Results: 10
Tests against stationary and explosive alternatives in vector autoregressive models.
- Published in:
- Journal of Time Series Analysis, 2008, v. 29, n. 3, p. 421, doi. 10.1111/j.1467-9892.2007.00560.x
- By:
- Publication type:
- Article
A superharmonic prior for the autoregressive process of the second-order.
- Published in:
- Journal of Time Series Analysis, 2008, v. 29, n. 3, p. 444, doi. 10.1111/j.1467-9892.2007.00561.x
- By:
- Publication type:
- Article
Stability of nonlinear AR-GARCH models.
- Published in:
- Journal of Time Series Analysis, 2008, v. 29, n. 3, p. 453, doi. 10.1111/j.1467-9892.2007.00562.x
- By:
- Publication type:
- Article
Test for the null hypothesis of cointegration with reduced size distortion.
- Published in:
- Journal of Time Series Analysis, 2008, v. 29, n. 3, p. 476, doi. 10.1111/j.1467-9892.2007.00564.x
- By:
- Publication type:
- Article
Design of quadratic estimators using covariance information in linear discrete-time stochastic systems.
- Published in:
- Journal of Time Series Analysis, 2008, v. 29, n. 3, p. 501, doi. 10.1111/j.1467-9892.2007.00566.x
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- Publication type:
- Article
Improved inference for first-order autocorrelation using likelihood analysis.
- Published in:
- Journal of Time Series Analysis, 2008, v. 29, n. 3, p. 513, doi. 10.1111/j.1467-9892.2007.00567.x
- By:
- Publication type:
- Article
A complete VARMA modelling methodology based on scalar components.
- Published in:
- Journal of Time Series Analysis, 2008, v. 29, n. 3, p. 533, doi. 10.1111/j.1467-9892.2007.00568.x
- By:
- Publication type:
- Article
Using least squares to generate forecasts in regressions with serial correlation.
- Published in:
- Journal of Time Series Analysis, 2008, v. 29, n. 3, p. 555, doi. 10.1111/j.1467-9892.2007.00569.x
- By:
- Publication type:
- Article
Large-scale volatility models: theoretical properties of professionals’ practice.
- Published in:
- Journal of Time Series Analysis, 2008, v. 29, n. 3, p. 581, doi. 10.1111/j.1467-9892.2007.00571.x
- By:
- Publication type:
- Article
Portmanteau tests for ARMA models with infinite variance.
- Published in:
- Journal of Time Series Analysis, 2008, v. 29, n. 3, p. 600, doi. 10.1111/j.1467-9892.2007.00572.x
- By:
- Publication type:
- Article