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Small samples and collateral information : an application of the hyperparameter model
Trivedi, P. K. - In: Journal of econometrics 12 (1980) 3, pp. 301-318
Persistent link: https://www.econbiz.de/10002940115
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A point optimal test for autoregressive disturbances
King, Maxwell L. - In: Journal of econometrics 27 (1985) 1, pp. 21-37
Persistent link: https://www.econbiz.de/10002211214
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Estimation of fixed effect models for time series of cross-sections with arbitrary intertemporal covariance
Kiefer, Nicholas M. - In: Journal of econometrics 14 (1980) 2, pp. 195-202
Persistent link: https://www.econbiz.de/10002217754
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Systematic sampling and temporal aggregation in time series models
Weiss, Andrew A. - In: Journal of econometrics 26 (1984) 3, pp. 271-281
Persistent link: https://www.econbiz.de/10002997077
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Granger-causality in multiple time series
Tjøstheim, Dag - In: Journal of econometrics 17 (1981) 2, pp. 157-176
Persistent link: https://www.econbiz.de/10002945197
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A heteroscedasticity-consistent covariance matrix estimator for time series regressions
Hsieh, David A. - In: Journal of econometrics 22 (1983) 3, pp. 281-290
Persistent link: https://www.econbiz.de/10002960955
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Prediction in the context of the variance-components model
Taub, Allan J. - In: Journal of econometrics 10 (1979) 1, pp. 103-107
Persistent link: https://www.econbiz.de/10002909249
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Forecasting contemporal aggregates of multiple times series
Tiao, G. C.; Guttman, Irwin - In: Journal of econometrics 12 (1980) 2, pp. 219-230
Persistent link: https://www.econbiz.de/10002915191
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Hypothesis testing based on goodness-of-fit in the moving average time series modell
Nelson, Charles R.; Shea, Gary S. - In: Journal of econometrics 10 (1979) 2, pp. 221-226
Persistent link: https://www.econbiz.de/10002568365
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Experience with using the Box-Cox transformation when forecasting economic time series
Nelson, Harold L.; Granger, C. W. J. - In: Journal of econometrics 10 (1979) 1, pp. 57-69
Persistent link: https://www.econbiz.de/10002570291