David A. Pierce

Available identifiers

Publication	Date of Publication	Type
Function Fields and Elementary Equivalence	2001-05-02	Paper
A PROTOTYPICAL SEASONAL ADJUSTMENT MODEL	1987-01-01	Paper
Estimating Trend and Growth Rates in Seasonal Time Series	1987-01-01	Paper
Sources of error in economic time series	1981-01-01	Paper
Data revisions with moving average seasonal adjustment procedures	1980-01-01	Paper
https://portal.mardi4nfdi.de/entity/Q3327561	1980-01-01	Paper
Signal extraction error in nonstationary time series	1979-01-01	Paper
R 2 Measures for Time Series	1979-01-01	Paper
Causality in temporal systems. Characterizations and a Survey	1977-01-01	Paper
Forecasting in dynamic models with stochastic regressors	1975-01-01	Paper
Noninvertible transfer functions and their forecasts	1975-01-01	Paper
On trend and autocorrelation	1975-01-01	Paper
Least squares estimation in dynamic-disturbance time series models	1972-01-01	Paper
Residual Correlations and Diagnostic Checking in Dynamic-Disturbance Time Series Models	1972-01-01	Paper
Least squares estimation in the regression model with autoregressive-moving average errors	1971-01-01	Paper
https://portal.mardi4nfdi.de/entity/Q5626064	1971-01-01	Paper
On residuals and their autocorrelations in fitted time series models	1971-01-01	Paper
Distribution of Residual Autocorrelations in Autoregressive-Integrated Moving Average Time Series Models	1970-01-01	Paper
A Duality Between Autoregressive and Moving Average Processes Concerning Their Least Squares Parameter Estimates	1970-01-01	Paper

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