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
- By:
- Publication type:
- Article
Works matching IS 19411928 AND DT 2010 AND VI 2 AND IP 1
Results: 8
1
2
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
- By:
- Publication type:
- Article
3
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
- By:
- Publication type:
- Article
4
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
- By:
- Publication type:
- Article
5
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
- By:
- Publication type:
- Article
6
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
- By:
- Publication type:
- Article
7
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
- By:
- Publication type:
- Article
8
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
- By:
- Publication type:
- Article