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Minimum distance estimation of stationary and non-stationary ARFIMA processes
Mayoral, Laura - In: The econometrics journal 10 (2007) 1, pp. 124-148
Persistent link: https://www.econbiz.de/10003451751
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Testing for uncorrelated errors in ARMA models : non-standard Andrews-Ploberger tests
Nankervis, John C.; Savin, Nathan E. - In: The econometrics journal 15 (2012) 3, pp. 516-534
Persistent link: https://www.econbiz.de/10009710131
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Expansions for approximate maximum likelihood estimators of the fractional difference parameter
Lieberman, Offer; Phillips, Peter C. B. - In: The econometrics journal 8 (2005) 3, pp. 367-379
Persistent link: https://www.econbiz.de/10003209151
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On the forecasting ability of ARFIMA models when infrequent breaks occur
Gabriel, Vasco J.; Martins, Luís Filipe - In: The econometrics journal 7 (2004) 2, pp. 455-475
Persistent link: https://www.econbiz.de/10002463501
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ARMA representation of integrated and realized variances
Meddahi, Nour - In: The econometrics journal 6 (2003) 2, pp. 335-356
Persistent link: https://www.econbiz.de/10001831259
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Estimating the Kronecker indices of cointegrated echelon-form VARMA models
Bartel, Holger; Lütkepohl, Helmut - In: The econometrics journal 1 (1998) 1, pp. 76-99
Persistent link: https://www.econbiz.de/10001443679
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An ADF coefficient test for a unit root in ARMA models of unknown order with empirical applications to the US economy
Xiao, Zhijie; Phillips, Peter C. B. - In: The econometrics journal 1 (1998) 2, pp. 27-43
Persistent link: https://www.econbiz.de/10001443696
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Combining counterfactual outcomes and ARIMA models for policy evaluation
Menchetti, Fiammetta; Cipollini, Fabrizio; Mealli, Fabrizia - In: The econometrics journal 26 (2023) 1, pp. 1-24
Persistent link: https://www.econbiz.de/10013543270
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Simulation-based tests for heteroskedasticity in linear regression models : some further results
Godfrey, L. G.; Orme, Chris D.; Silva, João Santos - In: The econometrics journal 9 (2006) 1, pp. 76-97
Persistent link: https://www.econbiz.de/10003320202
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How useful are tests for uni-root in distinguishing unit-root processes from stationary but non-linear processes?
Choi, Chi-young; Moh, Young-kyu - In: The econometrics journal 10 (2007) 1, pp. 82-112
Persistent link: https://www.econbiz.de/10003451749