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The GLS transformation matrix and a semi-recursive estimator for the linear regression model with ARMA errors
Galbraith, John W. - In: Econometric theory 8 (1992) 1, pp. 95-111
Persistent link: https://www.econbiz.de/10001126806
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GARCH model estimation using estimated quadratic variation
Galbraith, John W.; Zinde-Walsh, Victoria; Zhu, Jingmei - In: Econometric reviews 34 (2015) 6/10, pp. 1172-1192
Persistent link: https://www.econbiz.de/10011483454
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Évaluation de critères di̕nformation pour des modèles de séries chronologiques
Galbraith, John W.; Zinde-Walsh, Victoria - In: L' Actualité économique : revue trimest. 80 (2004) 2/3, pp. 207-227
Persistent link: https://www.econbiz.de/10003086162
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The consequences of misspecification in time series processes
Zinde-Walsh, Victoria - In: Economics letters 32 (1990) 3, pp. 237-241
Persistent link: https://www.econbiz.de/10001088839
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Some exact formulae for autoregressive moving average processes
Zinde-Walsh, Victoria - In: Econometric theory 4 (1988) 3, pp. 384-402
Persistent link: https://www.econbiz.de/10001074425
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Modelling expectations formation with measurement errors
Galbraith, John W. - In: The economic journal : the journal of the Royal … 98 (1988) 391, pp. 412-428
Persistent link: https://www.econbiz.de/10001054522
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Content horizons for univariate time-series forecasts
Galbraith, John W. - In: International journal of forecasting 19 (2003) 1, pp. 43-55
Persistent link: https://www.econbiz.de/10001735029
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Inference in expectations models of the term structure : a non-parametric approach
Campbell, Bryan - In: Empirical economics : a journal of the Institute for … 18 (1993) 4, pp. 623-638
Persistent link: https://www.econbiz.de/10001331527
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Dynamic specification and linear transformations of the autoregressive-distributed lag model
Banerjee, Anindya - In: Oxford bulletin of economics and statistics 52 (1990) 1, pp. 95-104
Persistent link: https://www.econbiz.de/10001081616
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Co-integration, error correction, and the econometric analysis of non-stationary data
Banerjee, Anindya; Dolado, Juan J.; Galbraith, John W.; … - 1996 - Reprinted
Persistent link: https://www.econbiz.de/10000592333