The following pages link to (Q3906297):
Displaying 50 items.
- Nonparametric transformation to white noise (Q290951) (← links)
- Testing linear and log-linear regressions with autocorrelated errors (Q374913) (← links)
- The Lagrange multiplier test for autocorrelation in the presence of linear restrictions (Q375061) (← links)
- Testing of functional forms of regressions with lagged dependent variable and autocorrelated errors (Q375132) (← links)
- A new look at the relationship between time-series and structural econometric models (Q585637) (← links)
- Self-similarity in financial markets: a fractionally integrated approach (Q611788) (← links)
- Using state-space model with regime switching to represent the dynamics of facial electromyography (EMG) data (Q615678) (← links)
- Multiple capital inputs, \(Q\), and investment spending (Q690180) (← links)
- Parameter estimation in linear multinomial models (Q804152) (← links)
- A simplified method of calculating the score test for serial correlation in multivariate models (Q899820) (← links)
- A test of the independence of subsets of instrumental variables and regressors (Q899847) (← links)
- Least absolute error estimation in the presence of serial correlation (Q908646) (← links)
- Evaluating volatility forecasts in option pricing in the context of a simulated options market (Q957226) (← links)
- Linear unbiased approximators of the disturbances in the standard linear model (Q1059962) (← links)
- Multivariate subset autoregressive modelling with zero constraints for detecting 'overall causality' (Q1069258) (← links)
- Empirical modeling in dynamic econometrics (Q1083014) (← links)
- Testing strategies for model specification (Q1084825) (← links)
- Model selection for forecasting (Q1086969) (← links)
- Multivariate contemporaneous ARMA model with hydrological applications (Q1111834) (← links)
- Testing for unit roots using the augmented Dickey-Fuller test. Some issues relating to the size, power and the lag structure of the test (Q1194712) (← links)
- Nonlinearity tests for bilinear systems (Q1196872) (← links)
- Identification of seasonality in time series: A note (Q1324273) (← links)
- Multiple optima and asymptotic approximations in the partial adjustment model (Q1329126) (← links)
- Improved estimates of the parameters of state space time series models (Q1351643) (← links)
- Price flexibility in channels of distribution: Eevidence from scanner data. (Q1603750) (← links)
- A comparison of nonnested tests for misspecified models using the method of approximate slopes (Q1801418) (← links)
- Generalized autoregressive conditional heteroscedasticity (Q1821471) (← links)
- A systems approach to recursive economic forecasting and seasonal adjustment (Q1823836) (← links)
- On the formulation of empirical models in dynamic econometrics (Q1837512) (← links)
- Relative efficiency of OLSE and COTE for seasonal autoregressive disturbances (Q1880279) (← links)
- Exchange rate pass-through in a small open economy: the importance of the distribution sector (Q2416045) (← links)
- Factor representing portfolios in large asset markets (Q2439044) (← links)
- A simple test for linearity against exponential smooth transition models with endogenous variables (Q2440457) (← links)
- Immigration and the Dutch disease a counterfactual analysis of the Norwegian resource boom 2004--2013 (Q2661815) (← links)
- A Markov-switching regression model with non-Gaussian innovations: estimation and testing (Q2691700) (← links)
- A specification strategy for order determination in arma models (Q3471564) (← links)
- Linear Methods for Estimating Arma and Regression Models with Serial Correlation (Q3489227) (← links)
- Empirical Evaluation of Hybrid Defaultable Bond Pricing Models (Q3523654) (← links)
- Estimation of<i>k</i>-Factor GIGARCH Process: A Monte Carlo Study (Q3543743) (← links)
- Nonlinearity tests in time series analysis (Q3598310) (← links)
- A simple method for the estimation of rational distributed lag models (Q3793580) (← links)
- Small sample efficiency gains from a first observation correction for hatanakafs estimator of the lagged dependent variable-serial correlation regression model (Q3805717) (← links)
- Different methods of estimating sinusoidal frequencies:a numerical comparison (Q4253260) (← links)
- Consistent method for estimating sinusoidal frequencies: a non-iterative approach (Q4347029) (← links)
- Multiple hypothesis test for parameter constancy based on recursive residuals (Q4355161) (← links)
- Uniformly adaptive estimation for models with arma errors (Q4373275) (← links)
- Comment on “Statistical Adequacy and the Testing of Trend Versus Difference Stationarity” by Andreou and Spanos (Number 3) (Q4414348) (← links)
- A Joint Regression Variable and Autoregressive Order Selection Criterion (Q4677049) (← links)
- Misspecification Testing: Non-Invariance of Expectations Models of Inflation (Q5080460) (← links)
- Computer automation of general-to-specific model selection procedures (Q5940860) (← links)
