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person:"Giles, David E. A."
~isPartOf:"The review of economic studies"
~person:"Giraitis, Liudas"
~person:"Hassler, Uwe"
~person:"McAleer, Michael"
~person:"Robinson, Peter M."
~subject:"Zeitreihenanalyse"
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Zeitreihenanalyse
Estimation theory
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Giles, David E. A.
Giraitis, Liudas
Hassler, Uwe
McAleer, Michael
Robinson, Peter M.
Chiappori, Pierre-André
1
Diebold, Francis X.
1
Evans, George W.
1
Fan, Zhenhong
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Guesnerie, Roger
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Honkapohja, Seppo
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King, Maxwell L.
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Lee, Yoon-jin
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The review of economic studies
Economics letters
7
Journal of econometrics
7
Discussion paper / Suntory-Toyota International Centre for Economics and Related Disciplines
6
LSE STICERD Research Paper
5
Diskussionsbeiträge des Fachbereichs Wirtschaftswissenschaft der Freien Universität Berlin
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Discussion paper / Department of Economics, University of Canterbury
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Diskussionsbeiträge des Fachbereichs Wirtschaftswissenschaft der Freien Universität Berlin / Freie Universität Berlin, Fachbereich Wirtschaftswissenschaft
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Econometrics : open access journal
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Journal of time series econometrics
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Risks : open access journal
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Suntory and Toyota International Centres for Economics and Related Disciplines
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Allgemeines statistisches Archiv : AStA ; journal of the German Statistical Society
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Cowles Foundation Discussion Paper
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Diskussionsarbeit / Freie Universität Berlin, Fachbereich Wirtschaftswissenschaft
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Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics
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Economia : revista da ANPEC
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Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
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Handbook of financial time series
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IFO-Studien : Zeitschrift für empirische Wirtschaftsforschung
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Journal of financial econometrics : official journal of the Society for Financial Econometrics
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Journal of risk and financial management : JRFM
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Oxford bulletin of economics and statistics
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Report / Econometric Institute, Erasmus University Rotterdam / Econometric Institute, Erasmus University Rotterdam
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Consistent nonparametric entropy-based testing
Robinson, Peter M.
- In:
The review of economic studies
58
(
1991
)
4
,
pp. 437-453
Persistent link: https://www.econbiz.de/10001114333
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2
Hypothesis testing in semiparametric and nonparametric models for econometric time series
Robinson, Peter M.
- In:
The review of economic studies
56
(
1989
)
4
,
pp. 511-534
Persistent link: https://www.econbiz.de/10001073367
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3
Further results on testing AR (1) against MA (1) disturbances in the linear regression model
King, Maxwell L.
- In:
The review of economic studies
54
(
1987
)
4
,
pp. 649-663
Persistent link: https://www.econbiz.de/10001084859
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