| Publication | Date of Publication | Type |
|---|
Dynamic models for volatility and heavy tails. With applications to financial and economic time series
Econometric Society Monographs | 2014-10-21 | Paper |
A note on estimating and testing exogenous variable coefficient estimators in simultaneous equation models
Economics Letters | 2013-10-24 | Paper |
Trends and cycles in economic time series: a Bayesian approach
Journal of Econometrics | 2012-09-23 | Paper |
| Specification and misspecification of unobserved components models | 2012-09-05 | Paper |
Computing the mean square error of unobserved components extracted by misspecified time series models
Journal of Economic Dynamics and Control | 2009-08-07 | Paper |
| scientific article; zbMATH DE number 5280143 (Why is no real title available?) | 2008-05-28 | Paper |
| A unified approach to testing for stationarity of unit roots | 2007-10-09 | Paper |
| scientific article; zbMATH DE number 52652 (Why is no real title available?) | 1992-09-18 | Paper |
| scientific article; zbMATH DE number 52648 (Why is no real title available?) | 1992-09-18 | Paper |
| scientific article; zbMATH DE number 48318 (Why is no real title available?) | 1992-09-17 | Paper |
ON THE PROBABILITY OF ESTIMATING A DETERMINISTIC COMPONENT IN THE LOCAL LEVEL MODEL
Journal of Time Series Analysis | 1990-01-01 | Paper |
Estimating integrated higher-order continuous time autoregressions with an application to money-income causality
Journal of Econometrics | 1989-01-01 | Paper |
EFFICIENT ESTIMATION OF NONSTATIONARY TIME SERIES REGRESSION
Journal of Time Series Analysis | 1988-01-01 | Paper |
Continuous time autoregressive models with common stochastic trends
Journal of Economic Dynamics and Control | 1988-01-01 | Paper |
The Effects of Seat Belt Legislation on British Road Casualties: A Case Study in Structural Time Series Modelling
Journal of the Royal Statistical Society. Series A (General) | 1986-01-01 | Paper |
Analysis and Generalisation of a Multivariate Exponential Smoothing Model
Management Science | 1986-01-01 | Paper |
Time Series Forecasting Based on the Logistic Curve
The Journal of the Operational Research Society | 1984-01-01 | Paper |
Testing for deterministic trend and seasonal components in time series models
Biometrika | 1983-01-01 | Paper |
| scientific article; zbMATH DE number 3761259 (Why is no real title available?) | 1982-01-01 | Paper |
| scientific article; zbMATH DE number 3714796 (Why is no real title available?) | 1981-01-01 | Paper |
| scientific article; zbMATH DE number 3727458 (Why is no real title available?) | 1981-01-01 | Paper |
Testing for heteroscedasticity in simultaneous equation models
Journal of Econometrics | 1981-01-01 | Paper |
| scientific article; zbMATH DE number 3752085 (Why is no real title available?) | 1981-01-01 | Paper |
Testing for serial correlation in simultaneous equation models. Some further results
Journal of Econometrics | 1981-01-01 | Paper |
| scientific article; zbMATH DE number 3806790 (Why is no real title available?) | 1981-01-01 | Paper |
| scientific article; zbMATH DE number 3744362 (Why is no real title available?) | 1981-01-01 | Paper |
Testing for Serial Correlation in Simultaneous Equation Models
Econometrica | 1980-01-01 | Paper |
| scientific article; zbMATH DE number 3709465 (Why is no real title available?) | 1979-01-01 | Paper |
Linear Regression in the Frequency Domain
International Economic Review | 1978-01-01 | Paper |
On the unbiasedness of robust regression estimators
Communications in Statistics: Theory and Methods | 1978-01-01 | Paper |
Testing for functional misspecification in regression analysis
Journal of Econometrics | 1977-01-01 | Paper |
A Comparison of Preliminary Estimators for Robust Regression
Journal of the American Statistical Association | 1977-01-01 | Paper |
Estimating Regression Models with Multiplicative Heteroscedasticity
Econometrica | 1976-01-01 | Paper |
An Alternative Proof and Generalization of a Test for Structural Change
The American Statistician | 1976-01-01 | Paper |
A Note on the Efficiency of Kelejian's Method of Estimating Cobb-Douglas Type Functions with Multiplicative and Additive Errors
International Economic Review | 1976-01-01 | Paper |
A comparison of the power of some tests for heteroskedasticity in the general linear model
Journal of Econometrics | 1974-01-01 | Paper |
| A Simple Test for Serial Correlation in Regression Analysis | 1974-01-01 | Paper |
