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Understanding spurious regressions in econometrics
Phillips, P. C. B. - In: Journal of econometrics 33 (1986) 3, pp. 311-340
Persistent link: https://www.econbiz.de/10003652041
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An exact discrete analog of an open linear nonstationary first-order continuous-time system with mixed sampe
Agbeyegbe, Terence D. - In: Journal of econometrics 39 (1988) 3, pp. 237-250
Persistent link: https://www.econbiz.de/10003465283
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Consistent maximum-likelihood estimation with dependent observations : the general (non-normal) case
Heymans, Risto D. H.; Magnus, Jan R. - In: Journal of econometrics 32 (1986) 2, pp. 253-285
Persistent link: https://www.econbiz.de/10003577655
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Testing for individual effects in autoregressive models
Holtz-Eakin, Douglas - In: Journal of econometrics 39 (1988) 3, pp. 297-307
Persistent link: https://www.econbiz.de/10003580383
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The exact multi-period mean-square forecast error for the first-order autoregressive model
Hoque, Asraul; Magnus, Jan R.; Pesaran, Bahram - In: Journal of econometrics 39 (1988) 3, pp. 327-346
Persistent link: https://www.econbiz.de/10003580961
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On models and methods for Bayesian time series analysis
Carlin, J. B.; Dempster, A. P.; Jonas, A. B. - In: Journal of econometrics 30 (1985) 1/2, pp. 67-90
Persistent link: https://www.econbiz.de/10003523750
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Hahn–Hausman test as a specification test
Lee, Yoonseok; Okui, Ryo - In: Journal of econometrics 167 (2012) 1, pp. 133-139
Persistent link: https://www.econbiz.de/10009551430
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The spurious effects of unit roots on vector autoregressions : a Monte Carlo study
Ohanian, Lee E. - In: Journal of econometrics 39 (1988) 3, pp. 251-266
Persistent link: https://www.econbiz.de/10003643757
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Additional critical values and asymptotic representations for seasonal unit root tests
Smith, Richard J. - In: Journal of econometrics 85 (1998) 2, pp. 269-288
Persistent link: https://www.econbiz.de/10001240193
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A consistent nonparametric test for serial independence
Pinkse, Joris - In: Journal of econometrics 84 (1998) 2, pp. 205-231
Persistent link: https://www.econbiz.de/10001241549