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A sufficient condition related to mistaken intuition about "adjusted" sums-of-squares in linear regression
Morris, Max D.; Vardeman, Stephen B. - 2004
Persistent link: https://www.econbiz.de/10001981781
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Finite sample efficiency of OLS in linear regression models with long-memory disturbances
Kleiber, Christian - 2000
Persistent link: https://www.econbiz.de/10001601955
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Properties of the sieve bootstrap for fractionally integrated and non-invertible processes
Poskitt, Donald Stephen - 2006
Persistent link: https://www.econbiz.de/10003361014
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The stacked leading indicators dynamic factor model : a sensitivity analysis of forecast accuracy using bootstrapping
Grenouilleau, Daniel - 2006
Persistent link: https://www.econbiz.de/10013446554
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Predictive behavior : an experimental study
Brennscheidt, Gunnar - 1993
Persistent link: https://www.econbiz.de/10000877906
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Fractional cointegration : Bayesian inferences using a Jeffreys prior
Martin, Gael M. - 1997
Persistent link: https://www.econbiz.de/10000978697
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Bayesian arbitrage threshold analysis
Forbes, Catherine Scipione - 1997
Persistent link: https://www.econbiz.de/10000978712
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Uniform consistency of modified kernel estimators in nonparametric multivariate VARCH-models
Cron, Axel - 1995
Persistent link: https://www.econbiz.de/10000916732
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Combination of forecasts : a bibliography
Trenkler, Götz (contributor); Gotu, Butte (contributor) - 1998
Persistent link: https://www.econbiz.de/10000672971
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Kointegration von Aktienkursen
Krämer, Walter - 1997
Persistent link: https://www.econbiz.de/10000656610