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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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The spurious effects of unit roots on vector autoregressions : a Monte Carlo study
Ohanian, Lee E. - In: Journal of econometrics 39 (1988) 3, pp. 251-266
Persistent link: https://www.econbiz.de/10003643757
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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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Asymptotic normality of coefficients in a vector autoregression with unit roots
Sims, Christopher A. - 1986
Persistent link: https://www.econbiz.de/10003528371
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A test for model specification of non-linear time series regressions
Bierens, Herman J. - 1981
Persistent link: https://www.econbiz.de/10003528989
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Testing for individual effects in autoregressive models
Holtz-Eakin, Douglas - In: Journal of econometrics 39 (1988) 3, pp. 297-307
Persistent link: https://www.econbiz.de/10003580383
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Testing for paramenter shifts in a regression model with autocorrelated errors
Ilmakunnas, Pekka - 1982
Persistent link: https://www.econbiz.de/10013298926
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The estimation of parameters in linear autoregressive time series
Kendall, Maurice G. - In: The Econometric Society Meeting : 1947 -, (pp. 44-57). 1947
Persistent link: https://www.econbiz.de/10003599564
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Forecasting vector autoregressions with Bayesian priors
Bessler, David A.; Kling, John L. - In: American journal of agricultural economics 68 (1986) 1, pp. 144-151
Persistent link: https://www.econbiz.de/10003491368