Narrow search
Showing 1 - 10 of 862
Cover Image
ARCH and bilinear time series models : comparison and combination
Weiss, Andrew A. - In: Journal of business & economic statistics : JBES ; a … 4 (1985) 1, pp. 59-70
Persistent link: https://www.econbiz.de/10001007476
Cover Image
Is seasonal adjustment a linear or nonlinear data-filtering process?
Ghysels, Eric - In: Journal of business & economic statistics : JBES ; a … 14 (1996) 3, pp. 374-386
Persistent link: https://www.econbiz.de/10001334389
Cover Image
Small-sample properties of GMM for business-cycle analysis
Christiano, Lawrence J. - In: Journal of business & economic statistics : JBES ; a … 14 (1996) 3, pp. 309-327
Persistent link: https://www.econbiz.de/10001334393
Cover Image
A comparison of alternative instrumental variables estimators of a dynamic linear model
West, Kenneth D. - In: Journal of business & economic statistics : JBES ; a … 14 (1996) 3, pp. 281-293
Persistent link: https://www.econbiz.de/10001334395
Cover Image
Long memory in foreign-exchange rates
Cheung, Yin-Wong - In: Journal of business & economic statistics : JBES ; a … 11 (1993) 1, pp. 93-101
Persistent link: https://www.econbiz.de/10001137097
Cover Image
A locally most mean powerful based score test for ARCH and GARCH regression disturbances
Lee, John H. H. - In: Journal of business & economic statistics : JBES ; a … 11 (1993) 1, pp. 17-27
Persistent link: https://www.econbiz.de/10001137106
Cover Image
Conditional asymmetries in real GNP : a seminonparametric approach
Brunner, Allan D. - In: Journal of business & economic statistics : JBES ; a … 10 (1992) 1, pp. 65-72
Persistent link: https://www.econbiz.de/10001120244
Cover Image
Inequality constraints in the univariate GARCH model
Nelson, Daniel B. - In: Journal of business & economic statistics : JBES ; a … 10 (1992) 2, pp. 229-235
Persistent link: https://www.econbiz.de/10001124462
Cover Image
Using the bootstrap as an aid in choosing the approximate representation for vector time series
Penm, Jack H. W. - In: Journal of business & economic statistics : JBES ; a … 10 (1992) 2, pp. 213-219
Persistent link: https://www.econbiz.de/10001124464
Cover Image
A comparison of time-varying parameter and multiprocess mixture models in the case of money-supply announcements
Lesage, James P. - In: Journal of business & economic statistics : JBES ; a … 10 (1992) 2, pp. 201-211
Persistent link: https://www.econbiz.de/10001124465