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Power properties of linearity tests for time series
Teräsvirta, Timo - 1990
Persistent link: https://www.econbiz.de/10000168174
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A unified approach to likelihood inference on stochastic orderings in a non-parametric context
Dardanoni, Valentino; Forcina, Antonio - 1997
Persistent link: https://www.econbiz.de/10000958489
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Asymptotic theory for ARCH models : stability, estimation and testing
Weiss, Andrew A. - 1982
Persistent link: https://www.econbiz.de/10000964653
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Measuring lag structure in forecasting models : the introduction of time distance
Granger, C. W. J.; Jeon, Yongil - 1997
Persistent link: https://www.econbiz.de/10000979041
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Unobserved heterogeneity and equilibrium : an experimental study of Bayesian and adaptive learning in normal form games
Shachat, Jason M.; Walker, Mark - 1997
Persistent link: https://www.econbiz.de/10000979051
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Stochastic permanent breaks
Engle, Robert F.; Smith, Aaron D. - 1998
Persistent link: https://www.econbiz.de/10000983276
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Dangers of data-driven inference : the case of calendar effects in stock returns
Sullivan, Ryan; Timmermann, Allan; White, Halbert - 1998
Persistent link: https://www.econbiz.de/10000988757
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Moment-based estimation of latent class models of event counts
Deb, Partha; Xia, Ming; Trivedi, Pravin K. - 1998
Persistent link: https://www.econbiz.de/10000988762
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Econometric analysis of discrete-valued irregulary-spaced financial transactions data using a new autoregressive conditional multinominal model
Russell, Jeffrey R.; Engle, Robert F. - 1998
Persistent link: https://www.econbiz.de/10000988764
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Testing for unit roots with prediction errors
Sánchez, Ismael - 1998
Persistent link: https://www.econbiz.de/10000993941