scientific article; zbMATH DE number 3332973

From MaRDI portal
Publication:5609808

zbMath0209.20403MaRDI QIDQ5609808

E. J. Hannan

Publication date: 1963


Title: zbMATH Open Web Interface contents unavailable due to conflicting licenses.



Related Items (38)

SPECTRAL FINANCIAL ECONOMETRICSJames-Stein estimators for time series regression modelsDENIS SARGAN: SOME PERSPECTIVESFully modified IV, GIVE and GMM estimation with possibly non-stationary regressors and instruments.HIGHER ORDER ASYMPTOTIC THEORY FOR MINIMUM CONTRAST ESTIMATORS OF SPECTRAL PARAMETERS OF STATIONARY PROCESSESSecond order optimality for estimators in time series regression modelsThe spectral analysis of the Hodrick–Prescott filterTime series analysis of covariance based on linear transfer function modelsA NOTE ON NONSPHERICAL DISTURBANCESNonparametric frequency domain analysis of nonstationary multivariate time seriesNon‐parametric short‐ and long‐run Granger causality testing in the frequency domainASYMPTOTIC THEORY FOR SPECTRAL DENSITY ESTIMATES OF GENERAL MULTIVARIATE TIME SERIESHigh-dimensional IV cointegration estimation and inferenceAn alternative bootstrap to moving blocks for time series regression modelsA simple method for the estimation of rational distributed lag modelsFinite Sample Performance in Cointegration Analysis of Nonlinear Time Series with Long MemoryForecasting in dynamic models with stochastic regressorsInference without smoothing for large panels with cross-sectional and temporal dependenceGeneralized spectral estimation of the consumption-based asset pricing modelCausality in temporal systems. Characterizations and a SurveyA comparative study of finite sample properties of band spectrum regression estimatorsTesting for seasonal unit roots by frequency domain regressionLoad modelling of an interconnected power system for short term predictionTesting the exogeneity specification in the complete dynamic simultaneous equation modelOrder Selection and Inference with Long Memory Dependent DataEstimation of transfer functions in closed loop stochastic systemsEFFICIENT ESTIMATION OF NONSTATIONARY TIME SERIES REGRESSIONComparing alternative tests of causality in temporal systems. Analytic results and experimental evidenceAn overview of techniques for digital ensemble generationSome aspects of diffusion processesHigher-order approximations for frequency domain time series regressionModeling and Credibility of Random EnsemblesSemiparametric Sieve-Type Generalized Least Squares InferenceConsistent order selection with strongly dependent data and its application to efficient estimation.Testing for a unit root by frequency domain regressionTRANSFER FUNCTION MODEL ORDER AND PARAMETER ESTIMATIONHigher order approximations for Wald statistics in time series regressions with integrated processes.A bootstrap causality test for covariance stationary processes




This page was built for publication: