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Modeling data revisions : measurement error and dynamics of "true" values
Jacobs, Jan; Van Norden, Simon - In: Journal of econometrics 161 (2011) 2, pp. 101-109
Persistent link: https://www.econbiz.de/10009242202
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A generalized asymmetric Student-t distribution with application to financial econometrics
Zhu, Dongming; Galbraith, John W. - In: Journal of econometrics 157 (2010) 2, pp. 297-305
Persistent link: https://www.econbiz.de/10008663016
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Estimation of a linear regression model with stationary ARMA (p, q) errors
Zinde-Walsh, Victoria - In: Journal of econometrics 47 (1991) 2, pp. 333-357
Persistent link: https://www.econbiz.de/10001099505
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Transforming the error-components model for estimation with general ARMA disturbances
Galbraith, John W. - In: Journal of econometrics 66 (1995) 1, pp. 349-355
Persistent link: https://www.econbiz.de/10001174114
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On the distribution of augmented Dickey-Fuller statistics in processes with moving average components
Galbraith, John W.; Zinde-Walsh, Victoria - In: Journal of econometrics 93 (1999) 1, pp. 25-47
Persistent link: https://www.econbiz.de/10001406636
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Simple and reliable estimators of coefficients of interest in a model with high-dimensional confounding effects
Galbraith, John W.; Zinde-Walsh, Victoria - In: Journal of econometrics 218 (2020) 2, pp. 609-632
Persistent link: https://www.econbiz.de/10012483173
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Transforming the error-components model for estimation with general ARMA disturbances
Galbraith, John W.; Zinde-Walsh, Victoria - In: Journal of econometrics 66 (1995) 1-2, pp. 349-356
Persistent link: https://www.econbiz.de/10006798470
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A generalized asymmetric Student- distribution with application to financial econometrics
Zhu, Dongming; Galbraith, John W. - In: Journal of econometrics 157 (2010) 2, pp. 297-306
Persistent link: https://www.econbiz.de/10008433401
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Modeling data revisions: Measurement error and dynamics of “true” values
Jacobs, Jan P.A.M.; van Norden, Simon - In: Journal of econometrics 161 (2011) 2, pp. 101-110
Persistent link: https://www.econbiz.de/10008877474