Volume 2; Issue 1

Journal of Time Series Econometrics

Volume 2; Issue 1
1

The PCSE Estimator is Good -- Just Not As Good As You Think

Reed, W. Robert, Webb, Rachel
Journal:
Journal of Time Series Econometrics
Year:
2010
Language:
english
File:
PDF, 504 KB
english, 2010
2

Has the Volatility of U.S. Inflation Changed and How?

Grassi, Stefano, Proietti, Tommaso
Journal:
Journal of Time Series Econometrics
Year:
2010
Language:
english
File:
PDF, 353 KB
english, 2010
3

On Convergence of the QMLE for Misspecified GARCH Models

Jensen, Anders Tolver, Lange, Theis
Journal:
Journal of Time Series Econometrics
Year:
2010
Language:
english
File:
PDF, 416 KB
english, 2010
4

Nonlinearity and Spatial Lag Dependence: Tests Based on Double-Length Regressions

Li, Dong, Le, Canh
Journal:
Journal of Time Series Econometrics
Year:
2010
Language:
english
File:
PDF, 356 KB
english, 2010
5

Extended Fractional Gaussian Noise and Simple ARFIMA Approximations

Man, Kasing
Journal:
Journal of Time Series Econometrics
Year:
2010
Language:
english
File:
PDF, 458 KB
english, 2010
6

Signal Extraction Revision Variances as a Goodness-of-Fit Measure

McElroy, Tucker, Wildi, Marc
Journal:
Journal of Time Series Econometrics
Year:
2010
Language:
english
File:
PDF, 457 KB
english, 2010
8

Testing Unit Root Based on Partially Adaptive Estimation

Lima, Luiz Renato, Xiao, Zhijie
Journal:
Journal of Time Series Econometrics
Year:
2010
Language:
english
File:
PDF, 419 KB
english, 2010