scientific article; zbMATH DE number 5345388

MaRDI QIDQ3525852zbMATH OpenFDO

Authors Terence C. Mills

Publication date 19 September 2008

Mathematics Subject Classification ID

Applications of statistics to economics (62P20) Economic time series analysis (91B84) Research exposition (monographs, survey articles) pertaining to statistics (62-02)

Cited in

(9)

• Generalized dynamic linear models for financial time series
• A Direct Test for Cointegration Between a Pair of Time Series
• Forecasting Social Security Actuarial Assumptions
• Asymptotics for partly linear regression with dependent samples and ARCH errors: Consistency with rates
• scientific article; zbMATH DE number 1208134 (Why is no real title available?)
• Loss development forecasting models: an econometrician's view
• Testing for a unit root in the nonlinear STAR framework
• On pseudo maximum likelihood estimation for multivariate time series models with conditional heteroskedasticity
• Robust vs. OLS estimation of the market model: implications for event studies

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