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~institution:"Birkbeck College / Department of Economics"
~institution:"Centre for Quantitative Economics & Computing"
~institution:"Organisation for Economic Co-operation and Development"
~institution:"State University of New York at Albany / Department of Economics"
~isPartOf:"Discussion papers in quantitative economics and computing / E"
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Search: subject_exact:"Schätzer"
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Estimation theory
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Schätztheorie
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Einheitswurzeltest
3
Großbritannien
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Theorie
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Burke, Simon P.
5
Greenblatt, Seth A.
4
Brooks, Chris
2
Patterson, Kerry D.
2
Pitarakis, Jean-Yves
2
Burke, S. P.
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Birkbeck College / Department of Economics
Centre for Quantitative Economics & Computing
Organisation for Economic Co-operation and Development
State University of New York at Albany / Department of Economics
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Discussion papers in quantitative economics and computing / E
Albany discussion papers
6
Discussion papers in economics
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OECD Guidelines for the Testing of Chemicals, Section 2
5
Discussion paper in financial economics : FE
4
OECD Guidelines for the Testing of Chemicals, Section 1
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Discussion papers / Department of Economics, University of Albany, State University of New York
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ECONIS (ZBW)
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The impact of moving average behaviour on the Johansen trace test for cointegration
Burke, S. P.
;
Hunter, J.
-
1998
Persistent link: https://www.econbiz.de/10001351113
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2
Large and small sample information criteria for GARCH models based on the estimation of the Kullback-Leibler discrepancy
Brooks, Chris
-
1997
Persistent link: https://www.econbiz.de/10000978781
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3
Moment generating function and further exact results for autoregression with multiple frequency unit roots
Pitarakis, Jean-Yves
-
1996
Persistent link: https://www.econbiz.de/10000944147
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4
On the exact moments of asymptotic distributions in an unstable AR(1) with dependent errors
Gonzalo, Jesús
-
1996
Persistent link: https://www.econbiz.de/10000944149
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5
Wavelet basis selection for regression by cross-validation
Greenblatt, Seth A.
-
1995
Persistent link: https://www.econbiz.de/10000903020
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6
Testing for nonlinearity in daily sterling exchange rates
Brooks, Chris
-
1995
Persistent link: https://www.econbiz.de/10000911564
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7
A unique set of cointegrating vectors with possible implications for cointegrating regressions
Burke, Simon P.
-
1995
Persistent link: https://www.econbiz.de/10000931962
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8
Analysing cointegrated systems using the MP inverse
Burke, Simon P.
-
1995
Persistent link: https://www.econbiz.de/10000921052
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9
Wavelets in econometrics : an application to outlier testing
Greenblatt, Seth A.
-
1994
Persistent link: https://www.econbiz.de/10000897123
Saved in:
10
Consumption: innovation persistence and the excess smoothness debate
Patterson, Kerry D.
;
Sowell, Fallaw
-
1994
Persistent link: https://www.econbiz.de/10000897124
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