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Prediction in the general multiplicative model : an application to autocorrelated disturbances
Teekens, R.; Koerts, J. - 1971 - Vervielf.
Persistent link: https://www.econbiz.de/10001572442
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Parameter inference for a nearly nonstationary first order autoregressive model
Ahtola, Juha; Tiao, George C. - 1984
Persistent link: https://www.econbiz.de/10001810820
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Autocorrelation, seasonality and model choice in return estimation
Praetz, Peter - 1980
Persistent link: https://www.econbiz.de/10000012348
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Dynamic misspecification and serial correlation
Balestra, Pietro - In: Qualitative and quantitative mathematical economics, (pp. 115-145). 1982
Persistent link: https://www.econbiz.de/10001864999
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The appropriate autocorrelation transformation when the autocorrelation process has a finite past
Thornton, Daniel L. - 1982 - Rev
Persistent link: https://www.econbiz.de/10002907353
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A note on the relative efficiency of the Cochrane-Orcutt and OLS estimators when the autocorrelation process has a finite past
Thornton, Daniel L. - 1984
Persistent link: https://www.econbiz.de/10002907478
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The effects of autocorrelation among errors on the consistency property of OLS variance estimator
Sharma, Subhash Chandra - In: Journal of econometrics 27 (1985) 3, pp. 335-361
Persistent link: https://www.econbiz.de/10002800553
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The effects of serial correlation and data aggregation on advertising measurement
Weiss, Doyle L. - In: Journal of marketing research : JMR 20 (1983) 3, pp. 268-279
Persistent link: https://www.econbiz.de/10002998893
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The effects on forecasting of autocorrelated disturbance terms and trended independent variables
Schieren, George A.; Carr jr., Richard P. - In: Southern economic journal 48 (1982) 3, pp. 662-669
Persistent link: https://www.econbiz.de/10002769091