scientific article; zbMATH DE number 3332973

Cited in

(39)

Forecasting in dynamic models with stochastic regressors
Causality in temporal systems. Characterizations and a Survey
A comparative study of finite sample properties of band spectrum regression estimators
Testing the exogeneity specification in the complete dynamic simultaneous equation model
Higher-order approximations for frequency domain time series regression
Testing for a unit root by frequency domain regression
Fully modified IV, GIVE and GMM estimation with possibly non-stationary regressors and instruments.
Nonparametric frequency domain analysis of nonstationary multivariate time series
An alternative bootstrap to moving blocks for time series regression models
Comparing alternative tests of causality in temporal systems. Analytic results and experimental evidence
An overview of techniques for digital ensemble generation
Consistent order selection with strongly dependent data and its application to efficient estimation.
Higher order approximations for Wald statistics in time series regressions with integrated processes.
Inference without smoothing for large panels with cross-sectional and temporal dependence
Time series analysis of covariance based on linear transfer function models
Testing for seasonal unit roots by frequency domain regression
Estimation of transfer functions in closed loop stochastic systems
A bootstrap causality test for covariance stationary processes
Finite Sample Performance in Cointegration Analysis of Nonlinear Time Series with Long Memory
Some aspects of diffusion processes
TRANSFER FUNCTION MODEL ORDER AND PARAMETER ESTIMATION
A simple method for the estimation of rational distributed lag models
Load modelling of an interconnected power system for short term prediction
Modeling and Credibility of Random Ensembles
Denis Sargan: some perspectives
Higher order asymptotic theory for minimum contrast estimators of spectral parameters of stationary processes
ASYMPTOTIC THEORY FOR SPECTRAL DENSITY ESTIMATES OF GENERAL MULTIVARIATE TIME SERIES
EFFICIENT ESTIMATION OF NONSTATIONARY TIME SERIES REGRESSION
SPECTRAL FINANCIAL ECONOMETRICS
The spectral analysis of the Hodrick–Prescott filter
Order selection and inference with long memory dependent data
A NOTE ON NONSPHERICAL DISTURBANCES
Semiparametric sieve-type generalized least squares inference
Generalized spectral estimation of the consumption-based asset pricing model
Non‐parametric short‐ and long‐run Granger causality testing in the frequency domain
High-dimensional IV cointegration estimation and inference
Conditional spectral methods
James-Stein estimators for time series regression models
Second order optimality for estimators in time series regression models

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