Repeated Time Series Analysis of ARIMA–Noise Models (Unknown)
- New search for: Wong, Wing-keung
- New search for: Miller, Robert B.
- New search for: Wong, Wing-keung
- New search for: Miller, Robert B.
In:
Journal of Business & Economic Statistics
;
8
, 2
;
243-250
;
1990
- Article (Journal) / Electronic Resource
-
Title:Repeated Time Series Analysis of ARIMA–Noise Models
-
Contributors:Wong, Wing-keung ( author ) / Miller, Robert B. ( author )
-
Published in:Journal of Business & Economic Statistics ; 8, 2 ; 243-250
-
Publisher:
- New search for: Taylor & Francis Group
-
Publication date:1990-04-01
-
Size:8 pages
-
ISSN:
-
DOI:
-
Type of media:Article (Journal)
-
Type of material:Electronic Resource
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Language:Unknown
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Keywords:
-
Source:
Table of contents – Volume 8, Issue 2
The tables of contents are generated automatically and are based on the data records of the individual contributions available in the index of the TIB portal. The display of the Tables of Contents may therefore be incomplete.
- 145
-
Unit-Root Tests and the Statistical Pitfalls of Seasonal Adjustment: The Case of U.S. Postwar Real Gross National ProductGhysels, Eric et al. | 1990
- 153
-
Testing for a Unit Root in a Time Series With a Changing MeanPerron, Pierre et al. | 1990
- 163
-
Effect of Price on the Demand for Durables: Modeling, Estimation, and FindingsJain, Dipak C. / Rao, Ram C. et al. | 1990
- 171
-
Cross-Validation, the Bayes Theorem, and Small-Sample BiasAllenby, Greg M. et al. | 1990
- 179
-
Shared Price Trends: Evidence From U.S. Cities and OECD CountriesPatel, Jayendu / Zeckhauser, Richard et al. | 1990
- 191
-
The Reliability of U.S. Gross National ProductLeeuw, Frank de et al. | 1990
- 205
-
Macroeconomic Forecasting Using Pooled International DataMittnik, Stefan et al. | 1990
- 209
-
The Use of Changes in Equity Value as a Measure of the Information Content of Announcements of Changes in Financial PolicyIsrael, Ronen / Ofer, Aharon R. / Siegel, Daniel R. et al. | 1990
- 217
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The Distribution of Stock Returns: New Evidence Against the Stable ModelLau, Amy Hing-Ling / Lau, Hon-Shiang / Wingender, John R. et al. | 1990
- 225
-
Persistence in Variance, Structural Change, and the GARCH ModelLamoureux, Christopher G. / Lastrapes, William D. et al. | 1990
- 235
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Influential Observations in Time SeriesPeña, Daniel et al. | 1990
- 243
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Repeated Time Series Analysis of ARIMA–Noise ModelsWong, Wing-keung / Miller, Robert B. et al. | 1990
- 251
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Bootstrapping p Values and Power in the First-Order Autoregression: A Monte Carlo InvestigationRayner, Robert K. et al. | 1990