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Abadir, Karim M.
2
Hendry, David F.
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Morettin, Pedro A.
2
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1
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1
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Journal of time series econometrics
42
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OLC EcoSci
42
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1
Testing for neglected nonlinearity using artificial neural networks with many randomized hidden unit activations
Lee, Tae-hwy
;
Xi, Zhou
;
Zhang, Ru
- In:
Journal of time series econometrics
5
(
2013
)
1
,
pp. 61-85
Persistent link: https://www.econbiz.de/10010147980
Saved in:
2
Asymptotic behavior of temporal aggregates in the frequency domain
Hassler, Uwe
;
Tsai, Henghsiu
- In:
Journal of time series econometrics
5
(
2013
)
1
,
pp. 47-60
Persistent link: https://www.econbiz.de/10010147981
Saved in:
3
Two-stage weighted least squares estimation of nonstationary random coefficient autoregressions
Aknouche, Abdelhakim
- In:
Journal of time series econometrics
5
(
2013
)
1
,
pp. 25-46
Persistent link: https://www.econbiz.de/10010147982
Saved in:
4
Real-time monitoring test for realized volatility
Wang, Cindy Shin-huei
;
Hsiao, Cheng
- In:
Journal of time series econometrics
5
(
2013
)
1
,
pp. 1-24
Persistent link: https://www.econbiz.de/10010147983
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5
Bootstrap, jackknife and COLS : bias and mean squared error in estimation of autoregressive models
Liu-Evans, Gareth D.
;
Phillips, Garry D. A.
- In:
Journal of time series econometrics
4
(
2012
)
2
,
pp. 1-33
Persistent link: https://www.econbiz.de/10010097495
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6
Testing for cointegration in the presence of moving average errors
Mallory, Mindy
;
Lence, Sergio H.
- In:
Journal of time series econometrics
4
(
2012
)
2
,
pp. 1-66
Persistent link: https://www.econbiz.de/10010097496
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7
Testing for structural change in heterogeneous panels with an application to the Euro’s trade effect
Pauwels, Laurent L.
;
Chan, Felix
;
Mancini Griffoli, Tommaso
- In:
Journal of time series econometrics
4
(
2012
)
2
,
pp. 1-33
Persistent link: https://www.econbiz.de/10010097497
Saved in:
8
The square root of a matrix
Abadir, Karim M.
- In:
Journal of time series econometrics
4
(
2012
)
2
,
pp. 1-5
Persistent link: https://www.econbiz.de/10010097498
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9
On the exact discretization of a continuous time AR(1) model driven by either long memory or antipersistent innovations : a fractional algebra approach
Simos, Theodore
- In:
Journal of time series econometrics
4
(
2012
)
2
,
pp. 1-24
Persistent link: https://www.econbiz.de/10010097499
Saved in:
10
Biases of correlograms and of AR representations of stationary series
Abadir, Karim M.
;
Larsson, Rolf
- In:
Journal of time series econometrics
4
(
2012
)
1
,
pp. 1-9
Persistent link: https://www.econbiz.de/10010029894
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