Regression with Autocorrelated Errors Using Design-Adapted Haar Wavelets.
- Published in:
- Journal of Time Series Econometrics, 2012, v. 4, n. 1, p. -1, doi. 10.1515/1941-1928.1067
- By:
- Publication type:
- Article
Works matching IS 19411928 AND DT 2012 AND VI 4 AND IP 1
Results: 4
1
2
Markov Breaks in Regression Models.
- Published in:
- Journal of Time Series Econometrics, 2012, v. 4, n. 1, p. -1, doi. 10.1515/1941-1928.1111
- By:
- Publication type:
- Article
3
First Stage Estimation of Fractional Cointegration.
- Published in:
- Journal of Time Series Econometrics, 2012, v. 4, n. 1, p. -1, doi. 10.1515/1941-1928.1129
- By:
- Publication type:
- Article
4
Biases of Correlograms and of AR Representations of Stationary Series.
- Published in:
- Journal of Time Series Econometrics, 2012, v. 4, n. 1, p. -1, doi. 10.1515/1941-1928.1130
- By:
- Publication type:
- Article