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A method for estimating distributed lags when observations are randomly missing

Hinich, Melvin J.; Weber, Warren E. - 1981

"This paper presents a frequency-domain technique for estimating distributed lag coefficients (the impulse-response function) when observations are randomly missed. The technique treats stationary processes with randomly missed observations as amplitude-modulated processes and estimates the...

Persistent link: https://www.econbiz.de/10000703110

Discrete Fourier Transform filters as business cycle extraction tools : an investigation of cycle extraction properties and applicability of 'Gibbs' Effect

Hinich, Melvin J. (contributor); Foster, John (contributor); … - 2008

Persistent link: https://www.econbiz.de/10003714012

An investigation of the cycle extraction properties of several bandpass filters used to identify business cycles

Hinich, Melvin J. (contributor); Foster, John (contributor); … - 2008

Persistent link: https://www.econbiz.de/10003714016

The use of trimming to improve the performance of tests for nonlinear serial dependence with application to the Australian national electricity market

Wild, Phillip (contributor); Hinich, Melvin J. (contributor) - 2008

Persistent link: https://www.econbiz.de/10003714105

Are daily and weekly load and spot price dynamics in Australia's national electricity market governed by episodic nonlinearity?

Wild, Phillip (contributor); Hinich, Melvin J. (contributor) - 2008

Persistent link: https://www.econbiz.de/10003714111

Time series test of nonlinear convergence and transitional dynamics

Chong, Terence Tai-Leung; Hinich, Melvin J.; Liew, … - In: Economics letters 100 (2008) 3, pp. 337-339

Persistent link: https://www.econbiz.de/10003768768

Nonlinear serial dependence and the weak-form efficiency of Asian emerging stock markets

Lim, Kian-Ping; Brooks, Robert; Hinich, Melvin J. - In: Journal of international financial markets, … 18 (2008) 5, pp. 527-544

Persistent link: https://www.econbiz.de/10003775780

Detecting epochs of transient dependence in white noise

Hinich, Melvin J.; Patterson, Douglas M. - In: Money, measurement and computation, (pp. 61-75). 2006

Persistent link: https://www.econbiz.de/10003356929

Detecting nonlinearity in time series : surrogate and bootstrap approaches

Hinich, Melvin J. (contributor); … - In: Studies in nonlinear dynamics and econometrics : SNDE ; … 9 (2005) 4, pp. 1-13

Persistent link: https://www.econbiz.de/10003284297

Discrete Fourier transform filters : cycle extraction and Gibbs effect considerations

Hinich, Melvin J.; Foster, John; Wild, Phillip - In: Macroeconomic dynamics 13 (2009) 4, pp. 523-534

Persistent link: https://www.econbiz.de/10003888730

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