On the arbitrariness of some asymptotic test statistics based on generalized inverses.
- Published in:
- Econometrics Journal, 2005, v. 8, n. 3, p. 292, doi. 10.1111/j.1368-423X.2005.00165.x
- By:
- Publication type:
- Article
Works matching IS 13684221 AND DT 2005 AND VI 8 AND IP 3
Results: 10
1
2
Artificial regression testing in the GARCH-in-mean model.
- Published in:
- Econometrics Journal, 2005, v. 8, n. 3, p. 306, doi. 10.1111/j.1368-423X.2005.00166.x
- By:
- Publication type:
- Article
3
Measurement of aggregate risk with copulas.
- Published in:
- Econometrics Journal, 2005, v. 8, n. 3, p. 428, doi. 10.1111/j.1368-423X.2005.00173.x
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- Publication type:
- Article
4
Estimation of the mean of a univariate normal distribution when the variance is not known.
- Published in:
- Econometrics Journal, 2005, v. 8, n. 3, p. 277, doi. 10.1111/j.1368-423X.2005.00164.x
- By:
- Publication type:
- Article
5
Residual-based block bootstrap unit root testing in the presence of trend breaks.
- Published in:
- Econometrics Journal, 2005, v. 8, n. 3, p. 323, doi. 10.1111/j.1368-423X.2005.00167.x
- By:
- Publication type:
- Article
6
Partially adaptive estimation via the maximum entropy densities.
- Published in:
- Econometrics Journal, 2005, v. 8, n. 3, p. 352, doi. 10.1111/j.1368-423X.2005.00168.x
- By:
- Publication type:
- Article
7
Expansions for approximate maximum likelihood estimators of the fractional difference parameter.
- Published in:
- Econometrics Journal, 2005, v. 8, n. 3, p. 367, doi. 10.1111/j.1368-423X.2005.00169.x
- By:
- Publication type:
- Article
8
Estimating cointegrating relations from a cross section.
- Published in:
- Econometrics Journal, 2005, v. 8, n. 3, p. 380, doi. 10.1111/j.1368-423X.2005.00170.x
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- Publication type:
- Article
9
Finite-sample power of the Durbin–Watson test against fractionally integrated disturbances.
- Published in:
- Econometrics Journal, 2005, v. 8, n. 3, p. 406, doi. 10.1111/j.1368-423X.2005.00171.x
- By:
- Publication type:
- Article
10
Repeated surveys and the Kalman filter.
- Published in:
- Econometrics Journal, 2005, v. 8, n. 3, p. 418, doi. 10.1111/j.1368-423X.2005.00172.x
- By:
- Publication type:
- Article