ARC: Connections: ELMAR: TOC areas: methods: journals

Journal of Econometrics  Relevant ARCategory: Marketing Journals

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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]

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