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Testing for autocorrelation and model specification with the IAS-system : (final report)
Sonnberger, Harald - Institut für Höhere Studien - 1983
Persistent link: https://www.econbiz.de/10000166107
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Maximum likelihood vs. minimum sum-of-squares estimation of the autocorrelated error model
Park, Rolla Edward; Mitchell, Bridger M. - 1979
Persistent link: https://www.econbiz.de/10000006250
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Autocorrelation, seasonality and model choice in return estimation
Praetz, Peter - 1980
Persistent link: https://www.econbiz.de/10000012348
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Parameter inference for a nearly nonstationary first order autoregressive model
Ahtola, Juha; Tiao, George C. - 1984
Persistent link: https://www.econbiz.de/10001810820
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Prediction in the general multiplicative model : an application to autocorrelated disturbances
Teekens, R.; Koerts, J. - 1971 - Vervielf.
Persistent link: https://www.econbiz.de/10001572442
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Enforcing stationarity in exact maximum likelihood estimation of pt̕h order autoregressive processes
Bunzel, Henning; Nielsen, Erland Hejn - 1985
Persistent link: https://www.econbiz.de/10001963304
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On the seasonality of vector autoregression residuals
Burbidge, John B.; Magee, L.; Veall, Michael R. - In: Economics letters 18 (1985) 2/3, pp. 137-141
Persistent link: https://www.econbiz.de/10001966160
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Generalized autoregressive condtional heteroscedasticity
Bollerslev, Tim - 1985
Persistent link: https://www.econbiz.de/10001933645
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The appropriate autocorrelation transformation when the autocorrelation process has a finite past
Thornton, Daniel L. - 1982 - Rev
Persistent link: https://www.econbiz.de/10002907353