Narrow search
Showing 1 - 10 of 1,040
Cover Image
Testing the null hypothesis of stationarity against the alternative of a unit root : how sure are we that economic time series have a unit root?
Kwiatkowski, Denis E.; Phillips, Peter C. B.; Schmidt, Peter - 1991
Persistent link: https://www.econbiz.de/10000828125
Cover Image
Quasi-maximum likelihood estimation of stochastic variance models
Ruiz, Esther - 1992
Persistent link: https://www.econbiz.de/10000839003
Cover Image
Simple procedures for testing autoregressive versus moving average errors in regression models
McKenzie, Colin; McAleer, Michael; Gill, Len - 1990 - Rev
Persistent link: https://www.econbiz.de/10000799442
Cover Image
Stochastic equicontinuity and nonparametric kernel estimation
Andrews, Donald W. K. - 1988 - Rev.
Persistent link: https://www.econbiz.de/10000801952
Cover Image
A note on the normalized residuals from ARCH and stochastic volatility models
Nelson, Daniel B. - 1990 - Rev
Persistent link: https://www.econbiz.de/10000809491
Cover Image
Seemingly unrelated regression equation systems under diffuse stochastic prior information : a recursive analytical approach
Steel, Mark F. J. - 1988
Persistent link: https://www.econbiz.de/10000782853
Cover Image
Estimation of continuous-time models in finance
Melino, Angelo - 1991
Persistent link: https://www.econbiz.de/10000815348
Cover Image
Bayesian estimation of cost functions with stochastic or exact constraints on parameters
Ilmakunnas, Pekka - 1983
Persistent link: https://www.econbiz.de/10000420377
Cover Image
Simple procedures for testing autoregressive versus moving average errors in regression models
MacKenzie, Colin R.; McAleer, Michael; Gill, Len - 1990
Persistent link: https://www.econbiz.de/10000129167
Cover Image
An introduction to functional central limit theorems for dependent stochastic process
Andrews, Donald W.; Pollard, David - 1994
Persistent link: https://www.econbiz.de/10000148662