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subject:"Probability theory"
subject:"Time series analysis"
~isPartOf:"Applied economics letters"
~person:"Agiropoulos, Charalampos"
~person:"Franses, Philip Hans"
~person:"Nielsen, Bent"
~subject:"Prognoseverfahren"
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Probability theory
Time series analysis
Prognoseverfahren
Estimation theory
4
Schätztheorie
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2
Regressionsanalyse
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hypothesis testing for correlation
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independent stationary AR(1) processes
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pre-whitening
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simple regression model
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Agiropoulos, Charalampos
Franses, Philip Hans
Nielsen, Bent
Agiakloglou, Christos N.
3
Cook, Steven
3
Yamada, Hiroshi
3
Caporale, Guglielmo Maria
2
Kose, Nezir
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Applied economics letters
Report / Econometric Institute, Erasmus University Rotterdam
9
Discussion paper / Tinbergen Institute
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Report / Econometric Institute, Erasmus University Rotterdam / Econometric Institute, Erasmus University Rotterdam
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The methodology and practice of econometrics : a Festschrift in honour of David F. Hendry
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Testing for bias in forecasts for independent binary outcomes
Franses, Philip Hans
- In:
Applied economics letters
28
(
2021
)
15
,
pp. 1336-1338
Persistent link: https://www.econbiz.de/10012609665
Saved in:
2
Dealing with serially correlated errors in the context of spurious regression for two independent stationary AR(1) processes
Agiakloglou, Christos N.
;
Agiropoulos, Charalampos
- In:
Applied economics letters
29
(
2022
)
7
,
pp. 619-625
Persistent link: https://www.econbiz.de/10013170999
Saved in:
3
The balance between size and power in testing for linear association for two stationary AR(1) processes
Agiakloglou, Christos N.
;
Agiropoulos, Charalampos
- In:
Applied economics letters
23
(
2016
)
4/6
,
pp. 230-234
Persistent link: https://www.econbiz.de/10011430410
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