16 results
WEAK CONVERGENCE TO DERIVATIVES OF FRACTIONAL BROWNIAN MOTION
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- Journal:
- Econometric Theory , First View
- Published online by Cambridge University Press:
- 05 December 2022, pp. 1-16
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BOUNDEDNESS OF M-ESTIMATORS FOR LINEAR REGRESSION IN TIME SERIES
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- Econometric Theory / Volume 35 / Issue 3 / June 2019
- Published online by Cambridge University Press:
- 04 September 2018, pp. 653-683
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THE ROLE OF INITIAL VALUES IN CONDITIONAL SUM-OF-SQUARES ESTIMATION OF NONSTATIONARY FRACTIONAL TIME SERIES MODELS
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- Journal:
- Econometric Theory / Volume 32 / Issue 5 / October 2016
- Published online by Cambridge University Press:
- 11 May 2015, pp. 1095-1139
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MODEL DISCOVERY AND TRYGVE HAAVELMO’S LEGACY
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- Econometric Theory / Volume 31 / Issue 1 / February 2015
- Published online by Cambridge University Press:
- 20 June 2014, pp. 93-114
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Paul Johansen, The First Chairman of Astin has Died
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- ASTIN Bulletin: The Journal of the IAA / Volume 42 / Issue 1 / May 2012
- Published online by Cambridge University Press:
- 09 August 2013, pp. 385-387
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- May 2012
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A NECESSARY MOMENT CONDITION FOR THE FRACTIONAL FUNCTIONAL CENTRAL LIMIT THEOREM
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- Journal:
- Econometric Theory / Volume 28 / Issue 3 / June 2012
- Published online by Cambridge University Press:
- 25 November 2011, pp. 671-679
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A Representation of Vector Autoregressive Processes Integrated of Order 2
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- Journal:
- Econometric Theory / Volume 8 / Issue 2 / June 1992
- Published online by Cambridge University Press:
- 18 October 2010, pp. 188-202
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A Stastistical Analysis of Cointegration for I(2) Variables
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- Econometric Theory / Volume 11 / Issue 1 / February 1995
- Published online by Cambridge University Press:
- 11 February 2009, pp. 25-59
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A REPRESENTATION THEORY FOR A CLASS OF VECTOR AUTOREGRESSIVE MODELS FOR FRACTIONAL PROCESSES
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- Econometric Theory / Volume 24 / Issue 3 / June 2008
- Published online by Cambridge University Press:
- 22 January 2008, pp. 651-676
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15 - Confronting the Economic Model with the Data
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- Book:
- Post Walrasian Macroeconomics
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- 02 December 2009
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- 17 July 2006, pp 287-300
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16 - Extracting Information from the Data: A European View on Empirical Macro
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- Book:
- Post Walrasian Macroeconomics
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- 02 December 2009
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- 17 July 2006, pp 301-332
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Treatment efficacy and regulatory host responses in chronic experimental Schistosoma bovis infections in goats
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- Journal:
- Parasitology / Volume 133 / Issue 2 / August 2006
- Published online by Cambridge University Press:
- 20 April 2006, pp. 151-158
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A NOTE ON TESTING RESTRICTIONS FOR THE COINTEGRATION PARAMETERS OF A VAR WITH I(2) VARIABLES
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- Journal:
- Econometric Theory / Volume 21 / Issue 3 / June 2005
- Published online by Cambridge University Press:
- 22 April 2005, pp. 653-658
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A BARTLETT CORRECTION FACTOR FOR TESTS ON THE COINTEGRATING RELATIONS
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- Econometric Theory / Volume 16 / Issue 5 / October 2000
- Published online by Cambridge University Press:
- 05 October 2000, pp. 740-778
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13 - Statistical Analysis of Some Nonstationary Time Series
- from PART V - ECONOMETRIC METHODS
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- Book:
- Econometrics and Economic Theory in the 20th Century
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- 05 January 2013
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- 28 January 1999, pp 433-458
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Control of arrivals to a stochastic input–output system
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- Journal:
- Advances in Applied Probability / Volume 12 / Issue 4 / December 1980
- Published online by Cambridge University Press:
- 01 July 2016, pp. 972-999
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- December 1980
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