Pages that link to "Item:Q5844508"

The following pages link to On the Statistical Treatment of Linear Stochastic Difference Equations (Q5844508):

Displaying 26 items.

• A comparison of LS/ML and GMM estimation in a simple AR(1) model (Q4490157) (← links)
• Asymptotic inference for an unstable spatial AR model (Q4651103) (← links)
• DISTRIBUTIONS OF LEAST SQUARES ESTIMATORS OF AUTOREGRESSIVE PARAMETERS FOR A PROCESS WITH COMPLEX ROOTS ON THE UNIT CIRCLE (Q4728067) (← links)
• DISTRIBUTION OF THE LEAST SQUARES ESTIMATOR IN A FIRST-ORDER AUTOREGRESSIVE MODEL (Q4817928) (← links)
• Moments of the Limiting Distribution for the Boundary Case in the First Order Autoregressive Process (Q4842700) (← links)
• On the covariance matrix estimators of the white noise process of a vector autoregressive model (Q4843724) (← links)
• TRYGVE HAAVELMO AT THE COWLES COMMISSION (Q5177923) (← links)
• HAAVELMO’S CONTRIBUTIONS TO SIMULTANEOUS-EQUATIONS ESTIMATION (Q5247352) (← links)
• Precise Asymptotics in Complete Moment Convergence of Parameter Estimator in the Gaussian Autoregressive Process (Q5265844) (← links)
• Numerical computation of exact moments of the least squares estimator in a first-order stationary autoregressive model (Q5287312) (← links)
• Robust testing of level changes in interrupted time-series analysis (Q5485086) (← links)
• On residuals and their autocorrelations in fitted time series models (Q5618858) (← links)
• Stochastic stability of macroeconomic systems† (Q5630798) (← links)
• Testing hypotheses and the construction of confidence intervals for the parameters of stochastic linear difference equations in small samples (Q5634758) (← links)
• (Q5639206) (← links)
• �ber die Konsistenz von Parametersch�tzfunktionen f�r ein gemischtes Zeitreihen-Regressionsmodell (Q5734828) (← links)
• Asymptotic properties of least-squares estimates of parameters of the spectrum of a stationary non-deterministic time-series (Q5737471) (← links)
• A unified sequential identification structure based on convergence considerations (Q5905772) (← links)
• The primary process of a smoothing relation (Q5925436) (← links)
• Non-redundancy of high order moment conditions for efficient GMM estimation of weak AR processes (Q5941235) (← links)
• Asymptotic inference for spatial autoregression and orthogonality of Ornstein-Uhlenbeck sheets (Q5948832) (← links)
• The primary process of a smoothing relation (Q5972210) (← links)
• Explicit bivariate rate functions for large deviations in AR(1) and MA(1) processes with Gaussian innovations (Q6090953) (← links)
• Generalized Covariance Estimator (Q6190741) (← links)
• Mixing convergence of LSE for supercritical AR(2) processes with Gaussian innovations using random scaling (Q6594923) (← links)
• Bootstrapping ARMA time series models after model selection (Q6641337) (← links)