The consequences of seasonal adjustment for periodic autoregressive processes.
- Published in:
- Econometrics Journal, 2004, v. 7, n. 2, p. 307, doi. 10.1111/j.1368-423X.2004.00132.x
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- Publication type:
- Article
Works matching IS 13684221 AND DT 2004 AND VI 7 AND IP 2
Results: 16
1
2
Some cautions on the use of panel methods for integrated series of macroeconomic data.
- Published in:
- Econometrics Journal, 2004, v. 7, n. 2, p. 322, doi. 10.1111/j.1368-423X.2004.00133.x
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- Publication type:
- Article
3
Testing linearity in cointegrating smooth transition regressions.
- Published in:
- Econometrics Journal, 2004, v. 7, n. 2, p. 341, doi. 10.1111/j.1368-423X.2004.00134.x
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- Publication type:
- Article
4
Response error in a transformation model with an application to earnings-equation estimation.
- Published in:
- Econometrics Journal, 2004, v. 7, n. 2, p. 366, doi. 10.1111/j.1368-423X.2004.00135.x
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- Publication type:
- Article
5
More on testing exact rational expectations in cointegrated vector autoregressive models: Restricted constant and linear term.
- Published in:
- Econometrics Journal, 2004, v. 7, n. 2, p. 389, doi. 10.1111/j.1368-423X.2004.00136.x
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- Publication type:
- Article
6
Markov switching stochastic frontier model.
- Published in:
- Econometrics Journal, 2004, v. 7, n. 2, p. 398, doi. 10.1111/j.1368-423X.2004.00137.x
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- Publication type:
- Article
7
Testing for duration dependence in economic cycles.
- Published in:
- Econometrics Journal, 2004, v. 7, n. 2, p. 528, doi. 10.1111/j.1368-423X.2004.00142.x
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- Publication type:
- Article
8
On the forecasting ability of ARFIMA models when infrequent breaks occur.
- Published in:
- Econometrics Journal, 2004, v. 7, n. 2, p. 455, doi. 10.1111/j.1368-423X.2004.00139.x
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- Publication type:
- Article
9
Identification of causal factor models of stationary time series.
- Published in:
- Econometrics Journal, 2004, v. 7, n. 2, p. 618, doi. 10.1111/j.1368-423X.2004.00146.x
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- Publication type:
- Article
10
Vector equilibrium correction models with non-linear discontinuous adjustments.
- Published in:
- Econometrics Journal, 2004, v. 7, n. 2, p. 628, doi. 10.1111/j.1368-423X.2004.00147.x
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- Publication type:
- Article
11
Oil prices and exchange rates: Norwegian evidence.
- Published in:
- Econometrics Journal, 2004, v. 7, n. 2, p. 476, doi. 10.1111/j.1368-423X.2004.00140.x
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- Publication type:
- Article
12
Semiparametric mixture models for multivariate count data, with application.
- Published in:
- Econometrics Journal, 2004, v. 7, n. 2, p. 426, doi. 10.1111/j.1368-423X.2004.00138.x
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- Publication type:
- Article
13
Modelling the differences in counted outcomes using bivariate copula models with application to mismeasured counts.
- Published in:
- Econometrics Journal, 2004, v. 7, n. 2, p. 566, doi. 10.1111/j.1368-423X.2004.00144.x
- By:
- Publication type:
- Article
14
A comparison of autoregressive distributed lag and dynamic OLS cointegration estimators in the case of a serially correlated cointegration error.
- Published in:
- Econometrics Journal, 2004, v. 7, n. 2, p. 585, doi. 10.1111/j.1368-423X.2004.00145.x
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- Publication type:
- Article
15
Asymptotic confidence intervals for impulse responses of near-integrated processes.
- Published in:
- Econometrics Journal, 2004, v. 7, n. 2, p. 505, doi. 10.1111/j.1368-423X.2004.00141.x
- By:
- Publication type:
- Article
16
Forecasting in dynamic factor models using Bayesian model averaging.
- Published in:
- Econometrics Journal, 2004, v. 7, n. 2, p. 550, doi. 10.1111/j.1368-423X.2004.00143.x
- By:
- Publication type:
- Article