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Testing for autoregressive disturbances in a time series regression with missing observations
Shively, Thomas S. - In: Journal of econometrics 57 (1993) 1, pp. 233-255
Persistent link: https://www.econbiz.de/10001142523
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On maximum likelihood estimation of the differencing parameter of fractionally-integrated noise with unknown mean
Cheung, Yin-Wong - In: Journal of econometrics 62 (1994) 2, pp. 301-316
Persistent link: https://www.econbiz.de/10001162295
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Why are estimates of agricultural supply response so variable?
Diebold, Francis X. - In: Journal of econometrics 76 (1997) 1, pp. 357-373
Persistent link: https://www.econbiz.de/10001211352
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A Bayesian approach to model selection in stochastic coefficient regression models and structural time series models
Shively, Thomas S. - In: Journal of econometrics 76 (1997) 1, pp. 39-52
Persistent link: https://www.econbiz.de/10001211372
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Testing for linearity in a semiparametric regression model
Shively, Thomas S. - In: Journal of econometrics 64 (1994) 1, pp. 77-96
Persistent link: https://www.econbiz.de/10001166433
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Long memory and regime switching
Diebold, Francis X.; Inoue, Atsushi - In: Journal of econometrics 105 (2001) 1, pp. 131-159
Persistent link: https://www.econbiz.de/10001617152