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Time series analysis
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Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
36
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17
Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics
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Journal of empirical finance
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NBER working paper series
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Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
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Série des documents de travail / Centre de Recherche en Économie et Statistique
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Working papers in economics and econometrics
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Cowles Foundation discussion paper
3
Department of Economics discussion paper series / University of Oxford
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3
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Econometric Research Program research memorandum
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Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
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Revista de econometria
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Série des documents de travail du CREST / Institut National de la Statistique et des Etudes Economiques
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ECONIS (ZBW)
608
Showing
1
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608
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1
The exact multi-period mean-square forecast error for the first-order autoregressive model
Hoque, Asraul
;
Magnus, Jan R.
;
Pesaran, Bahram
- In:
Journal of econometrics
39
(
1988
)
3
,
pp. 327-346
Persistent link: https://www.econbiz.de/10003580961
Saved in:
2
The quantitative significance of the Lucas critique
Miller, Preston J.
;
Roberds, William
-
1987
Persistent link: https://www.econbiz.de/10000723225
Saved in:
3
Dynamic regression analysis and forecasting with microcomputers : classical and state space methods
Vishwakarma, Keshav P.
-
1985
-
Rev
Persistent link: https://www.econbiz.de/10000689647
Saved in:
4
The spurious effects of unit roots on vector autoregressions : a Monte Carlo study
Ohanian, Lee E.
- In:
Journal of econometrics
39
(
1988
)
3
,
pp. 251-266
Persistent link: https://www.econbiz.de/10003643757
Saved in:
5
An exact discrete analog of an open linear nonstationary first-order continuous-time system with mixed sampe
Agbeyegbe, Terence D.
- In:
Journal of econometrics
39
(
1988
)
3
,
pp. 237-250
Persistent link: https://www.econbiz.de/10003465283
Saved in:
6
Testing for individual effects in autoregressive models
Holtz-Eakin, Douglas
- In:
Journal of econometrics
39
(
1988
)
3
,
pp. 297-307
Persistent link: https://www.econbiz.de/10003580383
Saved in:
7
A test for model specification of non-linear time series regressions
Bierens, Herman J.
-
1981
Persistent link: https://www.econbiz.de/10003528989
Saved in:
8
The specification of linear restrictions and finite distributed lag models
Patterson, K. D.
-
1981
Persistent link: https://www.econbiz.de/10003648824
Saved in:
9
A differencing specification test for models with serially correlated errors
Boothe, Paul
;
MacKinnon, James G.
-
1985
Persistent link: https://www.econbiz.de/10003498416
Saved in:
10
[Hauptbd.]
Dahnke, Simone
-
1997
Persistent link: https://www.econbiz.de/10000683946
Saved in:
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