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Difference Equations for the Higher Order Moments and Cumulants of the Inar(P) Model
Silva, Maria Eduarda; Oliveira, Vera Lucia - 2005
Here we obtain difference equations for the higher order moments and cumulants of a time series {Xt} satisfying an INAR(p) model. These equations are similar to the difference equations for the higher order moments and cumulants of the bilinear time series model. We obtain the spectral and...
Persistent link: https://www.econbiz.de/10014067724
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The disconnect between indicators of sustainability and human development
Fuentes-Nieva, Ricardo - 2010
Persistent link: https://www.econbiz.de/10008821839
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Structural change in regression models
McCabe, Brendan Peter Martin - 1989
Persistent link: https://www.econbiz.de/10000794920
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Testing for parameter variation in non-linear regression models
McCabe, Brendan Peter Martin - In: Journal of the Royal Statistical Society 55 (1993) 1, pp. 133-144
Persistent link: https://www.econbiz.de/10001137140
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A simple test for parameter constancy in a nonlinear time series regression model
Leybourne, Stephen James - In: Economics letters 38 (1992) 2, pp. 157-162
Persistent link: https://www.econbiz.de/10001122957
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A sequential approach to testing for structural change in econometric models
Phillips, Garry D. A. - In: Empirical economics : a journal of the Institute for … 14 (1989) 2, pp. 151-165
Persistent link: https://www.econbiz.de/10001063980
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Testing for coefficient constancy in random walk models with particular reference to the initial value problem
Leybourne, Stephen James - In: Empirical economics : a journal of the Institute for … 14 (1989) 2, pp. 105-112
Persistent link: https://www.econbiz.de/10001063992
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A simple test for cointegration
Leybourne, Stephen James - In: Oxford bulletin of economics and statistics 56 (1994) 1, pp. 97-103
Persistent link: https://www.econbiz.de/10001154034
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Can economic time series be differenced to stationarity?
Leybourne, Stephen James - In: Journal of business & economic statistics : JBES ; a … 14 (1996) 4, pp. 435-446
Persistent link: https://www.econbiz.de/10001209345
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On estimating an ARMA model with an MA unit root
McCabe, Brendan Peter Martin - In: Econometric theory 14 (1998) 3, pp. 326-338
Persistent link: https://www.econbiz.de/10001245315