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Inference without smoothing for large panels with cross-sectional and temporal dependence
Hidalgo, Javier; Schafgans, Marcia M. A. - In: Journal of econometrics 223 (2021) 1, pp. 125-160
Persistent link: https://www.econbiz.de/10012619963
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Inference without smoothing for large panels with cross-sectional and temporal dependence
Hidalgo, Javier; Schafgans, Marcia M. A. - 2017
Persistent link: https://www.econbiz.de/10011889214
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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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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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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 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