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Testing the adequacy of a time series model
Godfrey, L. G. - 1980
Persistent link: https://www.econbiz.de/10000545420
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The decomposition of economic time series : a deterministic and stochastic approach
Pauly, Ralf; Schlicht, Ekkehart - 1982
Persistent link: https://www.econbiz.de/10000072809
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Cointegration, exogeneity, and policy analysis : an overview
Ericsson, Neil R. - 1991
Persistent link: https://www.econbiz.de/10000130708
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The analysis of time series : theory and practice
Chatfield, Christopher - 1975 - 1. publ.
Persistent link: https://www.econbiz.de/10000037581
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Nuisance parameter free properties of correlation integral based statistics
DeLima, Pedro J. F. - 1994
Persistent link: https://www.econbiz.de/10000907654
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A Bayesian procedure for forecasting with vector autoregressions
Litterman, Robert Bruce - 1980 - Rev
Persistent link: https://www.econbiz.de/10000909115
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Estimation Bayésienne de probabilités de mouvement en capture-recapture
Dupuis, Jérôme A. - 1993
Persistent link: https://www.econbiz.de/10000874754
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A Gibbs sampling approach to cointegration
Bauwens, Luc - 1997
Persistent link: https://www.econbiz.de/10000962645
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Cointegration: a survey of recent developments
Dolado, Juan J.; Jenkinson, Tim - 1987
Persistent link: https://www.econbiz.de/10000842222
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Computing p-values for the generalized Durbin-Watson and other invariant test statistics
Ansley, Craig F.; Kohn, Robert; Shively, Thomas S. - 1991
Persistent link: https://www.econbiz.de/10000846932