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Noise in unspecified, non-linear time series
Szpiro, George G. - In: Journal of econometrics 78 (1997) 2, pp. 229-255
Persistent link: https://www.econbiz.de/10001219977
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The asymptotic distribution of nonparametric estimates of the Lyapunov exponent for stochastic time series
Whang, Yoon-jae; Linton, Oliver - In: Journal of econometrics 91 (1999) 1, pp. 1-42
Persistent link: https://www.econbiz.de/10001382153
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A single-blind controlled competition among tests for nonlinearity and chaos
Barnett, William A. (contributor) - In: Journal of econometrics 82 (1998) 1, pp. 157-192
Persistent link: https://www.econbiz.de/10001228495
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Causality
Aigner, Dennis J. (contributor) - In: Journal of econometrics 39 (1988) 1
Persistent link: https://www.econbiz.de/10001063284
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Random walk or chaos : a formal test on the Lyapunov exponent
Park, Joon Y.; Wang, Yoon-Jae - In: Journal of econometrics 169 (2012) 1, pp. 61-74
Persistent link: https://www.econbiz.de/10009666751
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The interface between econometrics and economic theory
Aliprantis, Charalambos D. (contributor) - 2007
Persistent link: https://www.econbiz.de/10003412623
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Introduction to measurement with theory
Barnett, William A.; Diewert, Walter E.; Zellner, Arnold - In: Journal of econometrics 161 (2011) 1, pp. 1-5
Persistent link: https://www.econbiz.de/10009242219
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The economics and econometrics of risk
Zilberman, David (contributor); Zellner, Arnold (contributor) - 2011
Persistent link: https://www.econbiz.de/10009270678
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Asymmetries and nonlinearities in dynamic economic models
Burgess, Simon (contributor) - 1996
Persistent link: https://www.econbiz.de/10000596724
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A simple way of computing the inverse moments of a non-central chi-square random variable
Xie, Wen Zhi - In: Journal of econometrics 37 (1988) 3, pp. 389-393
Persistent link: https://www.econbiz.de/10003712704