scientific article; zbMATH DE number 3550005

zbMATH Open0353.62050MaRDI QIDQ4124141FDOQ4124141

Publication date: 1976

Title of this publication is not available (Why is that?)

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)

On time series with randomized unit root and randomized seasonal unit root
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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
A new model for slowly-decaying correlations
Large sample inference for a multivariate linear model with autocorrelated errors
Bartlett's formulae -- closed forms and recurrent equations
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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
Title not available (Why is that?)
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
Simple consistent estimation of the coefficients of a linear filter
Four tests for the random walk hypothesis: power versus robustness
Nonparametric likelihood inference for general autoregressive models
The term structure of interest rates in real and monetary economies
Testing the random walk hypothesis through robust estimation of correlation
Robust inference in autoregressions with multiple outliers
Comparison of unit root tests for time series with level shifts
Model selection tests for nonlinear dynamic models
Change in autoregressive processes
Unit root testing in integer-valued AR(1) models
Asymptotics for estimation of quantile regressions with truncated infinite-dimensional proc\-ess\-es
Asymptotic distributions of the sample mean, autocovariances, and autocorrelations of long-memory time series
Functional central limit theorem approximations and the distribution of the Dickey-Fuller test with strongly heteroskedastic data
VECTOR AUTOREGRESSIVE MODELS WITH UNIT ROOTS AND REDUCED RANK STRUCTURE:ESTIMATION. LIKELIHOOD RATIO TEST, AND FORECASTING
An improved rate for non-negative definite consistent covariance matrix estimation with heterogeneous dependent data
ALTERNATIVE ESTIMATORS AND UNIT ROOT TESTS FOR THE AUTOREGRESSIVE PROCESS
UNIT ROOTS IN PERIODIC AUTOREGRESSIONS
Efficient tests for the presence of a pair of complex conjugate unit roots in real time series
Marginal likelihood and unit roots
Unit root tests in panel data: asymptotic and finite-sample properties
An overview of bootstrap methods for estimating and predicting in time series
A Review of Nonparametric Time Series Analysis
Mean location and sample mean location on manifolds: Asymptotics, tests, confidence regions
Distributions of error correction tests for cointegration
Parameter estimation in a regression model with random coefficient autoregressive errors
Bootstrapping time series models
Estimation and Testing for Unit Root Processes with GARCH (1, 1) Errors: Theory and Monte Carlo Evidence
Some asymptotic results on the effect of autocorrelation on the error rates of the sample linear discriminant function
A goodness-of-fit test for overdispersed binomial (or multinomial) models
Additional critical values and asymptotic representations for seasonal unit root tests
Testing the autoregressive parameter with the t statistic
Unit root tests for time series with outliers
Efficient estimation and testing of cointegrating vectors in the presence of deterministic trends
Seasonal cointegration. The Japanese consumption function (with discussion)

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