Works matching IS 19411928 AND DT 2010 AND VI 2 AND IP 1
Results: 8
Extended Fractional Gaussian Noise and Simple ARFIMA Approximations.
- Published in:
- Journal of Time Series Econometrics, 2010, v. 2, n. 1, p. 1, doi. 10.2202/1941-1928.1063
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- Publication type:
- Article
A Nonlinear IV Likelihood-Based Rank Test for Multivariate Time Series and Long Panels.
- Published in:
- Journal of Time Series Econometrics, 2010, v. 2, n. 1, p. 1, doi. 10.2202/1941-1928.1057
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- Publication type:
- Article
Has the Volatility of U.S. Inflation Changed and How?
- Published in:
- Journal of Time Series Econometrics, 2010, v. 2, n. 1, p. 1, doi. 10.2202/1941-1928.1050
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- Publication type:
- Article
Nonlinearity and Spatial Lag Dependence: Tests Based on Double-Length Regressions.
- Published in:
- Journal of Time Series Econometrics, 2010, v. 2, n. 1, p. 1, doi. 10.2202/1941-1928.1039
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- Publication type:
- Article
Testing Unit Root Based on Partially Adaptive Estimation.
- Published in:
- Journal of Time Series Econometrics, 2010, v. 2, n. 1, p. 1, doi. 10.2202/1941-1928.1038
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- Publication type:
- Article
On Convergence of the QMLE for Misspecified GARCH Models.
- Published in:
- Journal of Time Series Econometrics, 2010, v. 2, n. 1, p. 1, doi. 10.2202/1941-1928.1034
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- Publication type:
- Article
The PCSE Estimator is Good -- Just Not As Good As You Think.
- Published in:
- Journal of Time Series Econometrics, 2010, v. 2, n. 1, p. 1, doi. 10.2202/1941-1928.1032
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- Publication type:
- Article
Signal Extraction Revision Variances as a Goodness-of-Fit Measure.
- Published in:
- Journal of Time Series Econometrics, 2010, v. 2, n. 1, p. 1, doi. 10.2202/1941-1928.1012
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- Publication type:
- Article