The following pages link to Charles R. Nelson (Q277152):
Displaying 11 items.
- The zero-information-limit condition and spurious inference in weakly identified models (Q277154) (← links)
- The Beveridge-Nelson decomposition in retrospect and prospect (Q299208) (← links)
- The first-order moving average process. Identification, estimation and prediction (Q1215237) (← links)
- Gains in efficiency from joint estimation of systems of autoregressive- moving average processes (Q1231368) (← links)
- Hypothesis testing based on goodness-of-fit in the moving average time series model (Q1258155) (← links)
- Some Further Results on the Exact Small Sample Properties of the Instrumental Variable Estimator (Q3349840) (← links)
- BUSINESS-CYCLE FILTERING OF MACROECONOMIC DATA VIA A LATENT BUSINESS-CYCLE INDEX (Q3426138) (← links)
- Spurious Periodicity in Inappropriately Detrended Time Series (Q3922059) (← links)
- Rational Expectations and the Estimation of Econometric Models (Q4088178) (← links)
- The Interpretation of R 2 in Autoregressive-Moving Average Time Series Models (Q4122679) (← links)
- Spurious Inference in the GARCH (1,1) Model When It Is Weakly Identified (Q5452763) (← links)
