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Non- and semiparametric identification of seasonal nonlinear autoregession models
Yang, Lijian; Tschernig, Rolf - 1998
Persistent link: https://www.econbiz.de/10000168640
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Maximum-likelihood estimation of fractional cointegration with an application to the short end of the yield curve
Dueker, Michael; Startz, Richard - 1994
Persistent link: https://www.econbiz.de/10000896983
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Is US real GNP chaotic? : On using the BDS test to decide whether an ARMA model for the US GNP generates IID residuals
Mignacca, Domenico; Gallegati, Mauro - 1994
Persistent link: https://www.econbiz.de/10000896987
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Gibbs sampling in AR models with random walk priors
Polasek, Wolfgang; Jin, Song - 1994
Persistent link: https://www.econbiz.de/10000897047
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Wavelets in econometrics : an application to outlier testing
Greenblatt, Seth A. - 1994
Persistent link: https://www.econbiz.de/10000897123
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Consumption: innovation persistence and the excess smoothness debate
Patterson, Kerry D.; Sowell, Fallaw - 1994
Persistent link: https://www.econbiz.de/10000897124
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Engle and Yoo three step estimation of consumers' expenditure and housing equity withdrawal
Patterson, Kerry D. - 1994
Persistent link: https://www.econbiz.de/10000897126
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Program SEATS "Signal Extraction in ARIMA Time Series" : instructions for the user
Maravall Herrero, Agustín; Gómez, Víctor - 1994
Persistent link: https://www.econbiz.de/10000898197
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Time series
Harvey, Andrew C. (contributor) - 1994
Persistent link: https://www.econbiz.de/10000898299