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Estimating multivariate arima models : when is close not good enough?
Bagshaw, Michael L. - 1987
Persistent link: https://www.econbiz.de/10003478118
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Zum Schätzproblem in Zeitreihen-Regressionen mit autokorrelierter Störvariable
Maschke, Erich-Otto - 1975
Persistent link: https://www.econbiz.de/10000114574
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Testing separate time series models
McAleer, Michael; MacKenzie, Colin R.; Hall, Anthony D. - 1986 - Rev.
Persistent link: https://www.econbiz.de/10000715058
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Two stage and related estimators and their applications
Pagan, Adrian R. - 1986
Persistent link: https://www.econbiz.de/10000692760
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Estimating asymmetric information equilibrium labor market models from aggregate time series data
Lin, Kenneth Shang-kai - 1987
Persistent link: https://www.econbiz.de/10000726440
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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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Estimating time series models using the relevant forecast evaluation criterion
Andersen, A. P.; Weiss, A. A. - In: Journal of the Royal Statistical Society 147 (1984) 3, pp. 484-487
Persistent link: https://www.econbiz.de/10003470550
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A differencing specification test for models with serially correlated errors
Boothe, Paul; MacKinnon, James G. - 1985
Persistent link: https://www.econbiz.de/10003498416
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Alcuni problemi di stima nella combinazione di osservazioni sezionali e temporali
Catalani, Mario - 1982
Persistent link: https://www.econbiz.de/10003509809
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Pooled cross-selection, time-series evaluation: source, result, and correction of serially correlated errors
Becker, William E.; Morey, Mathew J. - In: The American economic review 70 (1980) 2, pp. 35-40
Persistent link: https://www.econbiz.de/10003511244