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Exploiting cross section variation for unit root inference in dynamic data
Quah, Danny - 1993
Persistent link: https://www.econbiz.de/10000887862
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Estimation and testing of stochastic variance models
Harvey, Andrew C.; Shephard, Neil G. - 1993
Persistent link: https://www.econbiz.de/10000868273
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Seasonality in dynamic regression models
Harvey, Andrew C.; Scott, Andrew - 1993
Persistent link: https://www.econbiz.de/10000868404
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Exact score for time series models in state space form
Koopman, Siem Jan; Shephard, Neil G. - 1992
Persistent link: https://www.econbiz.de/10000837992
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Deletion diagnostics and transformations for time series
Atkinson, Anthony C.; Shephard, Neil G. - 1992
Persistent link: https://www.econbiz.de/10000839002
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Quasi-maximum likelihood estimation of stochastic variance models
Ruiz, Esther - 1992
Persistent link: https://www.econbiz.de/10000839003
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The exact multiperiod mean-square forecast error for the first-order autoregressive model with an intercept
Magnus, Jan R.; Pesaran, Bahram - 1988
Persistent link: https://www.econbiz.de/10000747488
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Least-squares autoregression with near-unit root
Magnus, Jan R.; Rothenberg, Thomas J. - 1988
Persistent link: https://www.econbiz.de/10000747669
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A local scale model : an unobserved component alternative to integrated garch processes
Shephard, Neil G. - 1990
Persistent link: https://www.econbiz.de/10000804115
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On the robustness of bubbles in linear RE models
Evans, George W.; Honkapohja, Seppo - 1989
Persistent link: https://www.econbiz.de/10000761859