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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
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The quantitative significance of the Lucas critique
Miller, Preston J.; Roberds, William - 1987
Persistent link: https://www.econbiz.de/10000723225
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Dynamic regression analysis and forecasting with microcomputers : classical and state space methods
Vishwakarma, Keshav P. - 1985 - Rev
Persistent link: https://www.econbiz.de/10000689647
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The specification of linear restrictions and finite distributed lag models
Patterson, K. D. - 1981
Persistent link: https://www.econbiz.de/10003648824
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Über die Parallelität von Zeitreihen
Pfanzagl, J. - In: Statistik in unserer Zeit : Festschrift für Hans Kellerer, (pp. 100-113). 1963
Persistent link: https://www.econbiz.de/10003650965
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Understanding spurious regressions in econometrics
Phillips, P. C. B. - In: Journal of econometrics 33 (1986) 3, pp. 311-340
Persistent link: https://www.econbiz.de/10003652041
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The use of the box-cox transformation in limited dependent variable models
Poirier, Dale J. - 1977
Persistent link: https://www.econbiz.de/10003652903
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Tests for serial independence in limited dependent variable models
Jarque, Carlos M.; Bera, Anil K. - 1981
Persistent link: https://www.econbiz.de/10003489724
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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
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The estimation of slope when the errors are autocorrelated
Jenkins, G. M.; Chanmugam, J. - In: Journal of the Royal Statistical Society 24 (1962) 1, pp. 199-214
Persistent link: https://www.econbiz.de/10003585296