The following pages link to (Q5663203):
Displaying 24 items.
- MIDAS Regressions: Further Results and New Directions (Q130725) (← links)
- Nonparametric transformation to white noise (Q290951) (← links)
- Predicting volatility: getting the most out of return data sampled at different frequencies (Q292004) (← links)
- Adaptive identification of systems with distributed lags (Q308575) (← links)
- Regression models with mixed sampling frequencies (Q736674) (← links)
- Bootstrapping I(1) data (Q736677) (← links)
- On the reliability of quasi-t-statistics: Some Monte Carlo results (Q806891) (← links)
- On fitting distributed lag models subject to polynomial restrictions (Q1157661) (← links)
- Testing for autocorrelation in the autoregressive moving average error model (Q1212774) (← links)
- Asymptotic properties of full information estimators in dynamic autoregressive simultaneous equation models (Q1234155) (← links)
- Rational and polynomial lags. The finite connection (Q1255288) (← links)
- Testing the exogeneity specification in the complete dynamic simultaneous equation model (Q1256287) (← links)
- A classified bibliography of Monte Carlo studies in econometrics (Q1393801) (← links)
- An efficient two-step estimator for the dynamic adjustment model with autoregressive errors (Q1846322) (← links)
- Estimation: A brief survey (Q1846718) (← links)
- Estimation in integer-valued moving average models (Q2759391) (← links)
- Closed-form expressions for the regular part coefficients in matrix polynomial inversion and related results (Q2994899) (← links)
- Local resistance in distributed lag models (Q3657291) (← links)
- TRANSFER FUNCTION MODEL ORDER AND PARAMETER ESTIMATION (Q3690922) (← links)
- Small sample efficiency gains from a first observation correction for hatanakafs estimator of the lagged dependent variable-serial correlation regression model (Q3805717) (← links)
- OPTIMAL ALLOCATION AND PRICING WHEN CONSUMER BEHAVIOUR IS SUBOPTIMAL (Q3851919) (← links)
- A Short-Cut Derivation for the Solution of Autoregressive Models from Sharp Algebraic Arguments (Q4648657) (← links)
- Phoebus J. Dhrymes (1932–2016) (Q5357396) (← links)
- Checks of model adequacy for univariate time series models and their application to econometric relationships (Q5750232) (← links)
