Small Sample Bias in Conditional Sum-of-Squares Estimators of fractionally Integrated ARMA Models.
- Published in:
- Empirical Economics, 1993, v. 18, n. 4, p. 791, doi. 10.1007/BF01205422
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- Publication type:
- Article
Works matching IS 03777332 AND DT 1993 AND VI 18 AND IP 4
Results: 12
1
2
A Note on Johansen's Cointegration Procedure when Trends are Present.
- Published in:
- Empirical Economics, 1993, v. 18, n. 4, p. 777, doi. 10.1007/BF01205421
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- Publication type:
- Article
3
Seasonal Cointegration, Common Seasonals, and Forecasting Seasonal Series.
- Published in:
- Empirical Economics, 1993, v. 18, n. 4, p. 761, doi. 10.1007/BF01205420
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- Publication type:
- Article
4
On the (Mis) Specification of Seasonality and its Consequences: An Empirical Investigation with US Data.
- Published in:
- Empirical Economics, 1993, v. 18, n. 4, p. 747, doi. 10.1007/BF01205419
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- Publication type:
- Article
5
The Sources of the U.S. Money Demand Instability.
- Published in:
- Empirical Economics, 1993, v. 18, n. 4, p. 729
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- Publication type:
- Article
6
The HUMP-Shaped Behavior of Macroeconomic Fluctuations.
- Published in:
- Empirical Economics, 1993, v. 18, n. 4, p. 707, doi. 10.1007/BF01205417
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- Publication type:
- Article
7
Parameter Constancy in Cointegrating Regressions.
- Published in:
- Empirical Economics, 1993, v. 18, n. 4, p. 675, doi. 10.1007/BF01205416
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- Publication type:
- Article
8
Inference in Expectations Models of the Term Structure: A Non-parametric Approach.
- Published in:
- Empirical Economics, 1993, v. 18, n. 4, p. 623, doi. 10.1007/BF01205414
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- Publication type:
- Article
9
Adjustment Costs and Time-To-Build in Factor Demand in the U.S. Manufacturing Industry.
- Published in:
- Empirical Economics, 1993, v. 18, n. 4, p. 639, doi. 10.1007/BF01205415
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- Publication type:
- Article
10
VAR Modelling and Haavelmo's Probability Approach to Macroeconomic Modelling.
- Published in:
- Empirical Economics, 1993, v. 18, n. 4, p. 595, doi. 10.1007/BF01205413
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- Publication type:
- Article
11
Usefulness of Linear Transformations in Multivariate Time-Series Analysis.
- Published in:
- Empirical Economics, 1993, v. 18, n. 4, p. 567, doi. 10.1007/BF01205412
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- Publication type:
- Article
12
New Developments in Time Series Econometrics: An Overview.
- Published in:
- Empirical Economics, 1993, v. 18, n. 4, p. 557, doi. 10.1007/BF01205411
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- Publication type:
- Article