1

An automatic Portmanteau test for serial correlation

Year:
2009
Language:
english
File:
PDF, 1.83 MB
english, 2009
3

Long Memory in Stock-Market Trading Volume

Year:
2000
Language:
english
File:
PDF, 600 KB
english, 2000
6

A semiparametric two-step estimator in a multivariate long memory model

Year:
1999
Language:
english
File:
PDF, 183 KB
english, 1999
7

CONSISTENCY OF THE AVERAGED CROSS-PERIODOGRAM IN LONG MEMORY SERIES

Year:
1997
Language:
english
File:
PDF, 321 KB
english, 1997
8

Power comparison among tests for fractional unit roots

Year:
2008
Language:
english
File:
PDF, 144 KB
english, 2008
10

Testing for Nonlinear Autoregression

Year:
2003
Language:
english
File:
PDF, 376 KB
english, 2003
11

Testing the Martingale Difference Hypothesis

Year:
2003
Language:
english
File:
PDF, 242 KB
english, 2003
12

Testing for Nonlinear Autoregression

Year:
2003
Language:
english
File:
PDF, 296 KB
english, 2003
18

A Nonparametric Test for I(0)

Year:
1998
Language:
english
File:
PDF, 2.13 MB
english, 1998
24

A Nonparametric Test for I(0)

Year:
1998
Language:
english
File:
PDF, 1.46 MB
english, 1998
25

Testing for Autocorrelation Using a Modified Box-Pierce Q Test

Year:
2001
Language:
english
File:
PDF, 710 KB
english, 2001
26

Optimal Fractional Dickey–Fuller tests

Year:
2006
Language:
english
File:
PDF, 233 KB
english, 2006
27

Consistent Estimation of Models Defined by Conditional Moment Restrictions

Year:
2004
Language:
english
File:
PDF, 167 KB
english, 2004
28

Efficient Wald Tests for Fractional Unit Roots

Year:
2007
Language:
english
File:
PDF, 165 KB
english, 2007
29

Transformations of the state variable and learning dynamics

Year:
2010
Language:
english
File:
PDF, 223 KB
english, 2010
32

Testing That a Dependent Process Is Uncorrelated

Year:
2001
Language:
english
File:
PDF, 1.38 MB
english, 2001
34

Testing That a Dependent Process Is Uncorrelated

Year:
2001
Language:
english
File:
PDF, 348 KB
english, 2001
39

A SIMPLE TEST OF NORMALITY FOR TIME SERIES

Year:
2004
Language:
english
File:
PDF, 126 KB
english, 2004
41

Long Memory in Stock-Market Trading Volume

Year:
2000
Language:
english
File:
PDF, 1.32 MB
english, 2000
46

Infratentorial Hygroma

Year:
2006
Language:
english
File:
PDF, 374 KB
english, 2006
47

Optimal Fractional Dickey—Fuller tests

Year:
2006
Language:
english
File:
PDF, 1.54 MB
english, 2006
48

Consistent Estimation of Models Defined by Conditional Moment Restrictions

Year:
2004
Language:
english
File:
PDF, 543 KB
english, 2004
49

Efficient Wald Tests for Fractional Unit Roots

Year:
2007
Language:
english
File:
PDF, 1.57 MB
english, 2007