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There are 17246 results for: content related to: Weak identification in the ESTAR model and a new model

  1. Least tail-trimmed squares for infinite variance autoregressions

    Journal of Time Series Analysis

    Volume 34, Issue 2, March 2013, Pages: 168–186, Jonathan B. Hill

    Article first published online : 24 OCT 2012, DOI: 10.1111/jtsa.12005

  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

    Article first published online : 24 OCT 2012, DOI: 10.1111/jtsa.12007

  3. Estimation of vector error correction models with mixed-frequency data

    Journal of Time Series Analysis

    Volume 34, Issue 2, March 2013, Pages: 194–205, Byeongchan Seong, Sung K. Ahn and Peter A. Zadrozny

    Article first published online : 22 OCT 2012, DOI: 10.1111/jtsa.12001

  4. Empirical determination of the frequencies of an almost periodic time series

    Journal of Time Series Analysis

    Volume 34, Issue 2, March 2013, Pages: 262–279, D. Dehay and H. L. Hurd

    Article first published online : 12 DEC 2012, DOI: 10.1111/jtsa.12009

  5. SCHOOL ATTENDANCE AND CHILD LABOR—A MODEL OF COLLECTIVE BEHAVIOR

    Journal of the European Economic Association

    Volume 11, Issue 2, April 2013, Pages: 246–277, Holger Strulik

    Article first published online : 12 APR 2013, DOI: 10.1111/jeea.12008

  6. On composite likelihood estimation of a multivariate INAR(1) model

    Journal of Time Series Analysis

    Volume 34, Issue 2, March 2013, Pages: 206–220, Xanthi Pedeli and Dimitris Karlis

    Article first published online : 23 OCT 2012, DOI: 10.1111/jtsa.12003

  7. CUSUM-type testing for changing parameters in a spatial autoregressive model for stock returns

    Journal of Time Series Analysis

    Volume 34, Issue 2, March 2013, Pages: 221–229, Dominik Wied

    Article first published online : 7 DEC 2012, DOI: 10.1111/jtsa.12006

  8. Uniform limit theorems for the integrated periodogram of weakly dependent time series and their applications to Whittle's estimate

    Journal of Time Series Analysis

    Volume 29, Issue 5, September 2008, Pages: 906–945, Jean-Marc Bardet, Paul Doukhan and José Rafael León

    Article first published online : 14 AUG 2008, DOI: 10.1111/j.1467-9892.2008.00588.x

  9. Subsampling inference for the autocovariances and autocorrelations of long-memory heavy- tailed linear time series

    Journal of Time Series Analysis

    Volume 33, Issue 6, November 2012, Pages: 935–953, Tucker McElroy and Agnieszka Jach

    Article first published online : 15 JUL 2012, DOI: 10.1111/j.1467-9892.2012.00808.x

  10. Forecasting with prediction intervals for periodic autoregressive moving average models

    Journal of Time Series Analysis

    Volume 34, Issue 2, March 2013, Pages: 187–193, Paul L. Anderson, Mark M. Meerschaert and Kai Zhang

    Article first published online : 27 SEP 2012, DOI: 10.1111/jtsa.12000

  11. Integration of CARMA processes and spot volatility modelling

    Journal of Time Series Analysis

    Volume 34, Issue 2, March 2013, Pages: 156–167, Peter Brockwell and Alexander Lindner

    Article first published online : 18 DEC 2012, DOI: 10.1111/jtsa.12011

  12. MARKET ACCESS, INVESTMENT, AND HETEROGENEOUS FIRMS

    International Economic Review

    Volume 54, Issue 2, May 2013, Pages: 601–627, Alan C. Spearot

    Article first published online : 17 APR 2013, DOI: 10.1111/iere.12008

  13. A Methodology for Determining Interactions in Probabilistic Safety Assessment Models by Varying One Parameter at a Time

    Risk Analysis

    Volume 30, Issue 3, March 2010, Pages: 385–399, Emanuele Borgonovo

    Article first published online : 25 FEB 2010, DOI: 10.1111/j.1539-6924.2010.01372.x

  14. Extreme Spectra of Var Models and Orders of Near-Cointegration

    Journal of Time Series Analysis

    Volume 26, Issue 3, May 2005, Pages: 399–421, E. E. Ioannidis and G. A. Chronis

    Article first published online : 13 APR 2005, DOI: 10.1111/j.1467-9892.2004.00408.x

  15. Mean-Deviation Analysis in the Theory of Choice

    Risk Analysis

    Volume 32, Issue 8, August 2012, Pages: 1277–1292, Bogdan Grechuk, Anton Molyboha and Michael Zabarankin

    Article first published online : 7 APR 2011, DOI: 10.1111/j.1539-6924.2011.01611.x

  16. 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

    Article first published online : 3 FEB 2012, DOI: 10.1111/j.1467-985X.2011.01023.x

  17. Local asymptotic normality and efficient estimation for INAR(p) models

    Journal of Time Series Analysis

    Volume 29, Issue 5, September 2008, Pages: 783–801, Feike C. Drost, Ramon Van Den Akker and Bas J. M. Werker

    Article first published online : 22 JUL 2008, DOI: 10.1111/j.1467-9892.2008.00581.x

  18. Parameter change test for random coefficient integer-valued autoregressive processes with application to polio data analysis

    Journal of Time Series Analysis

    Volume 30, Issue 2, March 2009, Pages: 239–258, Jiwon Kang and Sangyeol Lee

    Article first published online : 15 MAR 2009, DOI: 10.1111/j.1467-9892.2009.00608.x

  19. On The Peña–Box Model

    Journal of Time Series Analysis

    Volume 25, Issue 6, November 2004, Pages: 811–830, Yu-Pin Hu and Rouh-Jane Chou

    Article first published online : 11 OCT 2004, DOI: 10.1111/j.1467-9892.2004.00381.x

  20. Event-Tree Analysis with Imprecise Probabilities

    Risk Analysis

    Volume 32, Issue 2, February 2012, Pages: 330–344, Xiaomin You and Fulvio Tonon

    Article first published online : 6 NOV 2011, DOI: 10.1111/j.1539-6924.2011.01721.x