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isPartOf:"International business and economics research journal"
~isPartOf:"Cowles Foundation discussion paper"
~isPartOf:"Econometric theory"
~isPartOf:"Journal of economic surveys"
~subject:"Autocorrelation"
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Adaptive estimation of autoregressive models with time-varying variances
Xu, Ke-Li
(
contributor
);
Phillips, Peter C. B.
(
contributor
)
-
2006
Persistent link: https://www.econbiz.de/10003461394
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2
The approximate moments of the least squares estimator for the stationary autoregressive model under a general error distribution
Bao, Yong
- In:
Econometric theory
23
(
2007
)
5
,
pp. 1013-1021
Persistent link: https://www.econbiz.de/10003549687
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Testing for linearity
Hansen, Bruce E.
- In:
Journal of economic surveys
13
(
1999
)
5
,
pp. 551-576
Persistent link: https://www.econbiz.de/10001440325
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