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- W628202458 abstract "Approximation of Linear Systems.- Some Reflections on the Modelling of Time Series.- Model Selection and Forecasting: A Semi-Automatic Approach.- Smoothness in Regression: Asymptotic Considerations.- A Fast Graphical Goodness of Fit Test for Time Series Models.- Outliers in Time Series.- Predicting Demands in a Multi-Item Environment.- On the Efficiency of a Strongly Consistent Estimator in ARMA Models.- Recent Results for Time Series in M Dimensions.- Time Series Valued Experimental Designs: One-Way Analysis of Variance with Autocorrelated Errors.- Monthly versus Annual Revisions of Concurrent Seasonally Adjusted Series.- A Walsh-Fourier Approach to the Analysis of Binary Time Series.- Excitation of Geophysical Systems with Fractal Flicker Noise.- On Some ECF Procedures for Testing Independence.- Are Economic Variables Really Integrated of Order One?.- Fractional Matrix Calculus and the Distribution of Multivariate Tests.- On Robustness of Tests of Linear Restrictions in Regression Models with Elliptical Error Distributions.- Nonparametric Inference In Econometrics: New Applications.- Confidence Intervals for Ridge Regression Parameters.- Asymptotic Properties of Single Equation Errors in Variables Estimators in Rational Expectations Models.- Linear Wald Methods for Inference on Covariances and Weak Exogeneity Tests in Structural Equations.- The Finite Sample Moments of OLS in Dynamic Models When Disturbances are Small.- The Approximate Moments of the 3SLS Reduced Form Estimator and a MELO Combination of OLS-3SLS for Prediction.- Bootstrapping and Forecast Uncertainty: A Monte Carlo Analysis.- Use of the Mean Squared Errors of Forecasts in Testing for Structural Shift: A Comparison with the Chow Test for an Undersized Case." @default.
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- W628202458 date "1987-01-01" @default.
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- W628202458 title "Time Series and Econometric Modelling." @default.
- W628202458 doi "https://doi.org/10.2307/2982052" @default.
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