scientific article; zbMATH DE number 3550005

zbMATH Open0353.62050MaRDI QIDQ4124141FDOQ4124141

Publication date: 1976

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Linear regression; mixed models (62J05) Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Inference from stochastic processes and prediction (62M20) Inference from stochastic processes and spectral analysis (62M15) Research exposition (monographs, survey articles) pertaining to statistics (62-02)

Cited In (only showing first 100 items - show all)

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Ratios of linear combinations in the general linear model
RESULTS ON ESTIMATION AND TESTING FOR A UNIT ROOT IN THE NONSTATIONARY AUTOREGRESSIVE MOVING-AVERAGE MODEL
UNIT ROOT TESTS WITH INFINITE VARIANCE ERRORS
A Bayesian approach to state space multivariate time series modeling
TESTING FOR TREND STATIONARITY VERSUS DIFFERENCE STATIONARITY
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ON THE RELATIONSHIP BETWEEN GENERALIZED LEAST SQUARES AND GAUSSIAN ESTIMATION OF VECTOR ARMA MODELS
SPECTRAL MAXIMUM LIKELIHOOD ESTIMATION OF A SIGNAL-TO-NOISE RATIO LYING IN THE VICINITY OF ZERO
On the distributions of augmented Dickey-Fuller statistics in processes with moving average components
Adaptive R-Estimation in Autoregressions
A unit root test based on smooth transitions and nonlinear adjustment
Plug-in bandwidth choice in partial linear models with autoregressive errors
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Unit root testing
A note on the power of least squares tests for a unit root
Fundamentals and bubbles in asset prices: Evidence from U.S. and Japanese asset prices
The Japanese stock market and the macroeconomy: An empirical investigation
On the efficiency of regression analysis with AR(p) errors
Bias correction for the regression-based LM fractional integration test
The distribution of a Lagrange multiplier test of normality
A note on the self-normalized Dickey-Fuller test for unit roots in autoregressive time series with GARCH errors
Modeling temporal functions with granular regression and fuzzy rules
Credibility theory for some evolutionary models
SMOOTHED BOOTSTRAP BANDWIDTH SELECTION IN NONPARAMETRIC DENSITY ESTIMATION FOR MOVING AVERAGE PROCESSES
Mean and volatility dynamics of indian rupee/US dollar exchange rate series: an empirical investigation
A Bayesian analysis of the unit root in real exchange rates
Inference on a regression model with noised variables and serially correlated errors
The self-normalized asymptotic results for linear processes
Bayesian autoregressive spectral analysis
A resampling method for regression models with serially correlated errors
On MSE of EBLUP
Spectral estimation of a structural thin-plate smoothing model
Testing for unit roots in panel data using a GMM approach
LINEAR INTERPOLATORS AND THE INVERSE CORRELATION FUNCTION OF NON‐STATIONARY TIME SERIES
Extended tabulations for Dickey-Fuller tests
Testing for directional symmetry in spatial dependence using the periodogram
THE ESTIMATION OF SPECTRUM, INVERSE SPECTRUM AND INVERSE AUTOCOVARIANCES OF A STATIONARY TIME SERIES
Effect of autocorrelated training samples on Bayes' probabilities of misclassification
No unit root conditions for bivariate series when a component univariate series has a unit root
On the specification of Granger-causality tests using the cointegration methodology
Estimation of the autocorrelation coefficient in the presence of a regression trend
Approximate regression models and splines
Sequential estimation of the sum of sinusoidal model parameters
Testing for unit roots in a Bayesian framework
On discrete-domain multidimensional sinusoidal models
A test for the presence of pure feedback in multivariate dynamic stochastic systems
The asymptotic covariance matrix of the multivariate serial correlations
DISTRIBUTION OF THE LEAST SQUARES ESTIMATOR IN A FIRST-ORDER AUTOREGRESSIVE MODEL
Time series - information and prediction
Moments of the function of non-normal random vector with applications to econometric estimators and test statistics¹
Periodic integration: Further results on model selection and forecasting
A strategy for testing the unit root in AR(1) model with intercept: a Monte Carlo experiment
ESTIMATION FOR THE FIRST-ORDER DIAGONAL BILINEAR TIME SERIES MODEL
Checks of model adequacy for univariate time series models and their application to econometric relationships
Outlier detection in ARMA models
Test for cointegration based on two-stage least squares
Unit-roots test for time-series data with a linear time trend
The use of indicator variables in computing predictions
Nonparametric approach for discriminant analysis in time series
Asymptotic Theory of the Least Squares Estimators of Sinusoidal Signal
Rational bubbles. A test
Bias in estimating multivariate and univariate diffusions
Time-domain estimation of time-varying linear systems
Testing for unit roots in autoregressive moving average models. An instrumental variable approach
A note on the distribution of the least squares estimator of a random walk with a linear trend
Maximum likelihood inference on cointegration and seasonal cointegration
Testing for a unit root in time series using instrumental variable estimators with pretest data based model selection
On Lagrangian stochastic modelling of material transport in oceanic gyres
Near-integration and deterministic trends
LEAST SQUARES ESTIMATES AND ORDER DETERMINATION PROCEDURES FOR AUTOREGRESSIVE PROCESSES WITH A TIME DEPENDENT VARIANCE
The effect of seasonal adjustment filters on tests for a unit root (with discussion)
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Parameter estimation in regression models with autocorrelated errors using irregular data
Estimating the steady-state mean from short transient simulations
Jackknifing in partially linear regression models with serially correlated errors
Determination of Discrete Spectrum in a Random Field
Mirror image distributions and the Dickey-Fuller regression with a maintained trend
Uniform asymptotic normality in stationary and unit root autoregression
Two-step two-stage least squares estimation in models with rational expectations
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Default Bayesian Priors for Regression Models with First‐Order Autoregressive Residuals
On the effect of deterministic terms on the bias in stable AR models
NON-PARAMETRIC APPROACH IN TIME SERIES ANALYSIS
A method for approximate representation of vector-valued time series and its relation to two alternatives
An analogue model of phase-averaging procedures
A SCORE TEST FOR DETECTION OF TIME SERIES OUTLIERS
Asymptotic inference for near unit roots in spatial autoregression
Asymptotic least-squares estimation efficiency considerations and applications
Rate of convergence of a convolution-type estimator of the marginal density of a MA(1) process
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SEMIPARAMETRIC TIME SERIES REGRESSION
Predictors for the first-order autoregressive process
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