Exact moments of the sample autocorrelations from series generated by general ARIMA processes of order (p, d, q), d=0 OR 1
Year of publication: |
1980
|
---|---|
Authors: | Gooijer, Jan G. de |
Published in: |
Journal of econometrics. - Amsterdam [u.a.] : Elsevier, ISSN 0304-4076, ZDB-ID 184861-6. - Vol. 14.1980, 3, p. 365-379
|
Subject: | Ökonometrik Schätzung |
-
Buchholz, Rainer, (1985)
-
Posterior analysis of econometric models using Monte Carlo integration
Dijk, Herman K. van, (1984)
-
Keller, Klaus, (1978)
- More ...
-
Semiparametric Regression with Kernel Error Model
Yuan, Ao, (2006)
-
MDL Mean Function Selection in Semiparametric Kernel Regression Models
Gooijer, Jan G. De, (2008)
-
Efficient Estimation of an Additive Quantile Regression
Cheng, Yebin, (2009)
- More ...