The following pages link to Wen-Jen Tsay (Q1927460):
Displaying 10 items.
- Testing for contemporaneous correlation of disturbances in seemingly unrelated regressions with serial dependence (Q1927461) (← links)
- The Beveridge-Nelson decomposition of Markov-switching processes (Q1929080) (← links)
- The spurious regression of fractionally integrated processes (Q1973433) (← links)
- Using Difference-Based Methods for Inference in Regression with Fractionally Integrated Processes (Q3505333) (← links)
- Maximum likelihood estimation of stationary multivariate ARFIMA processes (Q3589972) (← links)
- A generalized ARFIMA process with Markov-switching fractional differencing parameter (Q3638584) (← links)
- On the power of durbin-watson statistic against fractionally integrated processes (Q4224731) (← links)
- ESTIMATING TRENDING VARIABLES IN THE PRESENCE OF FRACTIONALLY INTEGRATED ERRORS (Q4512685) (← links)
- SPURIOUS REGRESSION BETWEEN <i>I</i>(1) PROCESSES WITH INFINITE VARIANCE ERRORS (Q4512740) (← links)
- (Q5041335) (← links)
