The following pages link to (Q4124141):
Displayed 50 items.
- Seasonal integration and cointegration (Q106272) (← links)
- On estimating critical population size for an endangered species in the presence of environmental stochasticity (Q580238) (← links)
- A method for approximate representation of vector-valued time series and its relation to two alternatives (Q583795) (← links)
- An analogue model of phase-averaging procedures (Q583817) (← links)
- Forecasting in the presence of large shocks (Q671541) (← links)
- A note on the distribution of the least squares estimator of a random walk with drift: Some analytical evidence (Q672879) (← links)
- Testing for periodic integration (Q672884) (← links)
- The effects of seasonally adjusting a periodic autoregressive process (Q672964) (← links)
- The balance between size and power in Dickey-Fuller tests with data-dependent rules for the choice of truncation lag (Q673193) (← links)
- Instrumental variable based unit root tests when both ARMA (p,q) orders are chosen to be too large (Q673200) (← links)
- The term structure of interest rates in real and monetary economies (Q673681) (← links)
- Testing the null hypothesis of stationarity against the alternative of a unit root. How sure are we that economic time series have a unit root? (Q675678) (← links)
- Persistence, cointegration, and aggregation. A disaggregated analysis of output fluctuations in the U.S. economy (Q685913) (← links)
- Rational bubbles. A test (Q690172) (← links)
- On Lagrangian stochastic modelling of material transport in oceanic gyres (Q701503) (← links)
- Estimating the steady-state mean from short transient simulations (Q706919) (← links)
- Limiting power of unit-root tests in time-series regression (Q756339) (← links)
- A Bayesian analysis of the unit root in real exchange rates (Q758078) (← links)
- Testing the autoregressive parameter with the t statistic (Q761000) (← links)
- Some evidence on the accuracy of Phillips-Perron tests using alternative estimates of nuisance parameter (Q806888) (← links)
- Unit-roots test for time-series data with a linear time trend (Q809530) (← links)
- Nonparametric curve estimation with time series errors (Q811056) (← links)
- Unit root testing (Q862778) (← links)
- Mean and volatility dynamics of indian rupee/US dollar exchange rate series: an empirical investigation (Q878216) (← links)
- A test for the presence of pure feedback in multivariate dynamic stochastic systems (Q912557) (← links)
- Time series - information and prediction (Q918613) (← links)
- On time series with randomized unit root and randomized seasonal unit root (Q951936) (← links)
- Switching equilibria: the present value model for stock prices revisited (Q953718) (← links)
- Fundamentals and bubbles in asset prices: Evidence from U.S. and Japanese asset prices (Q1000376) (← links)
- The Japanese stock market and the macroeconomy: An empirical investigation (Q1000390) (← links)
- Asymptotics for estimation of quantile regressions with truncated infinite-dimensional proc\-ess\-es (Q1000576) (← links)
- A note on the self-normalized Dickey-Fuller test for unit roots in autoregressive time series with GARCH errors (Q1003937) (← links)
- Some asymptotic results on the effect of autocorrelation on the error rates of the sample linear discriminant function (Q1052023) (← links)
- Predictors for the first-order autoregressive process (Q1055137) (← links)
- Linear prediction of ARMA processes with infinite variance (Q1059970) (← links)
- Median based covariogram estimators reduce bias (Q1062403) (← links)
- The effects of autocorrelation among errors on the consistency property of OLS variance estimator (Q1063986) (← links)
- Some robust exact results on sample autocorrelations and tests of randomness (Q1074278) (← links)
- Autoregressive time series analysis via representatives (Q1087286) (← links)
- Composite modeling of nonstationary signals (Q1093611) (← links)
- Simple consistent estimation of the coefficients of a linear filter (Q1098530) (← links)
- Common nonstationary components of asset prices (Q1102850) (← links)
- Characterizations of normality in translation classes by properties of Bayes estimators (Q1104656) (← links)
- The convergence of multivariate `unit root' distributions to their asymptotic limits. The case of money-income causality (Q1104684) (← links)
- Forecasting and testing in co-integrated systems (Q1105971) (← links)
- On alternative state space representations of time series models (Q1109668) (← links)
- Trends and random walks in macroeconomic time series (Q1112530) (← links)
- Multivariate functional least squares (Q1118293) (← links)
- The impact of information timeliness on the predictability of stock and futures returns: An application of vector models (Q1127245) (← links)
- Unit root tests for time series with outliers (Q1129416) (← links)