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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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Moments of the ratio of quadratic forms in non-normal variables with econometric examples
Ullah, Aman - In: Journal of econometrics 62 (1994) 2, pp. 129-141
Persistent link: https://www.econbiz.de/10001162306
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The second-order bias and mean squared error of nonlinear estimators
Rilstone, Paul - In: Journal of econometrics 75 (1996) 2, pp. 369-395
Persistent link: https://www.econbiz.de/10001204698
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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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Efficiency properties of feasible generalized least squares estimators in SURE models under non-normal disturbances
Srivastava, Virendra K. - In: Journal of econometrics 66 (1995) 1/2, pp. 99-121
Persistent link: https://www.econbiz.de/10001174122
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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