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Econometric theory
CEMMAP working papers / Centre for Microdata Methods and Practice
39
Journal of econometrics
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Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics
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Transportation Research Part B: Methodological
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Testing for Zero Autocorrelation in the Presence of Statistical Dependence
Lobato, I.N.
;
Nankervis, John C.
;
Savin, N.E.
- In:
Econometric theory
18
(
2002
)
3
,
pp. 730-743
Persistent link: https://www.econbiz.de/10006973967
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2
TESTING FOR LONG MEMORY
Harris, David
;
Mccabe, Brendan
;
Leybourne, Stephen
; …
- In:
Econometric theory
24
(
2008
)
1
,
pp. 143-175
Persistent link: https://www.econbiz.de/10007896790
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3
Testing for zero autocorrelation in the presence of statistical dependence
Lobato, Ignacio N.
;
Nankervis, John C.
;
Savin, N. Eugene
- In:
Econometric theory
18
(
2002
)
3
,
pp. 730-743
Persistent link: https://www.econbiz.de/10001673455
Saved in:
4
Mirror-image and invariant distributions in ARMA models
Cryer, Jonathan D.
- In:
Econometric theory
5
(
1989
)
1
,
pp. 36-52
Persistent link: https://www.econbiz.de/10001065764
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5
THE APPROXIMATE MOMENTS OF THE LEAST SQUARES ESTIMATOR FOR THE STATIONARY AUTOREGRESSIVE MODEL UNDER A GENERAL ERROR DISTRIBUTION
Bao, Yong
;
Abadir, K.M.
;
Hadri, K.
;
Abadir, K.M.
;
Lucas, A.
- In:
Econometric theory
23
(
2007
)
5
,
pp. 1013-1021
Persistent link: https://www.econbiz.de/10007762698
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6
TESTING FOR UNIT ROOTS IN PANELS WITH A FACTOR STRUCTURE
Breitung, Jörg
;
Das, Samarjit
;
Bai, J.
;
Ng, S.
;
Bai, J.
; …
- In:
Econometric theory
24
(
2008
)
1
,
pp. 88-108
Persistent link: https://www.econbiz.de/10007896792
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7
MONITORING PROCEDURES TO DETECT UNIT ROOTS AND STATIONARITY
Steland, Ansgar
;
Andrews, D.W.K.
;
Bai, J.
;
Bai, J.
; …
- In:
Econometric theory
23
(
2007
)
6
,
pp. 1108-1135
Persistent link: https://www.econbiz.de/10007869214
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8
THE AVAILABLE INFORMATION FOR INVARIANT TESTS OF A UNIT ROOT
Marsh, Patrick
;
Abadir, K.M.
;
Bunzel, H.
;
Vogelsang, T.J.
; …
- In:
Econometric theory
23
(
2007
)
4
,
pp. 686-710
Persistent link: https://www.econbiz.de/10007732416
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9
Oracle-efficient nonparametric estimation of an additive model with an unknown link function
Horowitz, Joel
;
Mammen, Enno
- In:
Econometric theory
27
(
2011
)
3
,
pp. 582-608
Persistent link: https://www.econbiz.de/10009266725
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10
Testing a parametric model against a semiparametric alternative
Horowitz, Joel
- In:
Econometric theory
10
(
1994
)
5
,
pp. 821-848
Persistent link: https://www.econbiz.de/10001175056
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