The following pages link to (Q4124141):
Displayed 50 items.
- The limiting distributions of unit-root tests for data with cross-sectional and time-series dimensions (Q1129465) (← links)
- The use of indicator variables in computing predictions (Q1135592) (← links)
- Effect of autocorrelated training samples on Bayes' probabilities of misclassification (Q1150973) (← links)
- Approximations of the eigenvalues of the covariance matrix of a first order autoregressive process (Q1165545) (← links)
- Testing for unit roots in autoregressive moving average models. An instrumental variable approach (Q1176602) (← links)
- A new model for slowly-decaying correlations (Q1186041) (← links)
- Is there a long-run relation between the trade balance and the real effective exchange rate of LDCs! (Q1186877) (← links)
- Infrequent permanent shocks and the finite-sample performance of unit root tests (Q1189333) (← links)
- Aggregate price indexes, cointegration, and tests of the purchasing power parity hypothesis (Q1189343) (← links)
- A Bayesian approach to state space multivariate time series modeling (Q1193512) (← links)
- Co-integration and trend-stationarity in macroeconomic time series. Evidence from the likelihood function (Q1193514) (← links)
- Efficient estimation and testing of cointegrating vectors in the presence of deterministic trends (Q1194026) (← links)
- Testing for unit roots using the augmented Dickey-Fuller test. Some issues relating to the size, power and the lag structure of the test (Q1194712) (← links)
- The effect of seasonal adjustment filters on tests for a unit root (with discussion) (Q1203074) (← links)
- Seasonal cointegration. The Japanese consumption function (with discussion) (Q1203077) (← links)
- Maximum likelihood inference on cointegration and seasonal cointegration (Q1203081) (← links)
- Testing for a unit root in time series using instrumental variable estimators with pretest data based model selection (Q1203088) (← links)
- A note on the distribution of the least squares estimator of a random walk with a linear trend (Q1206325) (← links)
- Change in autoregressive processes (Q1208942) (← links)
- Asymptotic inference for unstable auto-regressive time series with drifts (Q1262060) (← links)
- On stochastic estimation (Q1262671) (← links)
- VARMAX-modelling of blast furnace process variables (Q1266520) (← links)
- Efficiency of the Turkish stock exchange with respect to monetary variables: A cointegration analysis (Q1268444) (← links)
- Testing the stationarity of interest rates using a SUR approach (Q1275111) (← links)
- Mean location and sample mean location on manifolds: Asymptotics, tests, confidence regions (Q1275414) (← links)
- Additional critical values and asymptotic representations for seasonal unit root tests (Q1298416) (← links)
- Business cycle durations (Q1298429) (← links)
- LM tests for unit roots in the presence of missing observations: Small sample evidence (Q1299890) (← links)
- An overview of bootstrap methods for estimating and predicting in time series (Q1302062) (← links)
- Residual based tests for cointegration. A Monte Carlo study of size distortions (Q1311290) (← links)
- A novel test of the monetary approach using black market exchange rates and the Johansen-Juselius cointegration method (Q1311306) (← links)
- Testing for a unit root by frequency domain regression (Q1314478) (← links)
- Testing for a unit root in autoregressive processes with systematic but incomplete sampling (Q1314704) (← links)
- The distribution of the Durbin-Watson statistic in integrated and near-integrated models (Q1318978) (← links)
- Fast iterative methods for least squares estimations (Q1319865) (← links)
- Unit root tests for \(\text{ARIMA}(0,1,q)\) models with irregularly observed samples (Q1324599) (← links)
- The sample autocorrelation function of \(I(1)\) processes (Q1324971) (← links)
- Statistical inference for detrended point processes (Q1327555) (← links)
- Exploiting cross-section variation for unit root inference in dynamic data (Q1327875) (← links)
- A cointegration test of the optimal seigniorage model (Q1327979) (← links)
- On the power of unit root tests against fractional alternatives (Q1327982) (← links)
- Aggregate output dynamics in the twentieth century (Q1327985) (← links)
- Large sample inference for conditional exponential families with applications to nonlinear time series (Q1330176) (← links)
- Prewhitened unit root test (Q1331514) (← links)
- Large sample inference for a multivariate linear model with autocorrelated errors (Q1333102) (← links)
- Optimal tests for nested designs with circular stationary dependence (Q1333106) (← links)
- Probability inequalities for certain dependence structures (Q1336891) (← links)
- Partial autocorrelation function for spatial processes (Q1336936) (← links)
- Bayes inference in regression models with ARMA\((p,q)\) errors (Q1341195) (← links)
- Estimation of the autocorrelation coefficient in the presence of a regression trend (Q1341371) (← links)