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A nonparametric distribution-free test for serial independence of errors
Du, Zaichao; Escanciano, Juan Carlos - In: Econometric reviews 34 (2015) 6/10, pp. 1011-1034
Persistent link: https://www.econbiz.de/10011483448
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Limit theory for VARs with mixed roots near unity
Phillips, Peter C. B.; Lee, Ji Hyung - In: Econometric reviews 34 (2015) 6/10, pp. 1035-1056
Persistent link: https://www.econbiz.de/10011483449
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Constructing common factors from continuous and categorical data
Ng, Serena - In: Econometric reviews 34 (2015) 6/10, pp. 1141-1171
Persistent link: https://www.econbiz.de/10011483453
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GARCH model estimation using estimated quadratic variation
Galbraith, John W.; Zinde-Walsh, Victoria; Zhu, Jingmei - In: Econometric reviews 34 (2015) 6/10, pp. 1172-1192
Persistent link: https://www.econbiz.de/10011483454
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Fuzzy autoregressive rules : towards linguistic time series modeling
Aznarte, José Luis; Alcalá-Fdez, Jesús; Arauzo, Antonio - In: Econometric reviews 30 (2011) 6, pp. 646-668
Persistent link: https://www.econbiz.de/10009269799
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Testing the null hypothesis of nonstationary long memory against the alternative hypothesis of a nonlinear ergodic model
Kapetanios, George; Shin, Yongcheol - In: Econometric reviews 30 (2011) 6, pp. 620-645
Persistent link: https://www.econbiz.de/10009269801
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Theory and applications of TAR model with two threshold variables
Chen, Haiqiang; Chong, Terence Tai-Leung; Bai, Jushan - In: Econometric reviews 31 (2012) 1/3, pp. 142-170
Persistent link: https://www.econbiz.de/10009515966
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Testing parameter constancy in unit root autoregressive models against multiple continuous structural changes
He, Changli; Sandberg, Rickard - In: Econometric reviews 31 (2012) 1/3, pp. 34-59
Persistent link: https://www.econbiz.de/10009515974
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Special issue: Statistical inference on time series stochastic and deterministic dynamics
Dagum, Estela Bee (contributor);  … - 2009
Persistent link: https://www.econbiz.de/10003800641
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Editorial: Special issue on statistical inference on time series stochastic and deterministic dynamics
Dagum, Estela Bee; Bordignon, Silvano - In: Econometric reviews 28 (2009) 1/3, pp. 1-3
Persistent link: https://www.econbiz.de/10003800644