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subject:"Time series analysis"
~isPartOf:"Discussion paper / Department of Economics, University of California San Diego"
~source:"econis"
~subject:"Theorie"
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Time series analysis
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Granger, C. W. J.
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ECONIS (ZBW)
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1
Testing conditional independence via empirical likelihood
Su, Liangjun
;
White, Halbert
-
2003
Persistent link: https://www.econbiz.de/10002118431
Saved in:
2
Model-free volatility prediction
Politis, Dimitris N.
-
2003
Persistent link: https://www.econbiz.de/10002118468
Saved in:
3
Tests of conditional predictive ability
Giacomini, Raffaella
;
White, Halbert
-
2003
Persistent link: https://www.econbiz.de/10001778124
Saved in:
4
Spurious regressions with stationary Gegenbauer processes and harmonic processes
Sun, Yixiao
-
2003
Persistent link: https://www.econbiz.de/10001753289
Saved in:
5
A convergent t-statistic in spurious regressions
Sun, Yixiao
-
2003
Persistent link: https://www.econbiz.de/10001753294
Saved in:
6
Games and discrimination : lessons from the weakest link
Antonovics, Kate
;
Arcidiacono, Peter
;
Walsh, Randall P.
-
2003
Persistent link: https://www.econbiz.de/10001753299
Saved in:
7
A simple model that generates stylized facts of returns
Yoon, Gawon
-
2003
Persistent link: https://www.econbiz.de/10001753302
Saved in:
8
Optimally testing general breaking processes in linear time series models
Elliott, Graham
;
Müller, Ulrich K.
-
2003
Persistent link: https://www.econbiz.de/10001753313
Saved in:
9
General equilibrium in a segmented market economy with convex transaction cost : existence, efficiency, commodity and fiat money
Starr, Ross M.
-
2002
Persistent link: https://www.econbiz.de/10001659312
Saved in:
10
Hidden cointegration
Granger, C. W. J.
;
Yoon, Gawon
-
2002
Persistent link: https://www.econbiz.de/10001659322
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