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~isPartOf:"Journal of business & economic statistics : JBES ; a publication of the American Statistical Association"
~person:"Baltagi, Badi H."
~person:"Kapetanios, George"
~person:"Lütkepohl, Helmut"
~person:"West, Kenneth D."
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Baltagi, Badi H.
Kapetanios, George
Lütkepohl, Helmut
West, Kenneth D.
Li, Qi
9
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7
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Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
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1
Heteroscedastic proxy vector autoregressions
Lütkepohl, Helmut
;
Schlaak, Thore
- In:
Journal of business & economic statistics : JBES ; a …
40
(
2022
)
3
,
pp. 1268-1281
Persistent link: https://www.econbiz.de/10013539510
Saved in:
2
A state space approach to extracting the signal from uncertain data
Cunningham, Alastair W. F.
;
Eklund, Jana
;
Jeffery, Chris
; …
- In:
Journal of business & economic statistics : JBES ; a …
30
(
2012
)
2
,
pp. 173-180
Persistent link: https://www.econbiz.de/10009657376
Saved in:
3
The econometrics of rational addiction: the case of cigarettes
Baltagi, Badi H.
;
Griffin, James M.
- In:
Journal of business & economic statistics : JBES ; a …
19
(
2001
)
4
,
pp. 449-454
Persistent link: https://www.econbiz.de/10001646382
Saved in:
4
Tests for forecast encompassing when forecasts depend on estimated regression parameters
West, Kenneth D.
- In:
Journal of business & economic statistics : JBES ; a …
19
(
2001
)
1
,
pp. 29-33
Persistent link: https://www.econbiz.de/10001543433
Saved in:
5
A comparison of alternative instrumental variables estimators of a dynamic linear model
West, Kenneth D.
- In:
Journal of business & economic statistics : JBES ; a …
14
(
1996
)
3
,
pp. 281-293
Persistent link: https://www.econbiz.de/10001334395
Saved in:
6
Specification of echelon-form VARMA models
Lütkepohl, Helmut
- In:
Journal of business & economic statistics : JBES ; a …
14
(
1996
)
1
,
pp. 69-79
Persistent link: https://www.econbiz.de/10001203177
Saved in:
7
Forecasting vector ARMA processes with systematically missing observations
Lütkepohl, Helmut
- In:
Journal of business & economic statistics : JBES ; a …
4
(
1986
)
3
,
pp. 375-390
Persistent link: https://www.econbiz.de/10001009797
Saved in:
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