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Some exact formulae for autoregressive moving average processes
Zinde-Walsh, Victoria - In: Econometric theory 4 (1988) 3, pp. 384-402
Persistent link: https://www.econbiz.de/10001074425
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The history of continuous-time econometric models
Bergstrom, Albert R. - In: Econometric theory 4 (1988) 3, pp. 365-383
Persistent link: https://www.econbiz.de/10001074426
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Gaussian likelihood of continuous-time ARMAX models when data are stocks and flows at different frequencies
Zadrozny, Peter A. - In: Econometric theory 4 (1988) 1, pp. 108-124
Persistent link: https://www.econbiz.de/10001049382
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ARMA memory index modeling of economic time series
Bierens, Herman J. - In: Econometric theory 4 (1988) 1, pp. 35-59
Persistent link: https://www.econbiz.de/10001049389
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A consistent test of stationary-ergodicity
Domowitz, Ian - In: Econometric theory 9 (1993) 4, pp. 589-601
Persistent link: https://www.econbiz.de/10001156714
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Adaptive estimation in ARCH models
Linton, Oliver - In: Econometric theory 9 (1993) 4, pp. 539-569
Persistent link: https://www.econbiz.de/10001156716
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Point optimal tests for testing the order of differencing in ARIMA models
Saikkonen, Pentti - In: Econometric theory 9 (1993) 3, pp. 343-362
Persistent link: https://www.econbiz.de/10001151130
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Multivariate time series : a polynomial error correction representation theorem
Grégoir, Stéphane - In: Econometric theory 9 (1993) 3, pp. 329-342
Persistent link: https://www.econbiz.de/10001151131
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Principal components analysis of cointegrated time series
Harris, David - In: Econometric theory 13 (1997) 4, pp. 529-557
Persistent link: https://www.econbiz.de/10001230725
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Weak convergence to a matrix stochastic integral with stable processes
Caner, Mehmet - In: Econometric theory 13 (1997) 4, pp. 506-528
Persistent link: https://www.econbiz.de/10001230728