TOC: J Econometrics


Journal of Econometrics, 151(2)

 ARC: Connections: ELMAR: TOC

Arrow Doodadareas: methods: journals

Journal of Econometrics 

Relevant ARCategory: Marketing Journals 

Local inference for locally stationary time series based on the empirical spectral measure
Rainer Dahlhaus [Publisher] [Google Scholar]

Goodness of fit for lattice processes
Javier Hidalgo [Publisher] [Google Scholar]

Inference on transformed stationary time series
Yuzo Hosoya, Takahiro Terasaka [Publisher] [Google Scholar]

An automatic Portmanteau test for serial correlation
J. Carlos Escanciano, Ignacio N. Lobato [Publisher] [Google Scholar]

Long memory and long run variation?
Peter C.B. Phillips [Publisher] [Google Scholar]

Estimators of long-memory: Fourier versus wavelets
Gilles Faÿ, Eric Moulines, François Roueff, Murad S. Taqqu [Publisher] [Google Scholar]

A Wald test for the cointegration rank in nonstationary fractional systems?
Marco Avarucci, Carlos Velasco [Publisher] [Google Scholar]

Whittle estimation of EGARCH and other exponential volatility models
Paolo Zaffaroni [Publisher] [Google Scholar]