Using Difference-Based Methods for Inference in Regression with Fractionally Integrated Processes.
- Published in:
- Journal of Time Series Analysis, 2007, v. 28, n. 6, p. 827, doi. 10.1111/j.1467-9892.2007.00534.x
- By:
- Publication type:
- Article
Works matching IS 01439782 AND DT 2007 AND VI 28 AND IP 6
Results: 9
1
2
A Test for Spectrum Flatness.
- Published in:
- Journal of Time Series Analysis, 2007, v. 28, n. 6, p. 793, doi. 10.1111/j.1467-9892.2007.00523.x
- By:
- Publication type:
- Article
3
Testing for Neglected Nonlinearity in Cointegrating Relationships.
- Published in:
- Journal of Time Series Analysis, 2007, v. 28, n. 6, p. 807, doi. 10.1111/j.1467-9892.2007.00532.x
- By:
- Publication type:
- Article
4
Relative entropy and spectral constraints: some invariance properties of the ARMA class.
- Published in:
- Journal of Time Series Analysis, 2007, v. 28, n. 6, p. 844, doi. 10.1111/j.1467-9892.2007.00535.x
- By:
- Publication type:
- Article
5
Multivariate Time-Series Analysis With Categorical and Continuous Variables in an Lstr Model.
- Published in:
- Journal of Time Series Analysis, 2007, v. 28, n. 6, p. 867, doi. 10.1111/j.1467-9892.2007.00537.x
- By:
- Publication type:
- Article
6
Measuring the Advantages of Multivariate vs. Univariate Forecasts.
- Published in:
- Journal of Time Series Analysis, 2007, v. 28, n. 6, p. 886, doi. 10.1111/j.1467-9892.2007.00538.x
- By:
- Publication type:
- Article
7
Using the HEGY Procedure When Not All Roots Are Present.
- Published in:
- Journal of Time Series Analysis, 2007, v. 28, n. 6, p. 910, doi. 10.1111/j.1467-9892.2007.00539.x
- By:
- Publication type:
- Article
8
Polynomial Cointegration Between Stationary Processes With Long Memory.
- Published in:
- Journal of Time Series Analysis, 2007, v. 28, n. 6, p. 923, doi. 10.1111/j.1467-9892.2007.00540.x
- By:
- Publication type:
- Article
9
JOURNAL OF TIME SERIES ANALYSIS INDEX TO VOLUME 28 2007.
- Published in:
- Journal of Time Series Analysis, 2007, v. 28, n. 6, p. 943, doi. 10.1111/j.1467-9892.2007.volindex_1.x
- Publication type:
- Article