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There are 47843 results for: content related to: Estimation of vector error correction models with mixed-frequency data

  1. Weak identification in the ESTAR model and a new model

    Journal of Time Series Analysis

    Volume 34, Issue 2, March 2013, Pages: 238–261, Florian Heinen, Stefanie Michael and Philipp Sibbertsen

    Version of Record online : 8 NOV 2012, DOI: 10.1111/jtsa.12008

  2. A mixed portmanteau test for ARMA-GARCH models by the quasi-maximum exponential likelihood estimation approach

    Journal of Time Series Analysis

    Volume 34, Issue 2, March 2013, Pages: 230–237, Ke. Zhu

    Version of Record online : 24 OCT 2012, DOI: 10.1111/jtsa.12007

  3. When, where and how to perform efficiency estimation

    Journal of the Royal Statistical Society: Series A (Statistics in Society)

    Volume 175, Issue 4, October 2012, Pages: 863–892, Oleg Badunenko, Daniel J. Henderson and Subal C. Kumbhakar

    Version of Record online : 3 FEB 2012, DOI: 10.1111/j.1467-985X.2011.01023.x

  4. The synoptic problem: on Matthew's and Luke's use of Mark

    Journal of the Royal Statistical Society: Series A (Statistics in Society)

    Volume 175, Issue 4, October 2012, Pages: 959–975, Andris Abakuks

    Version of Record online : 3 FEB 2012, DOI: 10.1111/j.1467-985X.2011.01026.x

  5. The sampling properties of conditional independence graphs for I(1) structural VAR models

    Journal of Time Series Analysis

    Volume 29, Issue 5, September 2008, Pages: 802–810, Granville Tunnicliffe Wilson and Marco Reale

    Version of Record online : 22 JUL 2008, DOI: 10.1111/j.1467-9892.2008.00583.x

  6. An Extended Portmanteau Test for VARMA Models With Mixing Nonlinear Constraints

    Journal of Time Series Analysis

    Volume 29, Issue 5, September 2008, Pages: 741–761, Ignacio Arbués

    Version of Record online : 22 JUL 2008, DOI: 10.1111/j.1467-9892.2008.00573.x

  7. Seasonal Unit Root Tests Under Structural Breaks

    Journal of Time Series Analysis

    Volume 25, Issue 1, January 2004, Pages: 33–53, Uwe Hassler and Paulo M. M. Rodrigues

    Version of Record online : 12 JAN 2004, DOI: 10.1111/j.1467-9892.2004.00336.x

  8. Orthogonal to backward mean transformation for dynamic panel data models

    The Econometrics Journal

    Volume 16, Issue 2, June 2013, Pages: 179–221, Gerdie Everaert

    Version of Record online : 18 JUN 2013, DOI: 10.1111/ectj.12001

  9. Creditors’ and Shareholders’ Reporting Demands in Public Versus Private Firms: Evidence from Europe

    Contemporary Accounting Research

    Volume 27, Issue 1, March 2010, Pages: 49–91, ERIK PEEK, RICK CUIJPERS and WILLEM BUIJINK

    Version of Record online : 13 MAY 2010, DOI: 10.1111/j.1911-3846.2010.01001.x

  10. Testing for parameter constancy in non-Gaussian time series

    Journal of Time Series Analysis

    Volume 34, Issue 1, January 2013, Pages: 17–29, Lu Han and Brendan McCabe

    Version of Record online : 13 JUL 2012, DOI: 10.1111/j.1467-9892.2012.00810.x

  11. Should the Model for Risk-Informed Regulation be Game Theory Rather than Decision Theory?

    Risk Analysis

    Volume 33, Issue 2, February 2013, Pages: 281–291, Vicki M. Bier and Shi-Woei Lin

    Version of Record online : 21 AUG 2012, DOI: 10.1111/j.1539-6924.2012.01866.x

  12. Impact of Electric Vehicles on Low Voltage Supply Systems

    Standard Article

    Encyclopedia of Automotive Engineering

    Christian Rehtanz, Johannes Rolink and Willi Horenkamp

    Published Online : 22 APR 2014, DOI: 10.1002/9781118354179.auto284

  13. Ceramic Processing

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    Kirk-Othmer Encyclopedia of Chemical Technology

    Mohamed N. Rahaman

    Published Online : 28 APR 2014, DOI: 10.1002/0471238961.0305180105231921.a01.pub2

  14. Time-Transformed Unit Root Tests for Models with Non-Stationary Volatility

    Journal of Time Series Analysis

    Volume 29, Issue 2, March 2008, Pages: 300–330, Giuseppe Cavaliere and A. M. Robert Taylor

    Version of Record online : 7 DEC 2007, DOI: 10.1111/j.1467-9892.2007.00557.x

  15. Repeated Measurements, Design and Analysis for

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    Wiley StatsRef: Statistics Reference Online

    Gary G. Koch, Janet D. Elashoff and Ingrid A. Amara

    Published Online : 29 SEP 2014, DOI: 10.1002/9781118445112.stat00309

  16. Latent Class Analysis

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    Wiley StatsRef: Statistics Reference Online

    Anton K. Formann

    Published Online : 29 SEP 2014, DOI: 10.1002/9781118445112.stat00070

  17. You have free access to this content
    Towards a theory of policy timing

    Australian Journal of Agricultural and Resource Economics

    Volume 56, Issue 4, October 2012, Pages: 583–596, Klaus Mittenzwei, David S. Bullock and Klaus Salhofer

    Version of Record online : 13 SEP 2012, DOI: 10.1111/j.1467-8489.2012.00601.x

  18. Signaling Firm Performance Through Financial Statement Presentation: An Analysis Using Special Items

    Contemporary Accounting Research

    Volume 27, Issue 1, March 2010, Pages: 289–332, EDWARD J. RIEDL and SURAJ SRINIVASAN

    Version of Record online : 13 MAY 2010, DOI: 10.1111/j.1911-3846.2010.01009.x

  19. Optimal Sample Size Allocation for Accelerated Degradation Test Based on Wiener Process

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    Wiley StatsRef: Statistics Reference Online

    Sheng-Tsaing Tseng, Chih-Chun Tsai and N. Balakrishnan

    Published Online : 29 SEP 2014, DOI: 10.1002/9781118445112.stat00203

  20. Case–Control Study, Two-Phase

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    Wiley StatsRef: Statistics Reference Online

    Norman E. Breslow

    Published Online : 29 SEP 2014, DOI: 10.1002/9781118445112.stat05125