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An asymptotic theory of Bayesian inference for time series
Phillips, Peter C. B. - In: Econometrica : journal of the Econometric Society, an … 64 (1996) 2, pp. 381-412
Persistent link: https://www.econbiz.de/10001196496
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Asymptotically optimal smoothing with ARCH models
Nelson, Daniel B. - In: Econometrica : journal of the Econometric Society, an … 64 (1996) 3, pp. 561-573
Persistent link: https://www.econbiz.de/10001199898
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Cointegration and dynamic simultaneous equations model
Hsiao, Cheng - In: Econometrica : journal of the Econometric Society, an … 65 (1997) 3, pp. 647-670
Persistent link: https://www.econbiz.de/10001221200
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The great crash, the oil price shock, and the unit root hypothesis
Perron, Pierre - In: Econometrica : journal of the Econometric Society, an … 57 (1989) 6, pp. 1361-1401
Persistent link: https://www.econbiz.de/10001078849
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Asymptotic properties of residual based tests for cointegration
Phillips, Peter C. B. - In: Econometrica : journal of the Econometric Society, an … 58 (1990) 1, pp. 165-193
Persistent link: https://www.econbiz.de/10001084872
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A general approach to the limiting distribution for estimators in time series regression with nonstable autoregressive errors
Nabeya, Seiji - In: Econometrica : journal of the Econometric Society, an … 58 (1990) 1, pp. 145-163
Persistent link: https://www.econbiz.de/10001084873
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Inference in linear time series models with some unit roots
Sims, Christopher A. - In: Econometrica : journal of the Econometric Society, an … 58 (1990) 1, pp. 113-144
Persistent link: https://www.econbiz.de/10001084874
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Solving nonlinear rational expectations models : a stochastic equilibrium model of interest rates
Novales, Alfonso - In: Econometrica : journal of the Econometric Society, an … 58 (1990) 1, pp. 93-111
Persistent link: https://www.econbiz.de/10001084880
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Regression theory for near-integrated time series
Phillips, Peter C. B. - In: Econometrica : journal of the Econometric Society, an … 56 (1988) 5, pp. 1021-1043
Persistent link: https://www.econbiz.de/10001054010
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Equivalence between out-of-sample forecast comparisons and Wald statistics
Hansen, Peter Reinhard; Timmermann, Allan - In: Econometrica : journal of the Econometric Society, an … 83 (2015) 6, pp. 2485-2505
Persistent link: https://www.econbiz.de/10011431548