15 results
COMPUTING LIMITING LOCAL POWERS AND POWER ENVELOPES OF PANEL MA UNIT ROOT TESTS AND STATIONARITY TESTS
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- Journal:
- Econometric Theory / Volume 35 / Issue 5 / October 2019
- Published online by Cambridge University Press:
- 18 September 2018, pp. 978-1011
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DISTRIBUTIONS OF QUADRATIC FUNCTIONALS OF THE FRACTIONAL BROWNIAN MOTION BASED ON A MARTINGALE APPROXIMATION
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- Journal:
- Econometric Theory / Volume 30 / Issue 5 / October 2014
- Published online by Cambridge University Press:
- 02 April 2014, pp. 1078-1109
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LINEAR NONSTATIONARY MODELS—A REVIEW OF THE WORK OF PROFESSOR P.C.B. PHILLIPS
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- Journal:
- Econometric Theory / Volume 30 / Issue 4 / August 2014
- Published online by Cambridge University Press:
- 10 March 2014, pp. 815-838
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Aproximate Distributions of the Periodogram and Related Statistics under Normality
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- Journal:
- Econometric Theory / Volume 2 / Issue 1 / April 1986
- Published online by Cambridge University Press:
- 18 October 2010, pp. 33-65
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Asymptotic Properties of the Maximum-Likelihood and Nonlinear Least-Squares Estimators for Noninvertible Moving Average Models
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- Journal:
- Econometric Theory / Volume 5 / Issue 3 / December 1989
- Published online by Cambridge University Press:
- 18 October 2010, pp. 333-353
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Testing for a Moving Average Unit Root
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- Journal:
- Econometric Theory / Volume 6 / Issue 4 / December 1990
- Published online by Cambridge University Press:
- 11 February 2009, pp. 433-444
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Professor Michio Hatanaka
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- Journal:
- Econometric Theory / Volume 6 / Issue 3 / September 1990
- Published online by Cambridge University Press:
- 11 February 2009, pp. 385-402
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The Fredholm Approach to Asymptotic Inference on Nonstationary and Noninvertible Time Series Models
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- Journal:
- Econometric Theory / Volume 6 / Issue 4 / December 1990
- Published online by Cambridge University Press:
- 11 February 2009, pp. 411-432
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Two New Co-Editors of Econometric Theory
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- Journal:
- Econometric Theory / Volume 9 / Issue 2 / April 1993
- Published online by Cambridge University Press:
- 11 February 2009, p. 311
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An Alternative Approach to the Asymptotic Theory of Spurious Regression, Cointegration, and Near Cointegration
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- Journal:
- Econometric Theory / Volume 9 / Issue 1 / January 1993
- Published online by Cambridge University Press:
- 11 February 2009, pp. 36-61
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4 - Frequency domain and wavelet-based estimation for long-memory signal plus noise models
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- Book:
- State Space and Unobserved Component Models
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- 06 January 2010
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- 10 June 2004, pp 75-91
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A UNIFIED APPROACH TO THE MEASUREMENT ERROR PROBLEM IN TIME SERIES MODELS
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- Journal:
- Econometric Theory / Volume 18 / Issue 2 / April 2002
- Published online by Cambridge University Press:
- 16 May 2002, pp. 278-296
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THE NONSTATIONARY FRACTIONAL UNIT ROOT
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- Journal:
- Econometric Theory / Volume 15 / Issue 4 / August 1999
- Published online by Cambridge University Press:
- 01 August 1999, pp. 549-582
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Asymptotic expansions for time series statistics
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- Journal:
- Journal of Applied Probability / Volume 23 / Issue A / 1986
- Published online by Cambridge University Press:
- 14 July 2016, pp. 211-227
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- 1986
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Analysis of time varying parameter models
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- Journal:
- Bulletin of the Australian Mathematical Society / Volume 20 / Issue 3 / June 1979
- Published online by Cambridge University Press:
- 17 April 2009, pp. 479-480
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- June 1979
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