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Asymptotic estimation and hypothesis testing results for vector linear time series models
Kohn, R. - In: Econometrica : journal of the Econometric Society, an … 47 (1979) 4, pp. 1005-1030
Persistent link: https://www.econbiz.de/10002247409
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Nearly efficient estimation of time series models with predetermined, but not exogenous, instruments
Hayashi, Fumio; Sims, Christopher - In: Econometrica : journal of the Econometric Society, an … 51 (1983) 3, pp. 783-798
Persistent link: https://www.econbiz.de/10002750961
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Testing for unit roots : [P.] 1
Evans, G. B. A.; Savin, N. E. - In: Econometrica : journal of the Econometric Society, an … 49 (1981) 3, pp. 753-779
Persistent link: https://www.econbiz.de/10001837065
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Gaussian estimation of structural parameters in higher order continuous time dynamic models
Bergstrom, A. R. - In: Econometrica : journal of the Econometric Society, an … 51 (1983) 1, pp. 117-152
Persistent link: https://www.econbiz.de/10001900432
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Partial time regressions as compared with individual trends
Frisch, Ragnar; Waugh, Frederick V. - In: Econometrica : journal of the Econometric Society, an … 1 (1933), pp. 387-401
Persistent link: https://www.econbiz.de/10002171326
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Theory and time series estimation of the quadratic expenditure system
Howe, Howard; Pollak, Robert A.; Wales, Terence J. - In: Econometrica : journal of the Econometric Society, an … 47 (1979) 5, pp. 1231-1247
Persistent link: https://www.econbiz.de/10002982770
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A class of decomposition of the variance-covariance matrix of a generalized error components model
Wansbeek, Tom; Kapteyn, Arie - In: Econometrica : journal of the Econometric Society, an … 50 (1982) 3, pp. 713-724
Persistent link: https://www.econbiz.de/10002956867
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The properties of the parameterization of ARMAX systems and their relevance for structural estimation and dynamic specification
Deistler, M. - In: Econometrica : journal of the Econometric Society, an … 51 (1983) 4, pp. 1187-1207
Persistent link: https://www.econbiz.de/10002072346
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Lead-lag relations, exogeneity and prediction of economic time series
Neftçi, Salih N. - In: Econometrica : journal of the Econometric Society, an … 47 (1979) 1, pp. 101-113
Persistent link: https://www.econbiz.de/10002558587
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Spurious periodicity in inappropriately detrended time series
Nelson, Charles R.; Kang, Heejoon - In: Econometrica : journal of the Econometric Society, an … 49 (1981) 3, pp. 741-751
Persistent link: https://www.econbiz.de/10002568451