4

A THREE-STEP PROCEDURE FOR ESTIMATING AND TESTING COINTEGRATED ARMAX MODELS

Year:
2004
Language:
english
File:
PDF, 409 KB
english, 2004
6

TESTING THE ONE-WAY EFFECT IN THE PRESENCE OF TREND BREAKS

Year:
2005
Language:
english
File:
PDF, 511 KB
english, 2005
13

A numerical method for factorizing the rational spectral density matrix

Year:
2010
Language:
english
File:
PDF, 348 KB
english, 2010