6 results
The Joint Distribution of Forecast Errors in the AR(1) Model
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- Journal:
- Econometric Theory / Volume 7 / Issue 4 / December 1991
- Published online by Cambridge University Press:
- 11 February 2009, pp. 497-518
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Proving the Gauss-Markov Theorem Without Using the Explicit Functional Form of the OLS Estimator in the CLR Model
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- Journal:
- Econometric Theory / Volume 11 / Issue 5 / October 1995
- Published online by Cambridge University Press:
- 11 February 2009, pp. 1179-1180
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Linear Combinations of Stationary Processes—Solution
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- Journal:
- Econometric Theory / Volume 13 / Issue 6 / December 1997
- Published online by Cambridge University Press:
- 11 February 2009, pp. 897-898
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A Strong Law of Large Numbers
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- Journal:
- Econometric Theory / Volume 12 / Issue 1 / March 1996
- Published online by Cambridge University Press:
- 11 February 2009, pp. 210-214
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ON THE CONSTRUCTION OF BOUNDS CONFIDENCE REGIONS
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- Journal:
- Econometric Theory / Volume 19 / Issue 4 / August 2003
- Published online by Cambridge University Press:
- 06 June 2003, pp. 610-619
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THE BEHAVIOR OF FORECAST ERRORS FROM A NEARLY INTEGRATED AR(1) MODEL AS BOTH SAMPLE SIZE AND FORECAST HORIZON BECOME LARGE
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- Journal:
- Econometric Theory / Volume 15 / Issue 2 / April 1999
- Published online by Cambridge University Press:
- 01 April 1999, pp. 238-256
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