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A simple nonparametric test for the equality of autocorrelation structures of two stochastic processes, with application to experimental data
Pudney, Stephen E.; Deadman, Derek F.; Clark, F. - 1997
Persistent link: https://www.econbiz.de/10000654971
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Application of distributed lag and autocorrelated error models to short-run demand analysis
Ladd, George W.; Martin, James E. - 1964
Persistent link: https://www.econbiz.de/10000676984
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Maximum likelihood vs. minimum sum-of-squares estimation of the autocorrelated error model
Park, Rolla Edward; Mitchell, Bridger M. - 1979
Persistent link: https://www.econbiz.de/10000006250
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Autocorrelation, seasonality and model choice in return estimation
Praetz, Peter - 1980
Persistent link: https://www.econbiz.de/10000012348
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Properties of estimated characteristic roots
Nielsen, Bent (contributor); Bohn Nielsen, Heino (contributor) - 2008
Persistent link: https://www.econbiz.de/10003714678
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A non-stationary integer-valued autoregressive model
Kim, Hee-Young; Park, Yousung - In: Statistical papers 49 (2008) 3, pp. 485-502
Persistent link: https://www.econbiz.de/10003715365
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Special quotes invoke autocorrelation in Japanese stock prices
Tsutsui, Yoshirō; Hirayama, Kenjiro; Tanaka, Takahiro; … - In: Asian economic journal : journal of the East Asian … 21 (2007) 4, pp. 369-386
Persistent link: https://www.econbiz.de/10003632880
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A note on long horizon forecasts of nonlinear models of real exchange rates : comments on Rapach and Wohar (2006)
Buncic, Daniel (contributor); Rapach, David E. (reviewed);  … - 2008
Persistent link: https://www.econbiz.de/10003633175
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On the sensitivity of the restricted least squares estimators to covariance misspecification
Wan, Alan T. K.; Zou, Guohua; Qin, Huaizhen - In: The econometrics journal 10 (2007) 3, pp. 471-487
Persistent link: https://www.econbiz.de/10003637591