zbMath0747.62113MaRDI QIDQ4002943
Andrew C. Harvey
Publication date: 18 September 1992
Title: zbMATH Open Web Interface contents unavailable due to conflicting licenses.
Testing the constancy of regression parameters against continuous structural change,
The structure of US food demand,
A simple recursive estimation method for linear regression models with \(\text{AR}(p)\) disturbances,
Tailored randomized block MCMC methods with application to DSGE models,
Mallows' quasi-likelihood estimation for log-linear Poisson autoregressions,
Component structures of agricultural commodity futures traded on the Tokyo grain exchange,
The second-order bias and mean squared error of nonlinear estimators,
A simple recursive forecasting model,
A cusum test in the linear regression model with serially correlated disturbances,
Valuation of option price in commodity markets described by a Markov-switching model: a case study of WTI crude oil market,
A goodness-of-fit test for generalized error distribution,
Testing for a break at an unknown change-point: A test with known size in small samples,
Trend of commodity prices and exchange rate in Australian economy: time varying parameter model approach,
On the finite sample effects of nonlinear reparameterizations,
Multi-period asset allocation by stochastic dynamic programming,
On consistent testing for serial correlation of unknown form in vector time series models.,
Specification, Estimation, and Evaluation of Smooth Transition Autoregressive Models,
Equity Risk Premium,
Recursive estimation in econometrics,
On robust testing for conditional heteroscedasticity in time series models,
Detecting Randomness: A Review of Existing Tests with New Comparisons,
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Fitting MA(\(q\)) models in the closed invertible region,
Asset price prediction using seasonal decomposition,
A model of the term structure of interest rates for an economically dependent country,
Initial transient detection in simulations using the second-order cumulant spectrum,
The sensitivity of OLS when the variance matrix is (partially) unknown,
Bayes regression with autoregressive errors. A Gibbs sampling approach,
Testing for ARCH in the presence of a possibly misspecified conditional mean,
A method to estimate power parameter in exponential power distribution via polynomial regression,
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A comparison between the linear regression model with autocorrelated errors and the partial adjustment model,
Recursive mean adjustment in time-series inferences,
A state-space approach to calculating the Beveridge-Nelson decomposition.
