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Ten Things We Should Know About Time Series
McAleer, Michael; Oxley, Les - Department of Economics and Finance, College of … - 2010
Time series data affect many aspects of our lives. This paper highlights ten things we should all know about time series, namely: a good working knowledge of econometrics and statistics, an awareness of measurement errors, testing for zero frequency, seasonal and periodic unit roots, analysing...
Persistent link: https://www.econbiz.de/10008553000
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Moment Restriction-based Econometric Methods: An Overview
Kunitomo, Naoto; McAleer, Michael; Nishiyama, Yoshihiko - Department of Economics and Finance, College of … - 2010
restrictions, specifically asymptotic theory for nonparametric regression with spatial data, a control variate method for … stationary processes, method of moments estimation and identifiability of semiparametric nonlinear errors-in-variables models … coefficients in a structural equation with many instruments, instrumental variable estimation in the presence of many moment …
Persistent link: https://www.econbiz.de/10008692052