The following pages link to (Q4214054):
Displaying 41 items.
- Diagnostic Checking in Multivariate ARMA Models With Dependent Errors Using Normalized Residual Autocorrelations (Q111926) (← links)
- Point optimal tests of the null hypothesis of cointegration (Q261891) (← links)
- A theory of robust long-run variance estimation (Q289220) (← links)
- Short run and long run causality in time series: inference (Q291702) (← links)
- Almost sure hypothesis testing and a resolution of the Jeffreys-Lindley paradox (Q302434) (← links)
- Computing and estimating information matrices of weak ARMA models (Q425392) (← links)
- Estimation of the variance of the quasi-maximum likelihood estimator of weak VARMA models (Q485924) (← links)
- Estimating structural VARMA models with uncorrelated but non-independent error terms (Q631613) (← links)
- Limited participation and exchange rate dynamics: does theory meet the data? (Q844631) (← links)
- Long run variance estimation and robust regression testing using sharp origin kernels with no truncation (Q866643) (← links)
- Phillips-Perron-type unit root tests in the nonlinear ESTAR framework (Q878303) (← links)
- Testing for bubbles and change-points (Q953776) (← links)
- Empirical reverse engineering of the pricing kernel. (Q1398984) (← links)
- An alternative bootstrap to moving blocks for time series regression models (Q1414629) (← links)
- Moment ratio estimation of autoregressive/unit root parameters and autocorrelation-consistent standard errors (Q1659160) (← links)
- Alternative HAC covariance matrix estimators with improved finite sample properties (Q1662087) (← links)
- Confidence regions for entries of a large precision matrix (Q1668572) (← links)
- On some heteroskedasticity-robust estimators of variance-covariance matrix of the least-squares estimators (Q1866226) (← links)
- On comparing multi-horizon forecasts (Q1929459) (← links)
- Testing linear causality in mean when the number of estimated parameters is high (Q1952197) (← links)
- Estimation of weak ARMA models with regime changes (Q1984643) (← links)
- Multivariate portmanteau tests for weak multiplicative seasonal VARMA models (Q2029218) (← links)
- Simple estimators and inference for higher-order stochastic volatility models (Q2043263) (← links)
- Goodness-of-fit tests for SPARMA models with dependent error terms (Q2151745) (← links)
- Generalized dynamic factor models and volatilities: consistency, rates, and prediction intervals (Q2305972) (← links)
- Stein's identity, Fisher information, and projection pursuit: A triangulation (Q2382857) (← links)
- Low-frequency robust cointegration testing (Q2439861) (← links)
- Testing over-identifying restrictions without consistent estimation of the asymptotic covariance matrix (Q2451794) (← links)
- An intuitive skewness-based symmetry test applicable to stationary time series data (Q2697055) (← links)
- Regulated seasonal unit root process (Q2700548) (← links)
- Accurately sized test statistics with misspecified conditional homoskedasticity (Q3019825) (← links)
- Optimal Model Averaging Based on Generalized Method of Moments (Q5037805) (← links)
- Normality tests for dependent data: large-sample and bootstrap approaches (Q5087935) (← links)
- Multivariate Portmanteau Test For Autoregressive Models with Uncorrelated but Nonindependent Errors (Q5430508) (← links)
- Semiparametric Sieve-Type Generalized Least Squares Inference (Q5863643) (← links)
- Estimating weak periodic vector autoregressive time series (Q6064239) (← links)
- Distribution of residual autocorrelations for multiplicative seasonal ARMA models with uncorrelated but nonindependent error terms (Q6067649) (← links)
- Kolmogorov-Smirnov type testing for structural breaks: a new adjusted-range based self-normalization approach (Q6152637) (← links)
- Portmanteau tests for periodic ARMA models with dependent errors (Q6153720) (← links)
- Diagnostic checking in FARIMA models with uncorrelated but non-independent error terms (Q6158216) (← links)
- Central limit theorems for high dimensional dependent data (Q6178582) (← links)
