An analogue model of phase-averaging procedures (Q583817): Difference between revisions

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+fixed n-period phase-averaging
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+time series
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+The Effect of Aggregation on Prediction in the Autoregressive Model
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@@ Property / cites work @@
+On the Theory of Testing for Unit Roots in Observed Time Series
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+An analogue model of phase-averaging procedures
@@ Property / cites work: An analogue model of phase-averaging procedures / rank @@
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@@ Property / cites work @@
+Distribution of the Estimators for Autoregressive Time Series With a Unit Root
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+Likelihood Ratio Statistics for Autoregressive Time Series with a Unit Root
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@@ Property / cites work @@
+Q5799101
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+TESTING FOR SERIAL CORRELATION IN LEAST SQUARES REGRESSION. II
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+Co-Integration and Error Correction: Representation, Estimation, and Testing
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@@ Property / cites work @@
+Exogeneity
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+Testing For Unit Roots: 1
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+Testing for Unit Roots: 2
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+Q4124141
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+Q3711625
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+Heteroscedasticity in Models with Lagged Dependent Variables
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+Multiple Time Series Regression with Integrated Processes
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+Q4130250
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+Testing Residuals from Least Squares Regression for Being Generated by the Gaussian Random Walk
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+TEMPORAL AGGREGATION IN THE ARIMA PROCESS
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+Q5830979
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+Effect of temporal aggregation on the dynamic relationship of two time series variables
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+The effect of temporal aggregation on parameter estimation in distributed lag model
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+A Heteroskedasticity-Consistent Covariance Matrix Estimator and a Direct Test for Heteroskedasticity
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@@ Property / cites work @@
+Note on the Correlation of First Differences of Averages in a Random Chain
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+Publication:583817