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Monitoring multistage processes with autocorrelated observations

Kim, Jinho; Jeong, Myong K.; Elsayed, Elsayed A. - In: International journal of production research 55 (2017) 7/8, pp. 2385-2396

Persistent link: https://www.econbiz.de/10011648619

Moment estimators for autocorrelated time series and their application to default correlations

Frei, Christoph; Wunsch, Marcus - In: The journal of credit risk : published quarterly by … 14 (2018) 1, pp. 1-29

Persistent link: https://www.econbiz.de/10011885453

Benchmark forecast and error modeling

Chen, Zhao-Guo; Wu, Ka Ho - In: Journal of forecasting 36 (2017) 4, pp. 382-394

Persistent link: https://www.econbiz.de/10011860451

Statistical properties of microstructure noise

Jacod, Jean; Li, Yingying; Zheng, Xinghua - In: Econometrica : journal of the Econometric Society, an … 85 (2017) 4, pp. 1133-1174

Persistent link: https://www.econbiz.de/10011791234

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

Generalized spatialt two stage least squares estimation of spatial autoregressive models with autoregressive disturbances in the presence of endogenous regressors and many instrume...

Jin, Fei; Lee, Lung-fei - In: Econometrics : open access journal 1 (2013) 1, pp. 71-114

This paper studies the generalized spatial two stage least squares (GS2SLS) estimation of spatial autoregressive models with autoregressive disturbances when there are endogenous regressors with many valid instruments. Using many instruments may improve the efficiency of estimators...

Persistent link: https://www.econbiz.de/10009754510

Difference-in-differences techniques for spatial data : local autocorrelation and spatial interaction

Delgado, Michael S.; Florax, Raymond J. G. M. - In: Economics letters 137 (2015), pp. 123-126

Persistent link: https://www.econbiz.de/10011436285

An improved selection test between autoregressive and moving average disturbances in regression models

Nguimkeu, Pierre - In: Journal of time series econometrics 8 (2016) 1, pp. 41-54

Persistent link: https://www.econbiz.de/10011440453

Constrained variants of the gravity model and spatial dependence : model specification and estimation issues

Griffith, Daniel A.; Fischer, Manfred M. - In: Spatial econometric interaction modelling, (pp. 37-66). 2016

Persistent link: https://www.econbiz.de/10011529872

Parametric specification test for nonlinear autoregressive models

Kim, Kun Ho; Zhang, Ting; Wu, Wei Biao - In: Econometric theory 31 (2015) 5, pp. 1078-1101

Persistent link: https://www.econbiz.de/10011545520

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