Volume 151; Issue 2

Journal of Econometrics

Volume 151; Issue 2
1

An automatic Portmanteau test for serial correlation

J. Carlos Escanciano, Ignacio N. Lobato
Journal:
Journal of Econometrics
Year:
2009
Language:
english
File:
PDF, 1.83 MB
english, 2009
2

Local inference for locally stationary time series based on the empirical spectral measure

Rainer Dahlhaus
Journal:
Journal of Econometrics
Year:
2009
Language:
english
File:
PDF, 2.02 MB
english, 2009
3

Goodness of fit for lattice processes

Javier Hidalgo
Journal:
Journal of Econometrics
Year:
2009
Language:
english
File:
PDF, 2.73 MB
english, 2009
4

Inference on transformed stationary time series

Yuzo Hosoya, Takahiro Terasaka
Journal:
Journal of Econometrics
Year:
2009
Language:
english
File:
PDF, 2.15 MB
english, 2009
5

Estimators of long-memory: Fourier versus wavelets

Gilles Faÿ, Eric Moulines, François Roueff, Murad S. Taqqu
Journal:
Journal of Econometrics
Year:
2009
Language:
english
File:
PDF, 4.40 MB
english, 2009
6

Long memory and long run variation

Peter C.B. Phillips
Journal:
Journal of Econometrics
Year:
2009
Language:
english
File:
PDF, 1.69 MB
english, 2009
7

A Wald test for the cointegration rank in nonstationary fractional systems

Marco Avarucci, Carlos Velasco
Journal:
Journal of Econometrics
Year:
2009
Language:
english
File:
PDF, 2.22 MB
english, 2009
8

Whittle estimation of EGARCH and other exponential volatility models

Paolo Zaffaroni
Journal:
Journal of Econometrics
Year:
2009
Language:
english
File:
PDF, 2.15 MB
english, 2009
9

Editor’s introduction

Miguel A. Delgado
Journal:
Journal of Econometrics
Year:
2009
Language:
english
File:
PDF, 355 KB
english, 2009
10

Editorial Board

Journal:
Journal of Econometrics
Year:
2009
Language:
english
File:
PDF, 104 KB
english, 2009