newbold, Paul - In: Economics letters 83 (2004) 2, pp. 257-262
Persistent link: https://www.econbiz.de/10001991584