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Inference in time series regression when the order of integration of a regressor is unknown
Elliott, Graham; Stock, James H. - 1992
Persistent link: https://www.econbiz.de/10000840062
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Deciding between I(1) and I(0)
Stock, James H. - 1992
Persistent link: https://www.econbiz.de/10000840063
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Stochastic modelling of social processes
Diekmann, Andreas (contributor); Mitter, Peter (contributor) - 1984
Persistent link: https://www.econbiz.de/10000688225
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Estimating the density tail index for financial time series
Kearns, Phillip - In: The review of economics and statistics 79 (1997) 2, pp. 171-175
Persistent link: https://www.econbiz.de/10001222499
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Model-free curve estimation : mutuality and disparity of approaches
Tarter, Michael E. - In: Journal of official statistics : JOS ; an international … 7 (1991) 2, pp. 219-233
Persistent link: https://www.econbiz.de/10001106576
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A grouped data semiparametric competing risks model with nonparametric unobserved heterogeneity and mover-stayer structure
Moon, Choon-geol - In: Economics letters 37 (1991) 3, pp. 279-285
Persistent link: https://www.econbiz.de/10001114216
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Understanding unit rooters : a helicopter tour
Sims, Christopher A. - In: Econometrica : journal of the Econometric Society, an … 59 (1991) 6, pp. 1591-1599
Persistent link: https://www.econbiz.de/10001115937
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Asymptotic distributions of impulse responses, step responses, and variance decompositions of estimated linear dynamic models
Mittnik, Stefan - In: Econometrica : journal of the Econometric Society, an … 61 (1993) 4, pp. 857-870
Persistent link: https://www.econbiz.de/10001147139
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A general approach to the limiting distribution for estimators in time series regression with nonstable autoregressive errors
Nabeya, Seiji - In: Econometrica : journal of the Econometric Society, an … 58 (1990) 1, pp. 145-163
Persistent link: https://www.econbiz.de/10001084873
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Modeling the persistence of conditional volatility with GARCH-stable processes
Mittnik, Stefan - 1997
Persistent link: https://www.econbiz.de/10000984425