Trend Adjustment Prior to Testing for the Cointegrating Rank of a Vector Autoregressive Process.
- Published in:
- Journal of Time Series Analysis, 2000, v. 21, n. 4, p. 435, doi. 10.1111/1467-9892.00192
- By:
- Publication type:
- Article
Works matching IS 01439782 AND DT 2000 AND VI 21 AND IP 4
Results: 5
1
2
Nonparametric Lag Selection for Time Series.
- Published in:
- Journal of Time Series Analysis, 2000, v. 21, n. 4, p. 457, doi. 10.1111/1467-9892.00193
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- Publication type:
- Article
3
The Role of the Likelihood Function in the Estimation of Chaos Models.
- Published in:
- Journal of Time Series Analysis, 2000, v. 21, n. 4, p. 363, doi. 10.1111/1467-9892.00189
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- Publication type:
- Article
4
A Robust Algorithm in Sequentially Selecting Subset Time Series Systems Using Neural Networks.
- Published in:
- Journal of Time Series Analysis, 2000, v. 21, n. 4, p. 389, doi. 10.1111/1467-9892.00190
- By:
- Publication type:
- Article
5
Prediction Variance and Information Worth of Observations in Time Series.
- Published in:
- Journal of Time Series Analysis, 2000, v. 21, n. 4, p. 413, doi. 10.1111/1467-9892.00191
- By:
- Publication type:
- Article