Frontmatter.
- Published in:
- Journal of Time Series Econometrics, 2014, v. 6, n. 2, p. i, doi. 10.1515/jtse-2014-frontmatter2
- Publication type:
- Article
Works matching IS 19411928 AND DT 2014 AND VI 6 AND IP 2
Results: 5
1
2
Valid Locally Uniform Edgeworth Expansions for a Class of Weakly Dependent Processes or Sequences of Smooth Transformations.
- Published in:
- Journal of Time Series Econometrics, 2014, v. 6, n. 2, p. 183, doi. 10.1515/jtse-2012-0003
- By:
- Publication type:
- Article
3
Optimal Signal Extraction with Correlated Components.
- Published in:
- Journal of Time Series Econometrics, 2014, v. 6, n. 2, p. 237, doi. 10.1515/jtse-2013-0016
- By:
- Publication type:
- Article
4
Asymptotically Unbiased Estimation of Autocovariances and Autocorrelations with Panel Data in the Presence of Individual and Time Effects.
- Published in:
- Journal of Time Series Econometrics, 2014, v. 6, n. 2, p. 129, doi. 10.1515/jtse-2013-0017
- By:
- Publication type:
- Article
5
Modeling Style Rotation: Switching and Re-switching.
- Published in:
- Journal of Time Series Econometrics, 2014, v. 6, n. 2, p. 103, doi. 10.1515/jtse-2012-0028
- By:
- Publication type:
- Article