EFFICIENT NON-PARAMETRIC ESTIMATION OF THE SPECTRAL DENSITY IN THE PRESENCE OF MISSING OBSERVATIONS.
- Published in:
- Journal of Time Series Analysis, 2014, v. 35, n. 5, p. 407, doi. 10.1111/jtsa.12072
- By:
- Publication type:
- Article
Works matching IS 01439782 AND DT 2014 AND VI 35 AND IP 5
Results: 6
1
2
A PARAMETER-DRIVEN LOGIT REGRESSION MODEL FOR BINARY TIME SERIES.
- Published in:
- Journal of Time Series Analysis, 2014, v. 35, n. 5, p. 462, doi. 10.1111/jtsa.12076
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- Publication type:
- Article
3
IV-BASED COINTEGRATION TESTING IN DEPENDENT PANELS WITH TIME-VARYING VARIANCE.
- Published in:
- Journal of Time Series Analysis, 2014, v. 35, n. 5, p. 393, doi. 10.1111/jtsa.12071
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- Publication type:
- Article
4
SEMI-PARAMETRIC ESTIMATION OF LINEAR COINTEGRATING MODELS WITH NONLINEAR CONTEMPORANEOUS ENDOGENEITY.
- Published in:
- Journal of Time Series Analysis, 2014, v. 35, n. 5, p. 437, doi. 10.1111/jtsa.12075
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- Publication type:
- Article
5
A FAST FRACTIONAL DIFFERENCE ALGORITHM.
- Published in:
- Journal of Time Series Analysis, 2014, v. 35, n. 5, p. 428, doi. 10.1111/jtsa.12074
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- Publication type:
- Article
6
SIGNIFICANT VARIABLE SELECTION AND AUTOREGRESSIVE ORDER DETERMINATION FOR TIME-SERIES PARTIALLY LINEAR MODELS.
- Published in:
- Journal of Time Series Analysis, 2014, v. 35, n. 5, p. 478, doi. 10.1111/jtsa.12077
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- Publication type:
- Article